NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
83.33 |
85.58 |
2.25 |
2.7% |
85.22 |
| High |
85.63 |
86.50 |
0.87 |
1.0% |
86.50 |
| Low |
83.01 |
85.16 |
2.15 |
2.6% |
81.29 |
| Close |
85.17 |
86.15 |
0.98 |
1.2% |
86.15 |
| Range |
2.62 |
1.34 |
-1.28 |
-48.9% |
5.21 |
| ATR |
2.03 |
1.98 |
-0.05 |
-2.4% |
0.00 |
| Volume |
400,695 |
393,689 |
-7,006 |
-1.7% |
1,916,899 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.96 |
89.39 |
86.89 |
|
| R3 |
88.62 |
88.05 |
86.52 |
|
| R2 |
87.28 |
87.28 |
86.40 |
|
| R1 |
86.71 |
86.71 |
86.27 |
87.00 |
| PP |
85.94 |
85.94 |
85.94 |
86.08 |
| S1 |
85.37 |
85.37 |
86.03 |
85.66 |
| S2 |
84.60 |
84.60 |
85.90 |
|
| S3 |
83.26 |
84.03 |
85.78 |
|
| S4 |
81.92 |
82.69 |
85.41 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.28 |
98.42 |
89.02 |
|
| R3 |
95.07 |
93.21 |
87.58 |
|
| R2 |
89.86 |
89.86 |
87.11 |
|
| R1 |
88.00 |
88.00 |
86.63 |
88.93 |
| PP |
84.65 |
84.65 |
84.65 |
85.11 |
| S1 |
82.79 |
82.79 |
85.67 |
83.72 |
| S2 |
79.44 |
79.44 |
85.19 |
|
| S3 |
74.23 |
77.58 |
84.72 |
|
| S4 |
69.02 |
72.37 |
83.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.50 |
81.29 |
5.21 |
6.0% |
2.13 |
2.5% |
93% |
True |
False |
383,379 |
| 10 |
86.50 |
81.29 |
5.21 |
6.0% |
2.07 |
2.4% |
93% |
True |
False |
383,887 |
| 20 |
87.59 |
81.29 |
6.30 |
7.3% |
1.89 |
2.2% |
77% |
False |
False |
298,421 |
| 40 |
87.59 |
79.27 |
8.32 |
9.7% |
1.85 |
2.2% |
83% |
False |
False |
187,052 |
| 60 |
87.59 |
70.75 |
16.84 |
19.5% |
2.03 |
2.4% |
91% |
False |
False |
139,725 |
| 80 |
87.59 |
70.75 |
16.84 |
19.5% |
2.01 |
2.3% |
91% |
False |
False |
112,725 |
| 100 |
87.59 |
70.75 |
16.84 |
19.5% |
1.95 |
2.3% |
91% |
False |
False |
94,278 |
| 120 |
87.59 |
70.75 |
16.84 |
19.5% |
1.99 |
2.3% |
91% |
False |
False |
81,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.20 |
|
2.618 |
90.01 |
|
1.618 |
88.67 |
|
1.000 |
87.84 |
|
0.618 |
87.33 |
|
HIGH |
86.50 |
|
0.618 |
85.99 |
|
0.500 |
85.83 |
|
0.382 |
85.67 |
|
LOW |
85.16 |
|
0.618 |
84.33 |
|
1.000 |
83.82 |
|
1.618 |
82.99 |
|
2.618 |
81.65 |
|
4.250 |
79.47 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.04 |
85.40 |
| PP |
85.94 |
84.65 |
| S1 |
85.83 |
83.90 |
|