NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.68 |
86.63 |
-0.05 |
-0.1% |
86.74 |
| High |
87.27 |
88.34 |
1.07 |
1.2% |
88.34 |
| Low |
85.18 |
86.31 |
1.13 |
1.3% |
84.56 |
| Close |
86.85 |
88.30 |
1.45 |
1.7% |
88.30 |
| Range |
2.09 |
2.03 |
-0.06 |
-2.9% |
3.78 |
| ATR |
1.67 |
1.70 |
0.03 |
1.5% |
0.00 |
| Volume |
80,523 |
61,027 |
-19,496 |
-24.2% |
254,155 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.74 |
93.05 |
89.42 |
|
| R3 |
91.71 |
91.02 |
88.86 |
|
| R2 |
89.68 |
89.68 |
88.67 |
|
| R1 |
88.99 |
88.99 |
88.49 |
89.34 |
| PP |
87.65 |
87.65 |
87.65 |
87.82 |
| S1 |
86.96 |
86.96 |
88.11 |
87.31 |
| S2 |
85.62 |
85.62 |
87.93 |
|
| S3 |
83.59 |
84.93 |
87.74 |
|
| S4 |
81.56 |
82.90 |
87.18 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.41 |
97.13 |
90.38 |
|
| R3 |
94.63 |
93.35 |
89.34 |
|
| R2 |
90.85 |
90.85 |
88.99 |
|
| R1 |
89.57 |
89.57 |
88.65 |
90.21 |
| PP |
87.07 |
87.07 |
87.07 |
87.39 |
| S1 |
85.79 |
85.79 |
87.95 |
86.43 |
| S2 |
83.29 |
83.29 |
87.61 |
|
| S3 |
79.51 |
82.01 |
87.26 |
|
| S4 |
75.73 |
78.23 |
86.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.34 |
84.56 |
3.78 |
4.3% |
1.77 |
2.0% |
99% |
True |
False |
50,831 |
| 10 |
89.12 |
84.56 |
4.56 |
5.2% |
1.65 |
1.9% |
82% |
False |
False |
53,474 |
| 20 |
89.12 |
81.00 |
8.12 |
9.2% |
1.57 |
1.8% |
90% |
False |
False |
36,954 |
| 40 |
89.12 |
79.53 |
9.59 |
10.9% |
1.60 |
1.8% |
91% |
False |
False |
23,550 |
| 60 |
89.12 |
72.04 |
17.08 |
19.3% |
1.75 |
2.0% |
95% |
False |
False |
17,870 |
| 80 |
89.12 |
72.04 |
17.08 |
19.3% |
1.57 |
1.8% |
95% |
False |
False |
14,174 |
| 100 |
89.12 |
72.04 |
17.08 |
19.3% |
1.47 |
1.7% |
95% |
False |
False |
11,814 |
| 120 |
89.12 |
72.04 |
17.08 |
19.3% |
1.34 |
1.5% |
95% |
False |
False |
10,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.97 |
|
2.618 |
93.65 |
|
1.618 |
91.62 |
|
1.000 |
90.37 |
|
0.618 |
89.59 |
|
HIGH |
88.34 |
|
0.618 |
87.56 |
|
0.500 |
87.33 |
|
0.382 |
87.09 |
|
LOW |
86.31 |
|
0.618 |
85.06 |
|
1.000 |
84.28 |
|
1.618 |
83.03 |
|
2.618 |
81.00 |
|
4.250 |
77.68 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.98 |
87.79 |
| PP |
87.65 |
87.27 |
| S1 |
87.33 |
86.76 |
|