NYMEX Light Sweet Crude Oil Future November 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 |
83.79 |
82.61 |
-1.18 |
-1.4% |
91.70 |
High |
86.90 |
84.35 |
-2.55 |
-2.9% |
93.14 |
Low |
82.32 |
81.83 |
-0.49 |
-0.6% |
81.83 |
Close |
83.79 |
82.61 |
-1.18 |
-1.4% |
82.61 |
Range |
4.58 |
2.52 |
-2.06 |
-45.0% |
11.31 |
ATR |
1.90 |
1.94 |
0.04 |
2.3% |
0.00 |
Volume |
18,849 |
24,439 |
5,590 |
29.7% |
78,643 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.49 |
89.07 |
84.00 |
|
R3 |
87.97 |
86.55 |
83.30 |
|
R2 |
85.45 |
85.45 |
83.07 |
|
R1 |
84.03 |
84.03 |
82.84 |
83.87 |
PP |
82.93 |
82.93 |
82.93 |
82.85 |
S1 |
81.51 |
81.51 |
82.38 |
81.35 |
S2 |
80.41 |
80.41 |
82.15 |
|
S3 |
77.89 |
78.99 |
81.92 |
|
S4 |
75.37 |
76.47 |
81.22 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.79 |
112.51 |
88.83 |
|
R3 |
108.48 |
101.20 |
85.72 |
|
R2 |
97.17 |
97.17 |
84.68 |
|
R1 |
89.89 |
89.89 |
83.65 |
87.88 |
PP |
85.86 |
85.86 |
85.86 |
84.85 |
S1 |
78.58 |
78.58 |
81.57 |
76.57 |
S2 |
74.55 |
74.55 |
80.54 |
|
S3 |
63.24 |
67.27 |
79.50 |
|
S4 |
51.93 |
55.96 |
76.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.14 |
81.83 |
11.31 |
13.7% |
3.02 |
3.7% |
7% |
False |
True |
15,728 |
10 |
93.14 |
81.83 |
11.31 |
13.7% |
2.08 |
2.5% |
7% |
False |
True |
13,352 |
20 |
93.14 |
81.83 |
11.31 |
13.7% |
1.67 |
2.0% |
7% |
False |
True |
12,470 |
40 |
93.14 |
80.89 |
12.25 |
14.8% |
1.40 |
1.7% |
14% |
False |
False |
8,794 |
60 |
93.14 |
76.87 |
16.27 |
19.7% |
1.28 |
1.6% |
35% |
False |
False |
7,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.06 |
2.618 |
90.95 |
1.618 |
88.43 |
1.000 |
86.87 |
0.618 |
85.91 |
HIGH |
84.35 |
0.618 |
83.39 |
0.500 |
83.09 |
0.382 |
82.79 |
LOW |
81.83 |
0.618 |
80.27 |
1.000 |
79.31 |
1.618 |
77.75 |
2.618 |
75.23 |
4.250 |
71.12 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
83.09 |
85.58 |
PP |
82.93 |
84.59 |
S1 |
82.77 |
83.60 |
|