NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
86.63 |
87.95 |
1.32 |
1.5% |
86.74 |
| High |
88.34 |
88.80 |
0.46 |
0.5% |
88.34 |
| Low |
86.31 |
87.57 |
1.26 |
1.5% |
84.56 |
| Close |
88.30 |
87.95 |
-0.35 |
-0.4% |
88.30 |
| Range |
2.03 |
1.23 |
-0.80 |
-39.4% |
3.78 |
| ATR |
1.70 |
1.66 |
-0.03 |
-2.0% |
0.00 |
| Volume |
61,027 |
50,798 |
-10,229 |
-16.8% |
254,155 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.80 |
91.10 |
88.63 |
|
| R3 |
90.57 |
89.87 |
88.29 |
|
| R2 |
89.34 |
89.34 |
88.18 |
|
| R1 |
88.64 |
88.64 |
88.06 |
88.57 |
| PP |
88.11 |
88.11 |
88.11 |
88.07 |
| S1 |
87.41 |
87.41 |
87.84 |
87.34 |
| S2 |
86.88 |
86.88 |
87.72 |
|
| S3 |
85.65 |
86.18 |
87.61 |
|
| S4 |
84.42 |
84.95 |
87.27 |
|
|
| 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 |
88.80 |
85.18 |
3.62 |
4.1% |
1.58 |
1.8% |
77% |
True |
False |
52,206 |
| 10 |
89.12 |
84.56 |
4.56 |
5.2% |
1.65 |
1.9% |
74% |
False |
False |
52,396 |
| 20 |
89.12 |
81.72 |
7.40 |
8.4% |
1.56 |
1.8% |
84% |
False |
False |
38,724 |
| 40 |
89.12 |
79.56 |
9.56 |
10.9% |
1.58 |
1.8% |
88% |
False |
False |
24,679 |
| 60 |
89.12 |
72.04 |
17.08 |
19.4% |
1.75 |
2.0% |
93% |
False |
False |
18,636 |
| 80 |
89.12 |
72.04 |
17.08 |
19.4% |
1.58 |
1.8% |
93% |
False |
False |
14,801 |
| 100 |
89.12 |
72.04 |
17.08 |
19.4% |
1.46 |
1.7% |
93% |
False |
False |
12,275 |
| 120 |
89.12 |
72.04 |
17.08 |
19.4% |
1.34 |
1.5% |
93% |
False |
False |
10,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.03 |
|
2.618 |
92.02 |
|
1.618 |
90.79 |
|
1.000 |
90.03 |
|
0.618 |
89.56 |
|
HIGH |
88.80 |
|
0.618 |
88.33 |
|
0.500 |
88.19 |
|
0.382 |
88.04 |
|
LOW |
87.57 |
|
0.618 |
86.81 |
|
1.000 |
86.34 |
|
1.618 |
85.58 |
|
2.618 |
84.35 |
|
4.250 |
82.34 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.19 |
87.63 |
| PP |
88.11 |
87.31 |
| S1 |
88.03 |
86.99 |
|