NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
79.85 |
80.14 |
0.29 |
0.4% |
88.51 |
| High |
80.97 |
80.59 |
-0.38 |
-0.5% |
89.77 |
| Low |
79.05 |
78.51 |
-0.54 |
-0.7% |
77.74 |
| Close |
80.15 |
78.99 |
-1.16 |
-1.4% |
78.51 |
| Range |
1.92 |
2.08 |
0.16 |
8.3% |
12.03 |
| ATR |
2.43 |
2.40 |
-0.02 |
-1.0% |
0.00 |
| Volume |
218,129 |
293,788 |
75,659 |
34.7% |
951,714 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.60 |
84.38 |
80.13 |
|
| R3 |
83.52 |
82.30 |
79.56 |
|
| R2 |
81.44 |
81.44 |
79.37 |
|
| R1 |
80.22 |
80.22 |
79.18 |
79.79 |
| PP |
79.36 |
79.36 |
79.36 |
79.15 |
| S1 |
78.14 |
78.14 |
78.80 |
77.71 |
| S2 |
77.28 |
77.28 |
78.61 |
|
| S3 |
75.20 |
76.06 |
78.42 |
|
| S4 |
73.12 |
73.98 |
77.85 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.10 |
110.33 |
85.13 |
|
| R3 |
106.07 |
98.30 |
81.82 |
|
| R2 |
94.04 |
94.04 |
80.72 |
|
| R1 |
86.27 |
86.27 |
79.61 |
84.14 |
| PP |
82.01 |
82.01 |
82.01 |
80.94 |
| S1 |
74.24 |
74.24 |
77.41 |
72.11 |
| S2 |
69.98 |
69.98 |
76.30 |
|
| S3 |
57.95 |
62.21 |
75.20 |
|
| S4 |
45.92 |
50.18 |
71.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.08 |
77.74 |
4.34 |
5.5% |
2.49 |
3.1% |
29% |
False |
False |
228,208 |
| 10 |
89.77 |
77.74 |
12.03 |
15.2% |
2.85 |
3.6% |
10% |
False |
False |
206,052 |
| 20 |
89.77 |
77.74 |
12.03 |
15.2% |
2.42 |
3.1% |
10% |
False |
False |
169,591 |
| 40 |
89.77 |
77.74 |
12.03 |
15.2% |
2.01 |
2.5% |
10% |
False |
False |
113,891 |
| 60 |
89.77 |
77.74 |
12.03 |
15.2% |
1.96 |
2.5% |
10% |
False |
False |
81,464 |
| 80 |
89.77 |
71.64 |
18.13 |
23.0% |
2.01 |
2.5% |
41% |
False |
False |
63,541 |
| 100 |
89.77 |
71.64 |
18.13 |
23.0% |
1.91 |
2.4% |
41% |
False |
False |
51,697 |
| 120 |
89.77 |
71.64 |
18.13 |
23.0% |
1.87 |
2.4% |
41% |
False |
False |
43,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.43 |
|
2.618 |
86.04 |
|
1.618 |
83.96 |
|
1.000 |
82.67 |
|
0.618 |
81.88 |
|
HIGH |
80.59 |
|
0.618 |
79.80 |
|
0.500 |
79.55 |
|
0.382 |
79.30 |
|
LOW |
78.51 |
|
0.618 |
77.22 |
|
1.000 |
76.43 |
|
1.618 |
75.14 |
|
2.618 |
73.06 |
|
4.250 |
69.67 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.55 |
79.88 |
| PP |
79.36 |
79.58 |
| S1 |
79.18 |
79.29 |
|