NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
90.87 |
91.51 |
0.64 |
0.7% |
88.82 |
| High |
92.21 |
91.73 |
-0.48 |
-0.5% |
90.51 |
| Low |
90.30 |
87.95 |
-2.35 |
-2.6% |
86.64 |
| Close |
91.67 |
88.15 |
-3.52 |
-3.8% |
90.41 |
| Range |
1.91 |
3.78 |
1.87 |
97.9% |
3.87 |
| ATR |
1.65 |
1.80 |
0.15 |
9.3% |
0.00 |
| Volume |
35,885 |
31,624 |
-4,261 |
-11.9% |
202,934 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.62 |
98.16 |
90.23 |
|
| R3 |
96.84 |
94.38 |
89.19 |
|
| R2 |
93.06 |
93.06 |
88.84 |
|
| R1 |
90.60 |
90.60 |
88.50 |
89.94 |
| PP |
89.28 |
89.28 |
89.28 |
88.95 |
| S1 |
86.82 |
86.82 |
87.80 |
86.16 |
| S2 |
85.50 |
85.50 |
87.46 |
|
| S3 |
81.72 |
83.04 |
87.11 |
|
| S4 |
77.94 |
79.26 |
86.07 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.80 |
99.47 |
92.54 |
|
| R3 |
96.93 |
95.60 |
91.47 |
|
| R2 |
93.06 |
93.06 |
91.12 |
|
| R1 |
91.73 |
91.73 |
90.76 |
92.40 |
| PP |
89.19 |
89.19 |
89.19 |
89.52 |
| S1 |
87.86 |
87.86 |
90.06 |
88.53 |
| S2 |
85.32 |
85.32 |
89.70 |
|
| S3 |
81.45 |
83.99 |
89.35 |
|
| S4 |
77.58 |
80.12 |
88.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.21 |
86.64 |
5.57 |
6.3% |
2.16 |
2.4% |
27% |
False |
False |
42,387 |
| 10 |
92.21 |
86.03 |
6.18 |
7.0% |
1.91 |
2.2% |
34% |
False |
False |
37,740 |
| 20 |
92.21 |
85.25 |
6.96 |
7.9% |
1.66 |
1.9% |
42% |
False |
False |
36,406 |
| 40 |
92.21 |
80.45 |
11.76 |
13.3% |
1.60 |
1.8% |
65% |
False |
False |
22,960 |
| 60 |
92.21 |
73.53 |
18.68 |
21.2% |
1.66 |
1.9% |
78% |
False |
False |
17,743 |
| 80 |
92.21 |
72.43 |
19.78 |
22.4% |
1.62 |
1.8% |
79% |
False |
False |
14,372 |
| 100 |
92.21 |
72.43 |
19.78 |
22.4% |
1.48 |
1.7% |
79% |
False |
False |
11,987 |
| 120 |
92.21 |
72.43 |
19.78 |
22.4% |
1.42 |
1.6% |
79% |
False |
False |
10,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.80 |
|
2.618 |
101.63 |
|
1.618 |
97.85 |
|
1.000 |
95.51 |
|
0.618 |
94.07 |
|
HIGH |
91.73 |
|
0.618 |
90.29 |
|
0.500 |
89.84 |
|
0.382 |
89.39 |
|
LOW |
87.95 |
|
0.618 |
85.61 |
|
1.000 |
84.17 |
|
1.618 |
81.83 |
|
2.618 |
78.05 |
|
4.250 |
71.89 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.84 |
90.08 |
| PP |
89.28 |
89.44 |
| S1 |
88.71 |
88.79 |
|