NYMEX Light Sweet Crude Oil Future June 2010
| 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 |
85.58 |
86.20 |
0.62 |
0.7% |
85.22 |
| High |
86.50 |
87.15 |
0.65 |
0.8% |
86.50 |
| Low |
85.16 |
85.83 |
0.67 |
0.8% |
81.29 |
| Close |
86.15 |
86.19 |
0.04 |
0.0% |
86.15 |
| Range |
1.34 |
1.32 |
-0.02 |
-1.5% |
5.21 |
| ATR |
1.98 |
1.93 |
-0.05 |
-2.4% |
0.00 |
| Volume |
393,689 |
392,139 |
-1,550 |
-0.4% |
1,916,899 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.35 |
89.59 |
86.92 |
|
| R3 |
89.03 |
88.27 |
86.55 |
|
| R2 |
87.71 |
87.71 |
86.43 |
|
| R1 |
86.95 |
86.95 |
86.31 |
86.67 |
| PP |
86.39 |
86.39 |
86.39 |
86.25 |
| S1 |
85.63 |
85.63 |
86.07 |
85.35 |
| S2 |
85.07 |
85.07 |
85.95 |
|
| S3 |
83.75 |
84.31 |
85.83 |
|
| S4 |
82.43 |
82.99 |
85.46 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.28 |
98.42 |
89.02 |
|
| R3 |
95.07 |
93.21 |
87.58 |
|
| R2 |
89.86 |
89.86 |
87.11 |
|
| R1 |
88.00 |
88.00 |
86.63 |
88.93 |
| PP |
84.65 |
84.65 |
84.65 |
85.11 |
| S1 |
82.79 |
82.79 |
85.67 |
83.72 |
| S2 |
79.44 |
79.44 |
85.19 |
|
| S3 |
74.23 |
77.58 |
84.72 |
|
| S4 |
69.02 |
72.37 |
83.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.15 |
81.29 |
5.86 |
6.8% |
2.01 |
2.3% |
84% |
True |
False |
397,297 |
| 10 |
87.15 |
81.29 |
5.86 |
6.8% |
1.96 |
2.3% |
84% |
True |
False |
387,041 |
| 20 |
87.59 |
81.29 |
6.30 |
7.3% |
1.86 |
2.2% |
78% |
False |
False |
318,028 |
| 40 |
87.59 |
79.27 |
8.32 |
9.7% |
1.85 |
2.1% |
83% |
False |
False |
195,230 |
| 60 |
87.59 |
70.75 |
16.84 |
19.5% |
1.98 |
2.3% |
92% |
False |
False |
145,714 |
| 80 |
87.59 |
70.75 |
16.84 |
19.5% |
2.00 |
2.3% |
92% |
False |
False |
117,285 |
| 100 |
87.59 |
70.75 |
16.84 |
19.5% |
1.94 |
2.3% |
92% |
False |
False |
97,968 |
| 120 |
87.59 |
70.75 |
16.84 |
19.5% |
1.97 |
2.3% |
92% |
False |
False |
84,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.76 |
|
2.618 |
90.61 |
|
1.618 |
89.29 |
|
1.000 |
88.47 |
|
0.618 |
87.97 |
|
HIGH |
87.15 |
|
0.618 |
86.65 |
|
0.500 |
86.49 |
|
0.382 |
86.33 |
|
LOW |
85.83 |
|
0.618 |
85.01 |
|
1.000 |
84.51 |
|
1.618 |
83.69 |
|
2.618 |
82.37 |
|
4.250 |
80.22 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.49 |
85.82 |
| PP |
86.39 |
85.45 |
| S1 |
86.29 |
85.08 |
|