NYMEX Light Sweet Crude Oil Future September 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 |
85.38 |
82.46 |
-2.92 |
-3.4% |
90.87 |
High |
85.75 |
83.56 |
-2.19 |
-2.6% |
92.21 |
Low |
80.36 |
80.43 |
0.07 |
0.1% |
80.36 |
Close |
82.70 |
81.22 |
-1.48 |
-1.8% |
81.22 |
Range |
5.39 |
3.13 |
-2.26 |
-41.9% |
11.85 |
ATR |
2.17 |
2.24 |
0.07 |
3.2% |
0.00 |
Volume |
48,757 |
49,521 |
764 |
1.6% |
209,996 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.13 |
89.30 |
82.94 |
|
R3 |
88.00 |
86.17 |
82.08 |
|
R2 |
84.87 |
84.87 |
81.79 |
|
R1 |
83.04 |
83.04 |
81.51 |
82.39 |
PP |
81.74 |
81.74 |
81.74 |
81.41 |
S1 |
79.91 |
79.91 |
80.93 |
79.26 |
S2 |
78.61 |
78.61 |
80.65 |
|
S3 |
75.48 |
76.78 |
80.36 |
|
S4 |
72.35 |
73.65 |
79.50 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.15 |
112.53 |
87.74 |
|
R3 |
108.30 |
100.68 |
84.48 |
|
R2 |
96.45 |
96.45 |
83.39 |
|
R1 |
88.83 |
88.83 |
82.31 |
86.72 |
PP |
84.60 |
84.60 |
84.60 |
83.54 |
S1 |
76.98 |
76.98 |
80.13 |
74.87 |
S2 |
72.75 |
72.75 |
79.05 |
|
S3 |
60.90 |
65.13 |
77.96 |
|
S4 |
49.05 |
53.28 |
74.70 |
|
|
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 |
14.6% |
3.56 |
4.4% |
7% |
False |
False |
41,999 |
10 |
92.21 |
80.36 |
11.85 |
14.6% |
2.58 |
3.2% |
7% |
False |
False |
41,293 |
20 |
92.21 |
80.36 |
11.85 |
14.6% |
2.07 |
2.5% |
7% |
False |
False |
39,731 |
40 |
92.21 |
80.36 |
11.85 |
14.6% |
1.80 |
2.2% |
7% |
False |
False |
25,818 |
60 |
92.21 |
75.78 |
16.43 |
20.2% |
1.76 |
2.2% |
33% |
False |
False |
19,628 |
80 |
92.21 |
72.43 |
19.78 |
24.4% |
1.72 |
2.1% |
44% |
False |
False |
16,060 |
100 |
92.21 |
72.43 |
19.78 |
24.4% |
1.55 |
1.9% |
44% |
False |
False |
13,296 |
120 |
92.21 |
72.43 |
19.78 |
24.4% |
1.49 |
1.8% |
44% |
False |
False |
11,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.86 |
2.618 |
91.75 |
1.618 |
88.62 |
1.000 |
86.69 |
0.618 |
85.49 |
HIGH |
83.56 |
0.618 |
82.36 |
0.500 |
82.00 |
0.382 |
81.63 |
LOW |
80.43 |
0.618 |
78.50 |
1.000 |
77.30 |
1.618 |
75.37 |
2.618 |
72.24 |
4.250 |
67.13 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
82.00 |
84.37 |
PP |
81.74 |
83.32 |
S1 |
81.48 |
82.27 |
|