NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
89.28 |
90.87 |
1.59 |
1.8% |
88.82 |
High |
90.51 |
92.21 |
1.70 |
1.9% |
90.51 |
Low |
89.09 |
90.30 |
1.21 |
1.4% |
86.64 |
Close |
90.41 |
91.67 |
1.26 |
1.4% |
90.41 |
Range |
1.42 |
1.91 |
0.49 |
34.5% |
3.87 |
ATR |
1.62 |
1.65 |
0.02 |
1.3% |
0.00 |
Volume |
46,550 |
35,885 |
-10,665 |
-22.9% |
202,934 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.12 |
96.31 |
92.72 |
|
R3 |
95.21 |
94.40 |
92.20 |
|
R2 |
93.30 |
93.30 |
92.02 |
|
R1 |
92.49 |
92.49 |
91.85 |
92.90 |
PP |
91.39 |
91.39 |
91.39 |
91.60 |
S1 |
90.58 |
90.58 |
91.49 |
90.99 |
S2 |
89.48 |
89.48 |
91.32 |
|
S3 |
87.57 |
88.67 |
91.14 |
|
S4 |
85.66 |
86.76 |
90.62 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.80 |
99.47 |
92.54 |
|
R3 |
96.93 |
95.60 |
91.47 |
|
R2 |
93.06 |
93.06 |
91.12 |
|
R1 |
91.73 |
91.73 |
90.76 |
92.40 |
PP |
89.19 |
89.19 |
89.19 |
89.52 |
S1 |
87.86 |
87.86 |
90.06 |
88.53 |
S2 |
85.32 |
85.32 |
89.70 |
|
S3 |
81.45 |
83.99 |
89.35 |
|
S4 |
77.58 |
80.12 |
88.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.21 |
86.64 |
5.57 |
6.1% |
1.77 |
1.9% |
90% |
True |
False |
41,663 |
10 |
92.21 |
86.03 |
6.18 |
6.7% |
1.62 |
1.8% |
91% |
True |
False |
36,836 |
20 |
92.21 |
85.25 |
6.96 |
7.6% |
1.52 |
1.7% |
92% |
True |
False |
35,404 |
40 |
92.21 |
80.45 |
11.76 |
12.8% |
1.54 |
1.7% |
95% |
True |
False |
22,406 |
60 |
92.21 |
72.43 |
19.78 |
21.6% |
1.66 |
1.8% |
97% |
True |
False |
17,328 |
80 |
92.21 |
72.43 |
19.78 |
21.6% |
1.58 |
1.7% |
97% |
True |
False |
14,026 |
100 |
92.21 |
72.43 |
19.78 |
21.6% |
1.45 |
1.6% |
97% |
True |
False |
11,695 |
120 |
92.21 |
72.43 |
19.78 |
21.6% |
1.40 |
1.5% |
97% |
True |
False |
10,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.33 |
2.618 |
97.21 |
1.618 |
95.30 |
1.000 |
94.12 |
0.618 |
93.39 |
HIGH |
92.21 |
0.618 |
91.48 |
0.500 |
91.26 |
0.382 |
91.03 |
LOW |
90.30 |
0.618 |
89.12 |
1.000 |
88.39 |
1.618 |
87.21 |
2.618 |
85.30 |
4.250 |
82.18 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
91.53 |
91.12 |
PP |
91.39 |
90.58 |
S1 |
91.26 |
90.03 |
|