NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
92.10 |
89.93 |
-2.17 |
-2.4% |
90.67 |
| High |
93.29 |
92.30 |
-0.99 |
-1.1% |
91.91 |
| Low |
91.94 |
90.00 |
-1.94 |
-2.1% |
88.88 |
| Close |
93.31 |
89.93 |
-3.38 |
-3.6% |
91.91 |
| Range |
1.35 |
2.30 |
0.95 |
70.4% |
3.03 |
| ATR |
|
|
|
|
|
| Volume |
2,921 |
3,463 |
542 |
18.6% |
20,777 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.64 |
96.09 |
91.20 |
|
| R3 |
95.34 |
93.79 |
90.56 |
|
| R2 |
93.04 |
93.04 |
90.35 |
|
| R1 |
91.49 |
91.49 |
90.14 |
91.08 |
| PP |
90.74 |
90.74 |
90.74 |
90.54 |
| S1 |
89.19 |
89.19 |
89.72 |
88.78 |
| S2 |
88.44 |
88.44 |
89.51 |
|
| S3 |
86.14 |
86.89 |
89.30 |
|
| S4 |
83.84 |
84.59 |
88.67 |
|
|
| 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 |
102.08 |
|
2.618 |
98.32 |
|
1.618 |
96.02 |
|
1.000 |
94.60 |
|
0.618 |
93.72 |
|
HIGH |
92.30 |
|
0.618 |
91.42 |
|
0.500 |
91.15 |
|
0.382 |
90.88 |
|
LOW |
90.00 |
|
0.618 |
88.58 |
|
1.000 |
87.70 |
|
1.618 |
86.28 |
|
2.618 |
83.98 |
|
4.250 |
80.23 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
91.15 |
91.65 |
| PP |
90.74 |
91.07 |
| S1 |
90.34 |
90.50 |
|