NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
87.33 |
88.62 |
1.29 |
1.5% |
87.95 |
| High |
89.07 |
89.88 |
0.81 |
0.9% |
89.88 |
| Low |
87.00 |
88.36 |
1.36 |
1.6% |
85.60 |
| Close |
88.51 |
89.68 |
1.17 |
1.3% |
89.68 |
| Range |
2.07 |
1.52 |
-0.55 |
-26.6% |
4.28 |
| ATR |
1.72 |
1.71 |
-0.01 |
-0.8% |
0.00 |
| Volume |
79,250 |
85,839 |
6,589 |
8.3% |
357,687 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.87 |
93.29 |
90.52 |
|
| R3 |
92.35 |
91.77 |
90.10 |
|
| R2 |
90.83 |
90.83 |
89.96 |
|
| R1 |
90.25 |
90.25 |
89.82 |
90.54 |
| PP |
89.31 |
89.31 |
89.31 |
89.45 |
| S1 |
88.73 |
88.73 |
89.54 |
89.02 |
| S2 |
87.79 |
87.79 |
89.40 |
|
| S3 |
86.27 |
87.21 |
89.26 |
|
| S4 |
84.75 |
85.69 |
88.84 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.23 |
99.73 |
92.03 |
|
| R3 |
96.95 |
95.45 |
90.86 |
|
| R2 |
92.67 |
92.67 |
90.46 |
|
| R1 |
91.17 |
91.17 |
90.07 |
91.92 |
| PP |
88.39 |
88.39 |
88.39 |
88.76 |
| S1 |
86.89 |
86.89 |
89.29 |
87.64 |
| S2 |
84.11 |
84.11 |
88.90 |
|
| S3 |
79.83 |
82.61 |
88.50 |
|
| S4 |
75.55 |
78.33 |
87.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.88 |
85.60 |
4.28 |
4.8% |
1.73 |
1.9% |
95% |
True |
False |
71,537 |
| 10 |
89.88 |
84.56 |
5.32 |
5.9% |
1.75 |
1.9% |
96% |
True |
False |
61,184 |
| 20 |
89.88 |
84.56 |
5.32 |
5.9% |
1.60 |
1.8% |
96% |
True |
False |
51,444 |
| 40 |
89.88 |
80.12 |
9.76 |
10.9% |
1.59 |
1.8% |
98% |
True |
False |
31,477 |
| 60 |
89.88 |
72.04 |
17.84 |
19.9% |
1.74 |
1.9% |
99% |
True |
False |
23,388 |
| 80 |
89.88 |
72.04 |
17.84 |
19.9% |
1.65 |
1.8% |
99% |
True |
False |
18,578 |
| 100 |
89.88 |
72.04 |
17.84 |
19.9% |
1.49 |
1.7% |
99% |
True |
False |
15,223 |
| 120 |
89.88 |
72.04 |
17.84 |
19.9% |
1.37 |
1.5% |
99% |
True |
False |
13,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.34 |
|
2.618 |
93.86 |
|
1.618 |
92.34 |
|
1.000 |
91.40 |
|
0.618 |
90.82 |
|
HIGH |
89.88 |
|
0.618 |
89.30 |
|
0.500 |
89.12 |
|
0.382 |
88.94 |
|
LOW |
88.36 |
|
0.618 |
87.42 |
|
1.000 |
86.84 |
|
1.618 |
85.90 |
|
2.618 |
84.38 |
|
4.250 |
81.90 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
89.49 |
89.03 |
| PP |
89.31 |
88.39 |
| S1 |
89.12 |
87.74 |
|