NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
89.02 |
85.33 |
-3.69 |
-4.1% |
87.10 |
| High |
89.33 |
86.01 |
-3.32 |
-3.7% |
88.57 |
| Low |
85.57 |
82.36 |
-3.21 |
-3.8% |
83.80 |
| Close |
85.76 |
82.99 |
-2.77 |
-3.2% |
88.36 |
| Range |
3.76 |
3.65 |
-0.11 |
-2.9% |
4.77 |
| ATR |
1.95 |
2.07 |
0.12 |
6.2% |
0.00 |
| Volume |
152,700 |
204,854 |
52,154 |
34.2% |
753,750 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.74 |
92.51 |
85.00 |
|
| R3 |
91.09 |
88.86 |
83.99 |
|
| R2 |
87.44 |
87.44 |
83.66 |
|
| R1 |
85.21 |
85.21 |
83.32 |
84.50 |
| PP |
83.79 |
83.79 |
83.79 |
83.43 |
| S1 |
81.56 |
81.56 |
82.66 |
80.85 |
| S2 |
80.14 |
80.14 |
82.32 |
|
| S3 |
76.49 |
77.91 |
81.99 |
|
| S4 |
72.84 |
74.26 |
80.98 |
|
|
| 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 |
82.36 |
7.41 |
8.9% |
2.54 |
3.1% |
9% |
False |
True |
177,489 |
| 10 |
89.77 |
82.36 |
7.41 |
8.9% |
2.29 |
2.8% |
9% |
False |
True |
161,704 |
| 20 |
89.77 |
82.36 |
7.41 |
8.9% |
1.98 |
2.4% |
9% |
False |
True |
138,894 |
| 40 |
89.77 |
79.70 |
10.07 |
12.1% |
1.84 |
2.2% |
33% |
False |
False |
83,823 |
| 60 |
89.77 |
74.04 |
15.73 |
19.0% |
1.87 |
2.3% |
57% |
False |
False |
60,274 |
| 80 |
89.77 |
71.64 |
18.13 |
21.8% |
1.92 |
2.3% |
63% |
False |
False |
47,369 |
| 100 |
89.77 |
71.64 |
18.13 |
21.8% |
1.81 |
2.2% |
63% |
False |
False |
38,598 |
| 120 |
89.77 |
71.64 |
18.13 |
21.8% |
1.79 |
2.2% |
63% |
False |
False |
32,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.52 |
|
2.618 |
95.57 |
|
1.618 |
91.92 |
|
1.000 |
89.66 |
|
0.618 |
88.27 |
|
HIGH |
86.01 |
|
0.618 |
84.62 |
|
0.500 |
84.19 |
|
0.382 |
83.75 |
|
LOW |
82.36 |
|
0.618 |
80.10 |
|
1.000 |
78.71 |
|
1.618 |
76.45 |
|
2.618 |
72.80 |
|
4.250 |
66.85 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.19 |
86.07 |
| PP |
83.79 |
85.04 |
| S1 |
83.39 |
84.02 |
|