NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
87.89 |
85.38 |
-2.51 |
-2.9% |
88.82 |
| High |
88.37 |
85.75 |
-2.62 |
-3.0% |
90.51 |
| Low |
84.80 |
80.36 |
-4.44 |
-5.2% |
86.64 |
| Close |
85.47 |
82.70 |
-2.77 |
-3.2% |
90.41 |
| Range |
3.57 |
5.39 |
1.82 |
51.0% |
3.87 |
| ATR |
1.92 |
2.17 |
0.25 |
12.9% |
0.00 |
| Volume |
44,209 |
48,757 |
4,548 |
10.3% |
202,934 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.11 |
96.29 |
85.66 |
|
| R3 |
93.72 |
90.90 |
84.18 |
|
| R2 |
88.33 |
88.33 |
83.69 |
|
| R1 |
85.51 |
85.51 |
83.19 |
84.23 |
| PP |
82.94 |
82.94 |
82.94 |
82.29 |
| S1 |
80.12 |
80.12 |
82.21 |
78.84 |
| S2 |
77.55 |
77.55 |
81.71 |
|
| S3 |
72.16 |
74.73 |
81.22 |
|
| S4 |
66.77 |
69.34 |
79.74 |
|
|
| 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 |
80.36 |
11.85 |
14.3% |
3.21 |
3.9% |
20% |
False |
True |
41,405 |
| 10 |
92.21 |
80.36 |
11.85 |
14.3% |
2.46 |
3.0% |
20% |
False |
True |
40,133 |
| 20 |
92.21 |
80.36 |
11.85 |
14.3% |
2.00 |
2.4% |
20% |
False |
True |
38,485 |
| 40 |
92.21 |
80.36 |
11.85 |
14.3% |
1.74 |
2.1% |
20% |
False |
True |
24,788 |
| 60 |
92.21 |
75.42 |
16.79 |
20.3% |
1.74 |
2.1% |
43% |
False |
False |
18,923 |
| 80 |
92.21 |
72.43 |
19.78 |
23.9% |
1.70 |
2.1% |
52% |
False |
False |
15,474 |
| 100 |
92.21 |
72.43 |
19.78 |
23.9% |
1.53 |
1.8% |
52% |
False |
False |
12,821 |
| 120 |
92.21 |
72.43 |
19.78 |
23.9% |
1.48 |
1.8% |
52% |
False |
False |
11,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.66 |
|
2.618 |
99.86 |
|
1.618 |
94.47 |
|
1.000 |
91.14 |
|
0.618 |
89.08 |
|
HIGH |
85.75 |
|
0.618 |
83.69 |
|
0.500 |
83.06 |
|
0.382 |
82.42 |
|
LOW |
80.36 |
|
0.618 |
77.03 |
|
1.000 |
74.97 |
|
1.618 |
71.64 |
|
2.618 |
66.25 |
|
4.250 |
57.45 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.06 |
86.05 |
| PP |
82.94 |
84.93 |
| S1 |
82.82 |
83.82 |
|