NYMEX Light Sweet Crude Oil Future October 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 |
89.90 |
91.34 |
1.44 |
1.6% |
89.44 |
High |
91.01 |
92.75 |
1.74 |
1.9% |
91.01 |
Low |
89.78 |
90.79 |
1.01 |
1.1% |
87.43 |
Close |
90.93 |
92.25 |
1.32 |
1.5% |
90.93 |
Range |
1.23 |
1.96 |
0.73 |
59.3% |
3.58 |
ATR |
1.49 |
1.52 |
0.03 |
2.3% |
0.00 |
Volume |
19,307 |
16,039 |
-3,268 |
-16.9% |
76,894 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.81 |
96.99 |
93.33 |
|
R3 |
95.85 |
95.03 |
92.79 |
|
R2 |
93.89 |
93.89 |
92.61 |
|
R1 |
93.07 |
93.07 |
92.43 |
93.48 |
PP |
91.93 |
91.93 |
91.93 |
92.14 |
S1 |
91.11 |
91.11 |
92.07 |
91.52 |
S2 |
89.97 |
89.97 |
91.89 |
|
S3 |
88.01 |
89.15 |
91.71 |
|
S4 |
86.05 |
87.19 |
91.17 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.53 |
99.31 |
92.90 |
|
R3 |
96.95 |
95.73 |
91.91 |
|
R2 |
93.37 |
93.37 |
91.59 |
|
R1 |
92.15 |
92.15 |
91.26 |
92.76 |
PP |
89.79 |
89.79 |
89.79 |
90.10 |
S1 |
88.57 |
88.57 |
90.60 |
89.18 |
S2 |
86.21 |
86.21 |
90.27 |
|
S3 |
82.63 |
84.99 |
89.95 |
|
S4 |
79.05 |
81.41 |
88.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.75 |
87.43 |
5.32 |
5.8% |
1.57 |
1.7% |
91% |
True |
False |
14,966 |
10 |
92.75 |
86.66 |
6.09 |
6.6% |
1.48 |
1.6% |
92% |
True |
False |
14,544 |
20 |
92.75 |
85.81 |
6.94 |
7.5% |
1.38 |
1.5% |
93% |
True |
False |
15,413 |
40 |
92.75 |
80.82 |
11.93 |
12.9% |
1.30 |
1.4% |
96% |
True |
False |
10,319 |
60 |
92.75 |
74.19 |
18.56 |
20.1% |
1.40 |
1.5% |
97% |
True |
False |
8,306 |
80 |
92.75 |
73.17 |
19.58 |
21.2% |
1.32 |
1.4% |
97% |
True |
False |
6,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.08 |
2.618 |
97.88 |
1.618 |
95.92 |
1.000 |
94.71 |
0.618 |
93.96 |
HIGH |
92.75 |
0.618 |
92.00 |
0.500 |
91.77 |
0.382 |
91.54 |
LOW |
90.79 |
0.618 |
89.58 |
1.000 |
88.83 |
1.618 |
87.62 |
2.618 |
85.66 |
4.250 |
82.46 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
92.09 |
91.76 |
PP |
91.93 |
91.26 |
S1 |
91.77 |
90.77 |
|