NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
82.70 |
79.96 |
-2.74 |
-3.3% |
88.51 |
High |
83.36 |
81.17 |
-2.19 |
-2.6% |
89.77 |
Low |
77.75 |
77.74 |
-0.01 |
0.0% |
77.74 |
Close |
80.18 |
78.51 |
-1.67 |
-2.1% |
78.51 |
Range |
5.61 |
3.43 |
-2.18 |
-38.9% |
12.03 |
ATR |
2.33 |
2.41 |
0.08 |
3.4% |
0.00 |
Volume |
191,388 |
217,466 |
26,078 |
13.6% |
951,714 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.43 |
87.40 |
80.40 |
|
R3 |
86.00 |
83.97 |
79.45 |
|
R2 |
82.57 |
82.57 |
79.14 |
|
R1 |
80.54 |
80.54 |
78.82 |
79.84 |
PP |
79.14 |
79.14 |
79.14 |
78.79 |
S1 |
77.11 |
77.11 |
78.20 |
76.41 |
S2 |
75.71 |
75.71 |
77.88 |
|
S3 |
72.28 |
73.68 |
77.57 |
|
S4 |
68.85 |
70.25 |
76.62 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.10 |
110.33 |
85.13 |
|
R3 |
106.07 |
98.30 |
81.82 |
|
R2 |
94.04 |
94.04 |
80.72 |
|
R1 |
86.27 |
86.27 |
79.61 |
84.14 |
PP |
82.01 |
82.01 |
82.01 |
80.94 |
S1 |
74.24 |
74.24 |
77.41 |
72.11 |
S2 |
69.98 |
69.98 |
76.30 |
|
S3 |
57.95 |
62.21 |
75.20 |
|
S4 |
45.92 |
50.18 |
71.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.77 |
77.74 |
12.03 |
15.3% |
3.61 |
4.6% |
6% |
False |
True |
190,342 |
10 |
89.77 |
77.74 |
12.03 |
15.3% |
2.76 |
3.5% |
6% |
False |
True |
170,546 |
20 |
89.77 |
77.74 |
12.03 |
15.3% |
2.27 |
2.9% |
6% |
False |
True |
152,254 |
40 |
89.77 |
77.74 |
12.03 |
15.3% |
1.99 |
2.5% |
6% |
False |
True |
92,804 |
60 |
89.77 |
74.65 |
15.12 |
19.3% |
1.96 |
2.5% |
26% |
False |
False |
66,684 |
80 |
89.77 |
71.64 |
18.13 |
23.1% |
1.98 |
2.5% |
38% |
False |
False |
52,333 |
100 |
89.77 |
71.64 |
18.13 |
23.1% |
1.87 |
2.4% |
38% |
False |
False |
42,617 |
120 |
89.77 |
71.64 |
18.13 |
23.1% |
1.84 |
2.3% |
38% |
False |
False |
36,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.75 |
2.618 |
90.15 |
1.618 |
86.72 |
1.000 |
84.60 |
0.618 |
83.29 |
HIGH |
81.17 |
0.618 |
79.86 |
0.500 |
79.46 |
0.382 |
79.05 |
LOW |
77.74 |
0.618 |
75.62 |
1.000 |
74.31 |
1.618 |
72.19 |
2.618 |
68.76 |
4.250 |
63.16 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
79.46 |
81.88 |
PP |
79.14 |
80.75 |
S1 |
78.83 |
79.63 |
|