NYMEX Light Sweet Crude Oil Future September 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 |
91.51 |
87.89 |
-3.62 |
-4.0% |
88.82 |
| High |
91.73 |
88.37 |
-3.36 |
-3.7% |
90.51 |
| Low |
87.95 |
84.80 |
-3.15 |
-3.6% |
86.64 |
| Close |
88.15 |
85.47 |
-2.68 |
-3.0% |
90.41 |
| Range |
3.78 |
3.57 |
-0.21 |
-5.6% |
3.87 |
| ATR |
1.80 |
1.92 |
0.13 |
7.0% |
0.00 |
| Volume |
31,624 |
44,209 |
12,585 |
39.8% |
202,934 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.92 |
94.77 |
87.43 |
|
| R3 |
93.35 |
91.20 |
86.45 |
|
| R2 |
89.78 |
89.78 |
86.12 |
|
| R1 |
87.63 |
87.63 |
85.80 |
86.92 |
| PP |
86.21 |
86.21 |
86.21 |
85.86 |
| S1 |
84.06 |
84.06 |
85.14 |
83.35 |
| S2 |
82.64 |
82.64 |
84.82 |
|
| S3 |
79.07 |
80.49 |
84.49 |
|
| S4 |
75.50 |
76.92 |
83.51 |
|
|
| 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 |
84.80 |
7.41 |
8.7% |
2.53 |
3.0% |
9% |
False |
True |
41,357 |
| 10 |
92.21 |
84.80 |
7.41 |
8.7% |
2.12 |
2.5% |
9% |
False |
True |
39,605 |
| 20 |
92.21 |
84.80 |
7.41 |
8.7% |
1.79 |
2.1% |
9% |
False |
True |
37,557 |
| 40 |
92.21 |
80.45 |
11.76 |
13.8% |
1.65 |
1.9% |
43% |
False |
False |
23,837 |
| 60 |
92.21 |
74.10 |
18.11 |
21.2% |
1.70 |
2.0% |
63% |
False |
False |
18,177 |
| 80 |
92.21 |
72.43 |
19.78 |
23.1% |
1.65 |
1.9% |
66% |
False |
False |
14,907 |
| 100 |
92.21 |
72.43 |
19.78 |
23.1% |
1.48 |
1.7% |
66% |
False |
False |
12,356 |
| 120 |
92.21 |
72.43 |
19.78 |
23.1% |
1.44 |
1.7% |
66% |
False |
False |
10,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.54 |
|
2.618 |
97.72 |
|
1.618 |
94.15 |
|
1.000 |
91.94 |
|
0.618 |
90.58 |
|
HIGH |
88.37 |
|
0.618 |
87.01 |
|
0.500 |
86.59 |
|
0.382 |
86.16 |
|
LOW |
84.80 |
|
0.618 |
82.59 |
|
1.000 |
81.23 |
|
1.618 |
79.02 |
|
2.618 |
75.45 |
|
4.250 |
69.63 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.59 |
88.51 |
| PP |
86.21 |
87.49 |
| S1 |
85.84 |
86.48 |
|