NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
89.91 |
90.54 |
0.63 |
0.7% |
87.95 |
High |
91.38 |
90.90 |
-0.48 |
-0.5% |
89.88 |
Low |
89.50 |
87.01 |
-2.49 |
-2.8% |
85.60 |
Close |
90.77 |
87.26 |
-3.51 |
-3.9% |
89.68 |
Range |
1.88 |
3.89 |
2.01 |
106.9% |
4.28 |
ATR |
1.72 |
1.88 |
0.15 |
9.0% |
0.00 |
Volume |
67,957 |
56,497 |
-11,460 |
-16.9% |
357,687 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.06 |
97.55 |
89.40 |
|
R3 |
96.17 |
93.66 |
88.33 |
|
R2 |
92.28 |
92.28 |
87.97 |
|
R1 |
89.77 |
89.77 |
87.62 |
89.08 |
PP |
88.39 |
88.39 |
88.39 |
88.05 |
S1 |
85.88 |
85.88 |
86.90 |
85.19 |
S2 |
84.50 |
84.50 |
86.55 |
|
S3 |
80.61 |
81.99 |
86.19 |
|
S4 |
76.72 |
78.10 |
85.12 |
|
|
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 |
6.6% |
2.25 |
2.6% |
29% |
False |
False |
73,767 |
10 |
91.38 |
85.18 |
6.20 |
7.1% |
2.00 |
2.3% |
34% |
False |
False |
66,391 |
20 |
91.38 |
84.56 |
6.82 |
7.8% |
1.76 |
2.0% |
40% |
False |
False |
55,853 |
40 |
91.38 |
80.12 |
11.26 |
12.9% |
1.67 |
1.9% |
63% |
False |
False |
34,045 |
60 |
91.38 |
73.16 |
18.22 |
20.9% |
1.70 |
2.0% |
77% |
False |
False |
25,259 |
80 |
91.38 |
72.04 |
19.34 |
22.2% |
1.69 |
1.9% |
79% |
False |
False |
20,058 |
100 |
91.38 |
72.04 |
19.34 |
22.2% |
1.52 |
1.7% |
79% |
False |
False |
16,406 |
120 |
91.38 |
72.04 |
19.34 |
22.2% |
1.40 |
1.6% |
79% |
False |
False |
14,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.43 |
2.618 |
101.08 |
1.618 |
97.19 |
1.000 |
94.79 |
0.618 |
93.30 |
HIGH |
90.90 |
0.618 |
89.41 |
0.500 |
88.96 |
0.382 |
88.50 |
LOW |
87.01 |
0.618 |
84.61 |
1.000 |
83.12 |
1.618 |
80.72 |
2.618 |
76.83 |
4.250 |
70.48 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
88.96 |
89.20 |
PP |
88.39 |
88.55 |
S1 |
87.83 |
87.91 |
|