NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
86.09 |
82.13 |
-3.96 |
-4.6% |
85.22 |
| High |
86.24 |
82.83 |
-3.41 |
-4.0% |
86.50 |
| Low |
82.05 |
79.15 |
-2.90 |
-3.5% |
81.29 |
| Close |
82.74 |
79.97 |
-2.77 |
-3.3% |
86.15 |
| Range |
4.19 |
3.68 |
-0.51 |
-12.2% |
5.21 |
| ATR |
2.09 |
2.21 |
0.11 |
5.4% |
0.00 |
| Volume |
324,726 |
497,427 |
172,701 |
53.2% |
1,916,899 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.69 |
89.51 |
81.99 |
|
| R3 |
88.01 |
85.83 |
80.98 |
|
| R2 |
84.33 |
84.33 |
80.64 |
|
| R1 |
82.15 |
82.15 |
80.31 |
81.40 |
| PP |
80.65 |
80.65 |
80.65 |
80.28 |
| S1 |
78.47 |
78.47 |
79.63 |
77.72 |
| S2 |
76.97 |
76.97 |
79.30 |
|
| S3 |
73.29 |
74.79 |
78.96 |
|
| S4 |
69.61 |
71.11 |
77.95 |
|
|
| 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 |
79.15 |
8.00 |
10.0% |
2.63 |
3.3% |
10% |
False |
True |
401,735 |
| 10 |
87.15 |
79.15 |
8.00 |
10.0% |
2.44 |
3.1% |
10% |
False |
True |
399,337 |
| 20 |
87.26 |
79.15 |
8.11 |
10.1% |
2.14 |
2.7% |
10% |
False |
True |
348,148 |
| 40 |
87.59 |
79.15 |
8.44 |
10.6% |
1.97 |
2.5% |
10% |
False |
True |
213,109 |
| 60 |
87.59 |
72.72 |
14.87 |
18.6% |
2.01 |
2.5% |
49% |
False |
False |
157,132 |
| 80 |
87.59 |
70.75 |
16.84 |
21.1% |
2.06 |
2.6% |
55% |
False |
False |
126,777 |
| 100 |
87.59 |
70.75 |
16.84 |
21.1% |
1.96 |
2.5% |
55% |
False |
False |
105,558 |
| 120 |
87.59 |
70.75 |
16.84 |
21.1% |
2.00 |
2.5% |
55% |
False |
False |
91,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.47 |
|
2.618 |
92.46 |
|
1.618 |
88.78 |
|
1.000 |
86.51 |
|
0.618 |
85.10 |
|
HIGH |
82.83 |
|
0.618 |
81.42 |
|
0.500 |
80.99 |
|
0.382 |
80.56 |
|
LOW |
79.15 |
|
0.618 |
76.88 |
|
1.000 |
75.47 |
|
1.618 |
73.20 |
|
2.618 |
69.52 |
|
4.250 |
63.51 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.99 |
83.15 |
| PP |
80.65 |
82.09 |
| S1 |
80.31 |
81.03 |
|