NYMEX Light Sweet Crude Oil Future October 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 |
83.30 |
81.98 |
-1.32 |
-1.6% |
91.34 |
High |
86.37 |
84.00 |
-2.37 |
-2.7% |
92.75 |
Low |
81.27 |
81.06 |
-0.21 |
-0.3% |
81.06 |
Close |
83.30 |
81.98 |
-1.32 |
-1.6% |
81.98 |
Range |
5.10 |
2.94 |
-2.16 |
-42.4% |
11.69 |
ATR |
2.04 |
2.11 |
0.06 |
3.1% |
0.00 |
Volume |
21,012 |
25,212 |
4,200 |
20.0% |
96,891 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.17 |
89.51 |
83.60 |
|
R3 |
88.23 |
86.57 |
82.79 |
|
R2 |
85.29 |
85.29 |
82.52 |
|
R1 |
83.63 |
83.63 |
82.25 |
83.45 |
PP |
82.35 |
82.35 |
82.35 |
82.26 |
S1 |
80.69 |
80.69 |
81.71 |
80.51 |
S2 |
79.41 |
79.41 |
81.44 |
|
S3 |
76.47 |
77.75 |
81.17 |
|
S4 |
73.53 |
74.81 |
80.36 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.33 |
112.85 |
88.41 |
|
R3 |
108.64 |
101.16 |
85.19 |
|
R2 |
96.95 |
96.95 |
84.12 |
|
R1 |
89.47 |
89.47 |
83.05 |
87.37 |
PP |
85.26 |
85.26 |
85.26 |
84.21 |
S1 |
77.78 |
77.78 |
80.91 |
75.68 |
S2 |
73.57 |
73.57 |
79.84 |
|
S3 |
61.88 |
66.09 |
78.77 |
|
S4 |
50.19 |
54.40 |
75.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.75 |
81.06 |
11.69 |
14.3% |
3.43 |
4.2% |
8% |
False |
True |
19,378 |
10 |
92.75 |
81.06 |
11.69 |
14.3% |
2.41 |
2.9% |
8% |
False |
True |
17,378 |
20 |
92.75 |
81.06 |
11.69 |
14.3% |
1.92 |
2.3% |
8% |
False |
True |
17,180 |
40 |
92.75 |
80.82 |
11.93 |
14.6% |
1.57 |
1.9% |
10% |
False |
False |
11,843 |
60 |
92.75 |
75.97 |
16.78 |
20.5% |
1.55 |
1.9% |
36% |
False |
False |
9,282 |
80 |
92.75 |
73.17 |
19.58 |
23.9% |
1.45 |
1.8% |
45% |
False |
False |
7,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.50 |
2.618 |
91.70 |
1.618 |
88.76 |
1.000 |
86.94 |
0.618 |
85.82 |
HIGH |
84.00 |
0.618 |
82.88 |
0.500 |
82.53 |
0.382 |
82.18 |
LOW |
81.06 |
0.618 |
79.24 |
1.000 |
78.12 |
1.618 |
76.30 |
2.618 |
73.36 |
4.250 |
68.57 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
82.53 |
84.93 |
PP |
82.35 |
83.95 |
S1 |
82.16 |
82.96 |
|