NYMEX Light Sweet Crude Oil Future October 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 |
91.34 |
92.12 |
0.78 |
0.9% |
89.44 |
High |
92.75 |
92.33 |
-0.42 |
-0.5% |
91.01 |
Low |
90.79 |
88.57 |
-2.22 |
-2.4% |
87.43 |
Close |
92.25 |
88.77 |
-3.48 |
-3.8% |
90.93 |
Range |
1.96 |
3.76 |
1.80 |
91.8% |
3.58 |
ATR |
1.52 |
1.68 |
0.16 |
10.5% |
0.00 |
Volume |
16,039 |
12,620 |
-3,419 |
-21.3% |
76,894 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.17 |
98.73 |
90.84 |
|
R3 |
97.41 |
94.97 |
89.80 |
|
R2 |
93.65 |
93.65 |
89.46 |
|
R1 |
91.21 |
91.21 |
89.11 |
90.55 |
PP |
89.89 |
89.89 |
89.89 |
89.56 |
S1 |
87.45 |
87.45 |
88.43 |
86.79 |
S2 |
86.13 |
86.13 |
88.08 |
|
S3 |
82.37 |
83.69 |
87.74 |
|
S4 |
78.61 |
79.93 |
86.70 |
|
|
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 |
6.0% |
2.01 |
2.3% |
25% |
False |
False |
15,965 |
10 |
92.75 |
86.66 |
6.09 |
6.9% |
1.77 |
2.0% |
35% |
False |
False |
14,784 |
20 |
92.75 |
85.81 |
6.94 |
7.8% |
1.53 |
1.7% |
43% |
False |
False |
15,640 |
40 |
92.75 |
80.82 |
11.93 |
13.4% |
1.38 |
1.6% |
67% |
False |
False |
10,519 |
60 |
92.75 |
75.36 |
17.39 |
19.6% |
1.44 |
1.6% |
77% |
False |
False |
8,308 |
80 |
92.75 |
73.17 |
19.58 |
22.1% |
1.35 |
1.5% |
80% |
False |
False |
7,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.31 |
2.618 |
102.17 |
1.618 |
98.41 |
1.000 |
96.09 |
0.618 |
94.65 |
HIGH |
92.33 |
0.618 |
90.89 |
0.500 |
90.45 |
0.382 |
90.01 |
LOW |
88.57 |
0.618 |
86.25 |
1.000 |
84.81 |
1.618 |
82.49 |
2.618 |
78.73 |
4.250 |
72.59 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
90.45 |
90.66 |
PP |
89.89 |
90.03 |
S1 |
89.33 |
89.40 |
|