NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
89.93 |
87.43 |
-2.50 |
-2.8% |
90.67 |
| High |
92.30 |
89.50 |
-2.80 |
-3.0% |
91.91 |
| Low |
90.00 |
87.00 |
-3.00 |
-3.3% |
88.88 |
| Close |
89.93 |
87.43 |
-2.50 |
-2.8% |
91.91 |
| Range |
2.30 |
2.50 |
0.20 |
8.7% |
3.03 |
| ATR |
|
|
|
|
|
| Volume |
3,463 |
5,313 |
1,850 |
53.4% |
20,777 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.48 |
93.95 |
88.81 |
|
| R3 |
92.98 |
91.45 |
88.12 |
|
| R2 |
90.48 |
90.48 |
87.89 |
|
| R1 |
88.95 |
88.95 |
87.66 |
88.68 |
| PP |
87.98 |
87.98 |
87.98 |
87.84 |
| S1 |
86.45 |
86.45 |
87.20 |
86.18 |
| S2 |
85.48 |
85.48 |
86.97 |
|
| S3 |
82.98 |
83.95 |
86.74 |
|
| S4 |
80.48 |
81.45 |
86.06 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.99 |
98.98 |
93.58 |
|
| R3 |
96.96 |
95.95 |
92.74 |
|
| R2 |
93.93 |
93.93 |
92.47 |
|
| R1 |
92.92 |
92.92 |
92.19 |
93.43 |
| PP |
90.90 |
90.90 |
90.90 |
91.15 |
| S1 |
89.89 |
89.89 |
91.63 |
90.40 |
| S2 |
87.87 |
87.87 |
91.35 |
|
| S3 |
84.84 |
86.86 |
91.08 |
|
| S4 |
81.81 |
83.83 |
90.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.13 |
|
2.618 |
96.05 |
|
1.618 |
93.55 |
|
1.000 |
92.00 |
|
0.618 |
91.05 |
|
HIGH |
89.50 |
|
0.618 |
88.55 |
|
0.500 |
88.25 |
|
0.382 |
87.96 |
|
LOW |
87.00 |
|
0.618 |
85.46 |
|
1.000 |
84.50 |
|
1.618 |
82.96 |
|
2.618 |
80.46 |
|
4.250 |
76.38 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
88.25 |
90.15 |
| PP |
87.98 |
89.24 |
| S1 |
87.70 |
88.34 |
|