NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
87.43 |
87.07 |
-0.36 |
-0.4% |
90.67 |
| High |
89.50 |
87.07 |
-2.43 |
-2.7% |
91.91 |
| Low |
87.00 |
82.63 |
-4.37 |
-5.0% |
88.88 |
| Close |
87.43 |
84.50 |
-2.93 |
-3.4% |
91.91 |
| Range |
2.50 |
4.44 |
1.94 |
77.6% |
3.03 |
| ATR |
0.00 |
1.60 |
1.60 |
|
0.00 |
| Volume |
5,313 |
6,877 |
1,564 |
29.4% |
20,777 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.05 |
95.72 |
86.94 |
|
| R3 |
93.61 |
91.28 |
85.72 |
|
| R2 |
89.17 |
89.17 |
85.31 |
|
| R1 |
86.84 |
86.84 |
84.91 |
85.79 |
| PP |
84.73 |
84.73 |
84.73 |
84.21 |
| S1 |
82.40 |
82.40 |
84.09 |
81.35 |
| S2 |
80.29 |
80.29 |
83.69 |
|
| S3 |
75.85 |
77.96 |
83.28 |
|
| S4 |
71.41 |
73.52 |
82.06 |
|
|
| 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 |
105.94 |
|
2.618 |
98.69 |
|
1.618 |
94.25 |
|
1.000 |
91.51 |
|
0.618 |
89.81 |
|
HIGH |
87.07 |
|
0.618 |
85.37 |
|
0.500 |
84.85 |
|
0.382 |
84.33 |
|
LOW |
82.63 |
|
0.618 |
79.89 |
|
1.000 |
78.19 |
|
1.618 |
75.45 |
|
2.618 |
71.01 |
|
4.250 |
63.76 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.85 |
87.47 |
| PP |
84.73 |
86.48 |
| S1 |
84.62 |
85.49 |
|