NYMEX Light Sweet Crude Oil Future July 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 |
87.54 |
88.51 |
0.97 |
1.1% |
87.10 |
| High |
88.57 |
89.77 |
1.20 |
1.4% |
88.57 |
| Low |
87.16 |
88.15 |
0.99 |
1.1% |
83.80 |
| Close |
88.36 |
89.15 |
0.79 |
0.9% |
88.36 |
| Range |
1.41 |
1.62 |
0.21 |
14.9% |
4.77 |
| ATR |
1.83 |
1.81 |
-0.01 |
-0.8% |
0.00 |
| Volume |
185,237 |
185,306 |
69 |
0.0% |
753,750 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.88 |
93.14 |
90.04 |
|
| R3 |
92.26 |
91.52 |
89.60 |
|
| R2 |
90.64 |
90.64 |
89.45 |
|
| R1 |
89.90 |
89.90 |
89.30 |
90.27 |
| PP |
89.02 |
89.02 |
89.02 |
89.21 |
| S1 |
88.28 |
88.28 |
89.00 |
88.65 |
| S2 |
87.40 |
87.40 |
88.85 |
|
| S3 |
85.78 |
86.66 |
88.70 |
|
| S4 |
84.16 |
85.04 |
88.26 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.22 |
99.56 |
90.98 |
|
| R3 |
96.45 |
94.79 |
89.67 |
|
| R2 |
91.68 |
91.68 |
89.23 |
|
| R1 |
90.02 |
90.02 |
88.80 |
90.85 |
| PP |
86.91 |
86.91 |
86.91 |
87.33 |
| S1 |
85.25 |
85.25 |
87.92 |
86.08 |
| S2 |
82.14 |
82.14 |
87.49 |
|
| S3 |
77.37 |
80.48 |
87.05 |
|
| S4 |
72.60 |
75.71 |
85.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.77 |
83.80 |
5.97 |
6.7% |
1.92 |
2.2% |
90% |
True |
False |
168,248 |
| 10 |
89.77 |
83.80 |
5.97 |
6.7% |
1.81 |
2.0% |
90% |
True |
False |
147,267 |
| 20 |
89.77 |
83.60 |
6.17 |
6.9% |
1.72 |
1.9% |
90% |
True |
False |
124,853 |
| 40 |
89.77 |
79.70 |
10.07 |
11.3% |
1.72 |
1.9% |
94% |
True |
False |
75,822 |
| 60 |
89.77 |
71.64 |
18.13 |
20.3% |
1.84 |
2.1% |
97% |
True |
False |
54,851 |
| 80 |
89.77 |
71.64 |
18.13 |
20.3% |
1.86 |
2.1% |
97% |
True |
False |
43,024 |
| 100 |
89.77 |
71.64 |
18.13 |
20.3% |
1.79 |
2.0% |
97% |
True |
False |
35,121 |
| 120 |
89.77 |
71.64 |
18.13 |
20.3% |
1.77 |
2.0% |
97% |
True |
False |
29,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.66 |
|
2.618 |
94.01 |
|
1.618 |
92.39 |
|
1.000 |
91.39 |
|
0.618 |
90.77 |
|
HIGH |
89.77 |
|
0.618 |
89.15 |
|
0.500 |
88.96 |
|
0.382 |
88.77 |
|
LOW |
88.15 |
|
0.618 |
87.15 |
|
1.000 |
86.53 |
|
1.618 |
85.53 |
|
2.618 |
83.91 |
|
4.250 |
81.27 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.09 |
88.63 |
| PP |
89.02 |
88.12 |
| S1 |
88.96 |
87.60 |
|