NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
91.29 |
92.10 |
0.81 |
0.9% |
90.67 |
| High |
91.91 |
93.29 |
1.38 |
1.5% |
91.91 |
| Low |
91.27 |
91.94 |
0.67 |
0.7% |
88.88 |
| Close |
91.91 |
93.31 |
1.40 |
1.5% |
91.91 |
| Range |
0.64 |
1.35 |
0.71 |
110.9% |
3.03 |
| ATR |
|
|
|
|
|
| Volume |
4,170 |
2,921 |
-1,249 |
-30.0% |
20,777 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.90 |
96.45 |
94.05 |
|
| R3 |
95.55 |
95.10 |
93.68 |
|
| R2 |
94.20 |
94.20 |
93.56 |
|
| R1 |
93.75 |
93.75 |
93.43 |
93.98 |
| PP |
92.85 |
92.85 |
92.85 |
92.96 |
| S1 |
92.40 |
92.40 |
93.19 |
92.63 |
| S2 |
91.50 |
91.50 |
93.06 |
|
| S3 |
90.15 |
91.05 |
92.94 |
|
| S4 |
88.80 |
89.70 |
92.57 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.99 |
98.98 |
93.58 |
|
| R3 |
96.96 |
95.95 |
92.74 |
|
| R2 |
93.93 |
93.93 |
92.47 |
|
| R1 |
92.92 |
92.92 |
92.19 |
93.43 |
| PP |
90.90 |
90.90 |
90.90 |
91.15 |
| S1 |
89.89 |
89.89 |
91.63 |
90.40 |
| S2 |
87.87 |
87.87 |
91.35 |
|
| S3 |
84.84 |
86.86 |
91.08 |
|
| S4 |
81.81 |
83.83 |
90.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.03 |
|
2.618 |
96.82 |
|
1.618 |
95.47 |
|
1.000 |
94.64 |
|
0.618 |
94.12 |
|
HIGH |
93.29 |
|
0.618 |
92.77 |
|
0.500 |
92.62 |
|
0.382 |
92.46 |
|
LOW |
91.94 |
|
0.618 |
91.11 |
|
1.000 |
90.59 |
|
1.618 |
89.76 |
|
2.618 |
88.41 |
|
4.250 |
86.20 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
93.08 |
92.90 |
| PP |
92.85 |
92.49 |
| S1 |
92.62 |
92.08 |
|