NYMEX Light Sweet Crude Oil Future June 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 |
82.13 |
79.63 |
-2.50 |
-3.0% |
85.22 |
| High |
82.83 |
80.39 |
-2.44 |
-2.9% |
86.50 |
| Low |
79.15 |
74.58 |
-4.57 |
-5.8% |
81.29 |
| Close |
79.97 |
77.11 |
-2.86 |
-3.6% |
86.15 |
| Range |
3.68 |
5.81 |
2.13 |
57.9% |
5.21 |
| ATR |
2.21 |
2.46 |
0.26 |
11.7% |
0.00 |
| Volume |
497,427 |
512,285 |
14,858 |
3.0% |
1,916,899 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.79 |
91.76 |
80.31 |
|
| R3 |
88.98 |
85.95 |
78.71 |
|
| R2 |
83.17 |
83.17 |
78.18 |
|
| R1 |
80.14 |
80.14 |
77.64 |
78.75 |
| PP |
77.36 |
77.36 |
77.36 |
76.67 |
| S1 |
74.33 |
74.33 |
76.58 |
72.94 |
| S2 |
71.55 |
71.55 |
76.04 |
|
| S3 |
65.74 |
68.52 |
75.51 |
|
| S4 |
59.93 |
62.71 |
73.91 |
|
|
| 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 |
74.58 |
12.57 |
16.3% |
3.27 |
4.2% |
20% |
False |
True |
424,053 |
| 10 |
87.15 |
74.58 |
12.57 |
16.3% |
2.79 |
3.6% |
20% |
False |
True |
407,742 |
| 20 |
87.26 |
74.58 |
12.68 |
16.4% |
2.36 |
3.1% |
20% |
False |
True |
365,184 |
| 40 |
87.59 |
74.58 |
13.01 |
16.9% |
2.06 |
2.7% |
19% |
False |
True |
224,512 |
| 60 |
87.59 |
73.95 |
13.64 |
17.7% |
2.06 |
2.7% |
23% |
False |
False |
165,066 |
| 80 |
87.59 |
70.75 |
16.84 |
21.8% |
2.12 |
2.7% |
38% |
False |
False |
132,759 |
| 100 |
87.59 |
70.75 |
16.84 |
21.8% |
2.00 |
2.6% |
38% |
False |
False |
110,370 |
| 120 |
87.59 |
70.75 |
16.84 |
21.8% |
2.04 |
2.6% |
38% |
False |
False |
95,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.08 |
|
2.618 |
95.60 |
|
1.618 |
89.79 |
|
1.000 |
86.20 |
|
0.618 |
83.98 |
|
HIGH |
80.39 |
|
0.618 |
78.17 |
|
0.500 |
77.49 |
|
0.382 |
76.80 |
|
LOW |
74.58 |
|
0.618 |
70.99 |
|
1.000 |
68.77 |
|
1.618 |
65.18 |
|
2.618 |
59.37 |
|
4.250 |
49.89 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.49 |
80.41 |
| PP |
77.36 |
79.31 |
| S1 |
77.24 |
78.21 |
|