NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.95 |
87.84 |
-0.11 |
-0.1% |
86.74 |
| High |
88.80 |
88.15 |
-0.65 |
-0.7% |
88.34 |
| Low |
87.57 |
86.22 |
-1.35 |
-1.5% |
84.56 |
| Close |
87.95 |
86.77 |
-1.18 |
-1.3% |
88.30 |
| Range |
1.23 |
1.93 |
0.70 |
56.9% |
3.78 |
| ATR |
1.66 |
1.68 |
0.02 |
1.1% |
0.00 |
| Volume |
50,798 |
62,507 |
11,709 |
23.1% |
254,155 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.84 |
91.73 |
87.83 |
|
| R3 |
90.91 |
89.80 |
87.30 |
|
| R2 |
88.98 |
88.98 |
87.12 |
|
| R1 |
87.87 |
87.87 |
86.95 |
87.46 |
| PP |
87.05 |
87.05 |
87.05 |
86.84 |
| S1 |
85.94 |
85.94 |
86.59 |
85.53 |
| S2 |
85.12 |
85.12 |
86.42 |
|
| S3 |
83.19 |
84.01 |
86.24 |
|
| S4 |
81.26 |
82.08 |
85.71 |
|
|
| 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 |
4.2% |
1.75 |
2.0% |
44% |
False |
False |
59,015 |
| 10 |
89.12 |
84.56 |
4.56 |
5.3% |
1.72 |
2.0% |
48% |
False |
False |
53,755 |
| 20 |
89.12 |
82.90 |
6.22 |
7.2% |
1.54 |
1.8% |
62% |
False |
False |
41,369 |
| 40 |
89.12 |
80.09 |
9.03 |
10.4% |
1.58 |
1.8% |
74% |
False |
False |
26,011 |
| 60 |
89.12 |
72.04 |
17.08 |
19.7% |
1.75 |
2.0% |
86% |
False |
False |
19,584 |
| 80 |
89.12 |
72.04 |
17.08 |
19.7% |
1.59 |
1.8% |
86% |
False |
False |
15,575 |
| 100 |
89.12 |
72.04 |
17.08 |
19.7% |
1.47 |
1.7% |
86% |
False |
False |
12,864 |
| 120 |
89.12 |
72.04 |
17.08 |
19.7% |
1.34 |
1.5% |
86% |
False |
False |
11,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.35 |
|
2.618 |
93.20 |
|
1.618 |
91.27 |
|
1.000 |
90.08 |
|
0.618 |
89.34 |
|
HIGH |
88.15 |
|
0.618 |
87.41 |
|
0.500 |
87.19 |
|
0.382 |
86.96 |
|
LOW |
86.22 |
|
0.618 |
85.03 |
|
1.000 |
84.29 |
|
1.618 |
83.10 |
|
2.618 |
81.17 |
|
4.250 |
78.02 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
87.19 |
87.51 |
| PP |
87.05 |
87.26 |
| S1 |
86.91 |
87.02 |
|