NYMEX Light Sweet Crude Oil Future June 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 |
79.63 |
76.95 |
-2.68 |
-3.4% |
86.20 |
| High |
80.39 |
78.19 |
-2.20 |
-2.7% |
87.15 |
| Low |
74.58 |
74.51 |
-0.07 |
-0.1% |
74.51 |
| Close |
77.11 |
75.11 |
-2.00 |
-2.6% |
75.11 |
| Range |
5.81 |
3.68 |
-2.13 |
-36.7% |
12.64 |
| ATR |
2.46 |
2.55 |
0.09 |
3.5% |
0.00 |
| Volume |
512,285 |
605,011 |
92,726 |
18.1% |
2,331,588 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.98 |
84.72 |
77.13 |
|
| R3 |
83.30 |
81.04 |
76.12 |
|
| R2 |
79.62 |
79.62 |
75.78 |
|
| R1 |
77.36 |
77.36 |
75.45 |
76.65 |
| PP |
75.94 |
75.94 |
75.94 |
75.58 |
| S1 |
73.68 |
73.68 |
74.77 |
72.97 |
| S2 |
72.26 |
72.26 |
74.44 |
|
| S3 |
68.58 |
70.00 |
74.10 |
|
| S4 |
64.90 |
66.32 |
73.09 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.84 |
108.62 |
82.06 |
|
| R3 |
104.20 |
95.98 |
78.59 |
|
| R2 |
91.56 |
91.56 |
77.43 |
|
| R1 |
83.34 |
83.34 |
76.27 |
81.13 |
| PP |
78.92 |
78.92 |
78.92 |
77.82 |
| S1 |
70.70 |
70.70 |
73.95 |
68.49 |
| S2 |
66.28 |
66.28 |
72.79 |
|
| S3 |
53.64 |
58.06 |
71.63 |
|
| S4 |
41.00 |
45.42 |
68.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.15 |
74.51 |
12.64 |
16.8% |
3.74 |
5.0% |
5% |
False |
True |
466,317 |
| 10 |
87.15 |
74.51 |
12.64 |
16.8% |
2.93 |
3.9% |
5% |
False |
True |
424,848 |
| 20 |
87.26 |
74.51 |
12.75 |
17.0% |
2.43 |
3.2% |
5% |
False |
True |
386,234 |
| 40 |
87.59 |
74.51 |
13.08 |
17.4% |
2.12 |
2.8% |
5% |
False |
True |
237,218 |
| 60 |
87.59 |
74.22 |
13.37 |
17.8% |
2.08 |
2.8% |
7% |
False |
False |
174,367 |
| 80 |
87.59 |
70.75 |
16.84 |
22.4% |
2.13 |
2.8% |
26% |
False |
False |
140,125 |
| 100 |
87.59 |
70.75 |
16.84 |
22.4% |
2.03 |
2.7% |
26% |
False |
False |
116,103 |
| 120 |
87.59 |
70.75 |
16.84 |
22.4% |
2.04 |
2.7% |
26% |
False |
False |
100,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.83 |
|
2.618 |
87.82 |
|
1.618 |
84.14 |
|
1.000 |
81.87 |
|
0.618 |
80.46 |
|
HIGH |
78.19 |
|
0.618 |
76.78 |
|
0.500 |
76.35 |
|
0.382 |
75.92 |
|
LOW |
74.51 |
|
0.618 |
72.24 |
|
1.000 |
70.83 |
|
1.618 |
68.56 |
|
2.618 |
64.88 |
|
4.250 |
58.87 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.35 |
78.67 |
| PP |
75.94 |
77.48 |
| S1 |
75.52 |
76.30 |
|