NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
86.91 |
84.32 |
-2.59 |
-3.0% |
87.95 |
| High |
87.58 |
84.87 |
-2.71 |
-3.1% |
89.88 |
| Low |
83.89 |
79.53 |
-4.36 |
-5.2% |
85.60 |
| Close |
84.56 |
81.80 |
-2.76 |
-3.3% |
89.68 |
| Range |
3.69 |
5.34 |
1.65 |
44.7% |
4.28 |
| ATR |
2.01 |
2.24 |
0.24 |
11.9% |
0.00 |
| Volume |
77,202 |
77,065 |
-137 |
-0.2% |
357,687 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.09 |
95.28 |
84.74 |
|
| R3 |
92.75 |
89.94 |
83.27 |
|
| R2 |
87.41 |
87.41 |
82.78 |
|
| R1 |
84.60 |
84.60 |
82.29 |
83.34 |
| PP |
82.07 |
82.07 |
82.07 |
81.43 |
| S1 |
79.26 |
79.26 |
81.31 |
78.00 |
| S2 |
76.73 |
76.73 |
80.82 |
|
| S3 |
71.39 |
73.92 |
80.33 |
|
| S4 |
66.05 |
68.58 |
78.86 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.23 |
99.73 |
92.03 |
|
| R3 |
96.95 |
95.45 |
90.86 |
|
| R2 |
92.67 |
92.67 |
90.46 |
|
| R1 |
91.17 |
91.17 |
90.07 |
91.92 |
| PP |
88.39 |
88.39 |
88.39 |
88.76 |
| S1 |
86.89 |
86.89 |
89.29 |
87.64 |
| S2 |
84.11 |
84.11 |
88.90 |
|
| S3 |
79.83 |
82.61 |
88.50 |
|
| S4 |
75.55 |
78.33 |
87.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.38 |
79.53 |
11.85 |
14.5% |
3.26 |
4.0% |
19% |
False |
True |
72,912 |
| 10 |
91.38 |
79.53 |
11.85 |
14.5% |
2.55 |
3.1% |
19% |
False |
True |
69,743 |
| 20 |
91.38 |
79.53 |
11.85 |
14.5% |
2.08 |
2.5% |
19% |
False |
True |
60,171 |
| 40 |
91.38 |
79.53 |
11.85 |
14.5% |
1.81 |
2.2% |
19% |
False |
True |
37,368 |
| 60 |
91.38 |
75.00 |
16.38 |
20.0% |
1.79 |
2.2% |
42% |
False |
False |
27,474 |
| 80 |
91.38 |
72.04 |
19.34 |
23.6% |
1.78 |
2.2% |
50% |
False |
False |
21,943 |
| 100 |
91.38 |
72.04 |
19.34 |
23.6% |
1.59 |
1.9% |
50% |
False |
False |
17,881 |
| 120 |
91.38 |
72.04 |
19.34 |
23.6% |
1.46 |
1.8% |
50% |
False |
False |
15,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.57 |
|
2.618 |
98.85 |
|
1.618 |
93.51 |
|
1.000 |
90.21 |
|
0.618 |
88.17 |
|
HIGH |
84.87 |
|
0.618 |
82.83 |
|
0.500 |
82.20 |
|
0.382 |
81.57 |
|
LOW |
79.53 |
|
0.618 |
76.23 |
|
1.000 |
74.19 |
|
1.618 |
70.89 |
|
2.618 |
65.55 |
|
4.250 |
56.84 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.20 |
85.22 |
| PP |
82.07 |
84.08 |
| S1 |
81.93 |
82.94 |
|