NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.74 |
85.65 |
-1.09 |
-1.3% |
88.03 |
| High |
86.74 |
86.71 |
-0.03 |
0.0% |
89.12 |
| Low |
84.56 |
85.61 |
1.05 |
1.2% |
85.95 |
| Close |
85.54 |
86.14 |
0.60 |
0.7% |
87.15 |
| Range |
2.18 |
1.10 |
-1.08 |
-49.5% |
3.17 |
| ATR |
1.69 |
1.66 |
-0.04 |
-2.2% |
0.00 |
| Volume |
43,923 |
28,458 |
-15,465 |
-35.2% |
280,585 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.45 |
88.90 |
86.75 |
|
| R3 |
88.35 |
87.80 |
86.44 |
|
| R2 |
87.25 |
87.25 |
86.34 |
|
| R1 |
86.70 |
86.70 |
86.24 |
86.98 |
| PP |
86.15 |
86.15 |
86.15 |
86.29 |
| S1 |
85.60 |
85.60 |
86.04 |
85.88 |
| S2 |
85.05 |
85.05 |
85.94 |
|
| S3 |
83.95 |
84.50 |
85.84 |
|
| S4 |
82.85 |
83.40 |
85.54 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
95.20 |
88.89 |
|
| R3 |
93.75 |
92.03 |
88.02 |
|
| R2 |
90.58 |
90.58 |
87.73 |
|
| R1 |
88.86 |
88.86 |
87.44 |
88.14 |
| PP |
87.41 |
87.41 |
87.41 |
87.04 |
| S1 |
85.69 |
85.69 |
86.86 |
84.97 |
| S2 |
84.24 |
84.24 |
86.57 |
|
| S3 |
81.07 |
82.52 |
86.28 |
|
| S4 |
77.90 |
79.35 |
85.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.12 |
84.56 |
4.56 |
5.3% |
1.69 |
2.0% |
35% |
False |
False |
48,495 |
| 10 |
89.12 |
84.56 |
4.56 |
5.3% |
1.52 |
1.8% |
35% |
False |
False |
45,315 |
| 20 |
89.12 |
81.00 |
8.12 |
9.4% |
1.49 |
1.7% |
63% |
False |
False |
29,413 |
| 40 |
89.12 |
78.62 |
10.50 |
12.2% |
1.60 |
1.9% |
72% |
False |
False |
19,700 |
| 60 |
89.12 |
72.04 |
17.08 |
19.8% |
1.69 |
2.0% |
83% |
False |
False |
15,131 |
| 80 |
89.12 |
72.04 |
17.08 |
19.8% |
1.55 |
1.8% |
83% |
False |
False |
11,944 |
| 100 |
89.12 |
72.04 |
17.08 |
19.8% |
1.43 |
1.7% |
83% |
False |
False |
10,063 |
| 120 |
89.12 |
72.04 |
17.08 |
19.8% |
1.32 |
1.5% |
83% |
False |
False |
8,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.39 |
|
2.618 |
89.59 |
|
1.618 |
88.49 |
|
1.000 |
87.81 |
|
0.618 |
87.39 |
|
HIGH |
86.71 |
|
0.618 |
86.29 |
|
0.500 |
86.16 |
|
0.382 |
86.03 |
|
LOW |
85.61 |
|
0.618 |
84.93 |
|
1.000 |
84.51 |
|
1.618 |
83.83 |
|
2.618 |
82.73 |
|
4.250 |
80.94 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.16 |
86.77 |
| PP |
86.15 |
86.56 |
| S1 |
86.15 |
86.35 |
|