NYMEX Light Sweet Crude Oil Future August 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 |
88.62 |
89.91 |
1.29 |
1.5% |
87.95 |
High |
89.88 |
91.38 |
1.50 |
1.7% |
89.88 |
Low |
88.36 |
89.50 |
1.14 |
1.3% |
85.60 |
Close |
89.68 |
90.77 |
1.09 |
1.2% |
89.68 |
Range |
1.52 |
1.88 |
0.36 |
23.7% |
4.28 |
ATR |
1.71 |
1.72 |
0.01 |
0.7% |
0.00 |
Volume |
85,839 |
67,957 |
-17,882 |
-20.8% |
357,687 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.19 |
95.36 |
91.80 |
|
R3 |
94.31 |
93.48 |
91.29 |
|
R2 |
92.43 |
92.43 |
91.11 |
|
R1 |
91.60 |
91.60 |
90.94 |
92.02 |
PP |
90.55 |
90.55 |
90.55 |
90.76 |
S1 |
89.72 |
89.72 |
90.60 |
90.14 |
S2 |
88.67 |
88.67 |
90.43 |
|
S3 |
86.79 |
87.84 |
90.25 |
|
S4 |
84.91 |
85.96 |
89.74 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.23 |
99.73 |
92.03 |
|
R3 |
96.95 |
95.45 |
90.86 |
|
R2 |
92.67 |
92.67 |
90.46 |
|
R1 |
91.17 |
91.17 |
90.07 |
91.92 |
PP |
88.39 |
88.39 |
88.39 |
88.76 |
S1 |
86.89 |
86.89 |
89.29 |
87.64 |
S2 |
84.11 |
84.11 |
88.90 |
|
S3 |
79.83 |
82.61 |
88.50 |
|
S4 |
75.55 |
78.33 |
87.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.38 |
85.60 |
5.78 |
6.4% |
1.86 |
2.0% |
89% |
True |
False |
74,969 |
10 |
91.38 |
85.18 |
6.20 |
6.8% |
1.72 |
1.9% |
90% |
True |
False |
63,587 |
20 |
91.38 |
84.56 |
6.82 |
7.5% |
1.61 |
1.8% |
91% |
True |
False |
54,034 |
40 |
91.38 |
80.12 |
11.26 |
12.4% |
1.61 |
1.8% |
95% |
True |
False |
32,859 |
60 |
91.38 |
72.04 |
19.34 |
21.3% |
1.71 |
1.9% |
97% |
True |
False |
24,441 |
80 |
91.38 |
72.04 |
19.34 |
21.3% |
1.65 |
1.8% |
97% |
True |
False |
19,397 |
100 |
91.38 |
72.04 |
19.34 |
21.3% |
1.50 |
1.7% |
97% |
True |
False |
15,861 |
120 |
91.38 |
72.04 |
19.34 |
21.3% |
1.39 |
1.5% |
97% |
True |
False |
13,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.37 |
2.618 |
96.30 |
1.618 |
94.42 |
1.000 |
93.26 |
0.618 |
92.54 |
HIGH |
91.38 |
0.618 |
90.66 |
0.500 |
90.44 |
0.382 |
90.22 |
LOW |
89.50 |
0.618 |
88.34 |
1.000 |
87.62 |
1.618 |
86.46 |
2.618 |
84.58 |
4.250 |
81.51 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
90.66 |
90.24 |
PP |
90.55 |
89.72 |
S1 |
90.44 |
89.19 |
|