NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
86.20 |
86.09 |
-0.11 |
-0.1% |
85.22 |
High |
87.15 |
86.24 |
-0.91 |
-1.0% |
86.50 |
Low |
85.83 |
82.05 |
-3.78 |
-4.4% |
81.29 |
Close |
86.19 |
82.74 |
-3.45 |
-4.0% |
86.15 |
Range |
1.32 |
4.19 |
2.87 |
217.4% |
5.21 |
ATR |
1.93 |
2.09 |
0.16 |
8.4% |
0.00 |
Volume |
392,139 |
324,726 |
-67,413 |
-17.2% |
1,916,899 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.25 |
93.68 |
85.04 |
|
R3 |
92.06 |
89.49 |
83.89 |
|
R2 |
87.87 |
87.87 |
83.51 |
|
R1 |
85.30 |
85.30 |
83.12 |
84.49 |
PP |
83.68 |
83.68 |
83.68 |
83.27 |
S1 |
81.11 |
81.11 |
82.36 |
80.30 |
S2 |
79.49 |
79.49 |
81.97 |
|
S3 |
75.30 |
76.92 |
81.59 |
|
S4 |
71.11 |
72.73 |
80.44 |
|
|
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 |
87.15 |
81.29 |
5.86 |
7.1% |
2.32 |
2.8% |
25% |
False |
False |
394,818 |
10 |
87.15 |
81.29 |
5.86 |
7.1% |
2.25 |
2.7% |
25% |
False |
False |
383,997 |
20 |
87.53 |
81.29 |
6.24 |
7.5% |
2.03 |
2.4% |
23% |
False |
False |
329,393 |
40 |
87.59 |
79.27 |
8.32 |
10.1% |
1.92 |
2.3% |
42% |
False |
False |
202,084 |
60 |
87.59 |
72.08 |
15.51 |
18.7% |
1.98 |
2.4% |
69% |
False |
False |
150,100 |
80 |
87.59 |
70.75 |
16.84 |
20.4% |
2.04 |
2.5% |
71% |
False |
False |
120,846 |
100 |
87.59 |
70.75 |
16.84 |
20.4% |
1.96 |
2.4% |
71% |
False |
False |
100,928 |
120 |
87.59 |
70.75 |
16.84 |
20.4% |
1.99 |
2.4% |
71% |
False |
False |
87,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.05 |
2.618 |
97.21 |
1.618 |
93.02 |
1.000 |
90.43 |
0.618 |
88.83 |
HIGH |
86.24 |
0.618 |
84.64 |
0.500 |
84.15 |
0.382 |
83.65 |
LOW |
82.05 |
0.618 |
79.46 |
1.000 |
77.86 |
1.618 |
75.27 |
2.618 |
71.08 |
4.250 |
64.24 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.15 |
84.60 |
PP |
83.68 |
83.98 |
S1 |
83.21 |
83.36 |
|