NYMEX Light Sweet Crude Oil Future July 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 |
88.51 |
89.02 |
0.51 |
0.6% |
87.10 |
High |
89.77 |
89.33 |
-0.44 |
-0.5% |
88.57 |
Low |
88.15 |
85.57 |
-2.58 |
-2.9% |
83.80 |
Close |
89.15 |
85.76 |
-3.39 |
-3.8% |
88.36 |
Range |
1.62 |
3.76 |
2.14 |
132.1% |
4.77 |
ATR |
1.81 |
1.95 |
0.14 |
7.7% |
0.00 |
Volume |
185,306 |
152,700 |
-32,606 |
-17.6% |
753,750 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.17 |
95.72 |
87.83 |
|
R3 |
94.41 |
91.96 |
86.79 |
|
R2 |
90.65 |
90.65 |
86.45 |
|
R1 |
88.20 |
88.20 |
86.10 |
87.55 |
PP |
86.89 |
86.89 |
86.89 |
86.56 |
S1 |
84.44 |
84.44 |
85.42 |
83.79 |
S2 |
83.13 |
83.13 |
85.07 |
|
S3 |
79.37 |
80.68 |
84.73 |
|
S4 |
75.61 |
76.92 |
83.69 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.22 |
99.56 |
90.98 |
|
R3 |
96.45 |
94.79 |
89.67 |
|
R2 |
91.68 |
91.68 |
89.23 |
|
R1 |
90.02 |
90.02 |
88.80 |
90.85 |
PP |
86.91 |
86.91 |
86.91 |
87.33 |
S1 |
85.25 |
85.25 |
87.92 |
86.08 |
S2 |
82.14 |
82.14 |
87.49 |
|
S3 |
77.37 |
80.48 |
87.05 |
|
S4 |
72.60 |
75.71 |
85.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.77 |
83.80 |
5.97 |
7.0% |
2.23 |
2.6% |
33% |
False |
False |
169,739 |
10 |
89.77 |
83.80 |
5.97 |
7.0% |
2.07 |
2.4% |
33% |
False |
False |
153,301 |
20 |
89.77 |
83.60 |
6.17 |
7.2% |
1.86 |
2.2% |
35% |
False |
False |
130,915 |
40 |
89.77 |
79.70 |
10.07 |
11.7% |
1.78 |
2.1% |
60% |
False |
False |
79,250 |
60 |
89.77 |
72.67 |
17.10 |
19.9% |
1.83 |
2.1% |
77% |
False |
False |
57,220 |
80 |
89.77 |
71.64 |
18.13 |
21.1% |
1.89 |
2.2% |
78% |
False |
False |
44,848 |
100 |
89.77 |
71.64 |
18.13 |
21.1% |
1.80 |
2.1% |
78% |
False |
False |
36,602 |
120 |
89.77 |
71.64 |
18.13 |
21.1% |
1.78 |
2.1% |
78% |
False |
False |
31,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.31 |
2.618 |
99.17 |
1.618 |
95.41 |
1.000 |
93.09 |
0.618 |
91.65 |
HIGH |
89.33 |
0.618 |
87.89 |
0.500 |
87.45 |
0.382 |
87.01 |
LOW |
85.57 |
0.618 |
83.25 |
1.000 |
81.81 |
1.618 |
79.49 |
2.618 |
75.73 |
4.250 |
69.59 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
87.45 |
87.67 |
PP |
86.89 |
87.03 |
S1 |
86.32 |
86.40 |
|