NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.38 |
86.68 |
0.30 |
0.3% |
88.03 |
| High |
87.26 |
87.27 |
0.01 |
0.0% |
89.12 |
| Low |
85.81 |
85.18 |
-0.63 |
-0.7% |
85.95 |
| Close |
86.75 |
86.85 |
0.10 |
0.1% |
87.15 |
| Range |
1.45 |
2.09 |
0.64 |
44.1% |
3.17 |
| ATR |
1.64 |
1.67 |
0.03 |
2.0% |
0.00 |
| Volume |
40,224 |
80,523 |
40,299 |
100.2% |
280,585 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.70 |
91.87 |
88.00 |
|
| R3 |
90.61 |
89.78 |
87.42 |
|
| R2 |
88.52 |
88.52 |
87.23 |
|
| R1 |
87.69 |
87.69 |
87.04 |
88.11 |
| PP |
86.43 |
86.43 |
86.43 |
86.64 |
| S1 |
85.60 |
85.60 |
86.66 |
86.02 |
| S2 |
84.34 |
84.34 |
86.47 |
|
| S3 |
82.25 |
83.51 |
86.28 |
|
| S4 |
80.16 |
81.42 |
85.70 |
|
|
| 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 |
88.98 |
84.56 |
4.42 |
5.1% |
1.87 |
2.2% |
52% |
False |
False |
48,011 |
| 10 |
89.12 |
84.56 |
4.56 |
5.3% |
1.62 |
1.9% |
50% |
False |
False |
50,599 |
| 20 |
89.12 |
81.00 |
8.12 |
9.3% |
1.53 |
1.8% |
72% |
False |
False |
34,485 |
| 40 |
89.12 |
78.62 |
10.50 |
12.1% |
1.62 |
1.9% |
78% |
False |
False |
22,201 |
| 60 |
89.12 |
72.04 |
17.08 |
19.7% |
1.73 |
2.0% |
87% |
False |
False |
16,951 |
| 80 |
89.12 |
72.04 |
17.08 |
19.7% |
1.55 |
1.8% |
87% |
False |
False |
13,419 |
| 100 |
89.12 |
72.04 |
17.08 |
19.7% |
1.47 |
1.7% |
87% |
False |
False |
11,224 |
| 120 |
89.12 |
72.04 |
17.08 |
19.7% |
1.33 |
1.5% |
87% |
False |
False |
9,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.15 |
|
2.618 |
92.74 |
|
1.618 |
90.65 |
|
1.000 |
89.36 |
|
0.618 |
88.56 |
|
HIGH |
87.27 |
|
0.618 |
86.47 |
|
0.500 |
86.23 |
|
0.382 |
85.98 |
|
LOW |
85.18 |
|
0.618 |
83.89 |
|
1.000 |
83.09 |
|
1.618 |
81.80 |
|
2.618 |
79.71 |
|
4.250 |
76.30 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.64 |
86.64 |
| PP |
86.43 |
86.43 |
| S1 |
86.23 |
86.23 |
|