NYMEX Light Sweet Crude Oil Future August 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 |
90.54 |
86.91 |
-3.63 |
-4.0% |
87.95 |
| High |
90.90 |
87.58 |
-3.32 |
-3.7% |
89.88 |
| Low |
87.01 |
83.89 |
-3.12 |
-3.6% |
85.60 |
| Close |
87.26 |
84.56 |
-2.70 |
-3.1% |
89.68 |
| Range |
3.89 |
3.69 |
-0.20 |
-5.1% |
4.28 |
| ATR |
1.88 |
2.01 |
0.13 |
6.9% |
0.00 |
| Volume |
56,497 |
77,202 |
20,705 |
36.6% |
357,687 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.41 |
94.18 |
86.59 |
|
| R3 |
92.72 |
90.49 |
85.57 |
|
| R2 |
89.03 |
89.03 |
85.24 |
|
| R1 |
86.80 |
86.80 |
84.90 |
86.07 |
| PP |
85.34 |
85.34 |
85.34 |
84.98 |
| S1 |
83.11 |
83.11 |
84.22 |
82.38 |
| S2 |
81.65 |
81.65 |
83.88 |
|
| S3 |
77.96 |
79.42 |
83.55 |
|
| S4 |
74.27 |
75.73 |
82.53 |
|
|
| 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 |
91.38 |
83.89 |
7.49 |
8.9% |
2.61 |
3.1% |
9% |
False |
True |
73,349 |
| 10 |
91.38 |
83.89 |
7.49 |
8.9% |
2.22 |
2.6% |
9% |
False |
True |
70,089 |
| 20 |
91.38 |
83.89 |
7.49 |
8.9% |
1.88 |
2.2% |
9% |
False |
True |
58,370 |
| 40 |
91.38 |
80.12 |
11.26 |
13.3% |
1.73 |
2.0% |
39% |
False |
False |
35,747 |
| 60 |
91.38 |
73.85 |
17.53 |
20.7% |
1.75 |
2.1% |
61% |
False |
False |
26,271 |
| 80 |
91.38 |
72.04 |
19.34 |
22.9% |
1.73 |
2.0% |
65% |
False |
False |
21,010 |
| 100 |
91.38 |
72.04 |
19.34 |
22.9% |
1.54 |
1.8% |
65% |
False |
False |
17,127 |
| 120 |
91.38 |
72.04 |
19.34 |
22.9% |
1.42 |
1.7% |
65% |
False |
False |
14,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.26 |
|
2.618 |
97.24 |
|
1.618 |
93.55 |
|
1.000 |
91.27 |
|
0.618 |
89.86 |
|
HIGH |
87.58 |
|
0.618 |
86.17 |
|
0.500 |
85.74 |
|
0.382 |
85.30 |
|
LOW |
83.89 |
|
0.618 |
81.61 |
|
1.000 |
80.20 |
|
1.618 |
77.92 |
|
2.618 |
74.23 |
|
4.250 |
68.21 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.74 |
87.64 |
| PP |
85.34 |
86.61 |
| S1 |
84.95 |
85.59 |
|