NYMEX Light Sweet Crude Oil Future August 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 |
84.32 |
81.59 |
-2.73 |
-3.2% |
89.91 |
High |
84.87 |
82.64 |
-2.23 |
-2.6% |
91.38 |
Low |
79.53 |
79.40 |
-0.13 |
-0.2% |
79.40 |
Close |
81.80 |
80.22 |
-1.58 |
-1.9% |
80.22 |
Range |
5.34 |
3.24 |
-2.10 |
-39.3% |
11.98 |
ATR |
2.24 |
2.32 |
0.07 |
3.2% |
0.00 |
Volume |
77,065 |
77,890 |
825 |
1.1% |
356,611 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.47 |
88.59 |
82.00 |
|
R3 |
87.23 |
85.35 |
81.11 |
|
R2 |
83.99 |
83.99 |
80.81 |
|
R1 |
82.11 |
82.11 |
80.52 |
81.43 |
PP |
80.75 |
80.75 |
80.75 |
80.42 |
S1 |
78.87 |
78.87 |
79.92 |
78.19 |
S2 |
77.51 |
77.51 |
79.63 |
|
S3 |
74.27 |
75.63 |
79.33 |
|
S4 |
71.03 |
72.39 |
78.44 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.61 |
111.89 |
86.81 |
|
R3 |
107.63 |
99.91 |
83.51 |
|
R2 |
95.65 |
95.65 |
82.42 |
|
R1 |
87.93 |
87.93 |
81.32 |
85.80 |
PP |
83.67 |
83.67 |
83.67 |
82.60 |
S1 |
75.95 |
75.95 |
79.12 |
73.82 |
S2 |
71.69 |
71.69 |
78.02 |
|
S3 |
59.71 |
63.97 |
76.93 |
|
S4 |
47.73 |
51.99 |
73.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.38 |
79.40 |
11.98 |
14.9% |
3.61 |
4.5% |
7% |
False |
True |
71,322 |
10 |
91.38 |
79.40 |
11.98 |
14.9% |
2.67 |
3.3% |
7% |
False |
True |
71,429 |
20 |
91.38 |
79.40 |
11.98 |
14.9% |
2.16 |
2.7% |
7% |
False |
True |
62,451 |
40 |
91.38 |
79.40 |
11.98 |
14.9% |
1.87 |
2.3% |
7% |
False |
True |
39,127 |
60 |
91.38 |
75.42 |
15.96 |
19.9% |
1.82 |
2.3% |
30% |
False |
False |
28,628 |
80 |
91.38 |
72.04 |
19.34 |
24.1% |
1.80 |
2.2% |
42% |
False |
False |
22,893 |
100 |
91.38 |
72.04 |
19.34 |
24.1% |
1.61 |
2.0% |
42% |
False |
False |
18,643 |
120 |
91.38 |
72.04 |
19.34 |
24.1% |
1.49 |
1.9% |
42% |
False |
False |
15,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.41 |
2.618 |
91.12 |
1.618 |
87.88 |
1.000 |
85.88 |
0.618 |
84.64 |
HIGH |
82.64 |
0.618 |
81.40 |
0.500 |
81.02 |
0.382 |
80.64 |
LOW |
79.40 |
0.618 |
77.40 |
1.000 |
76.16 |
1.618 |
74.16 |
2.618 |
70.92 |
4.250 |
65.63 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
81.02 |
83.49 |
PP |
80.75 |
82.40 |
S1 |
80.49 |
81.31 |
|