NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
76.95 |
76.11 |
-0.84 |
-1.1% |
86.20 |
| High |
78.19 |
78.51 |
0.32 |
0.4% |
87.15 |
| Low |
74.51 |
75.80 |
1.29 |
1.7% |
74.51 |
| Close |
75.11 |
76.80 |
1.69 |
2.3% |
75.11 |
| Range |
3.68 |
2.71 |
-0.97 |
-26.4% |
12.64 |
| ATR |
2.55 |
2.61 |
0.06 |
2.4% |
0.00 |
| Volume |
605,011 |
601,534 |
-3,477 |
-0.6% |
2,331,588 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.17 |
83.69 |
78.29 |
|
| R3 |
82.46 |
80.98 |
77.55 |
|
| R2 |
79.75 |
79.75 |
77.30 |
|
| R1 |
78.27 |
78.27 |
77.05 |
79.01 |
| PP |
77.04 |
77.04 |
77.04 |
77.41 |
| S1 |
75.56 |
75.56 |
76.55 |
76.30 |
| S2 |
74.33 |
74.33 |
76.30 |
|
| S3 |
71.62 |
72.85 |
76.05 |
|
| S4 |
68.91 |
70.14 |
75.31 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.84 |
108.62 |
82.06 |
|
| R3 |
104.20 |
95.98 |
78.59 |
|
| R2 |
91.56 |
91.56 |
77.43 |
|
| R1 |
83.34 |
83.34 |
76.27 |
81.13 |
| PP |
78.92 |
78.92 |
78.92 |
77.82 |
| S1 |
70.70 |
70.70 |
73.95 |
68.49 |
| S2 |
66.28 |
66.28 |
72.79 |
|
| S3 |
53.64 |
58.06 |
71.63 |
|
| S4 |
41.00 |
45.42 |
68.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.24 |
74.51 |
11.73 |
15.3% |
4.01 |
5.2% |
20% |
False |
False |
508,196 |
| 10 |
87.15 |
74.51 |
12.64 |
16.5% |
3.01 |
3.9% |
18% |
False |
False |
452,747 |
| 20 |
87.26 |
74.51 |
12.75 |
16.6% |
2.50 |
3.2% |
18% |
False |
False |
401,863 |
| 40 |
87.59 |
74.51 |
13.08 |
17.0% |
2.13 |
2.8% |
18% |
False |
False |
250,716 |
| 60 |
87.59 |
74.22 |
13.37 |
17.4% |
2.09 |
2.7% |
19% |
False |
False |
183,698 |
| 80 |
87.59 |
70.75 |
16.84 |
21.9% |
2.14 |
2.8% |
36% |
False |
False |
147,277 |
| 100 |
87.59 |
70.75 |
16.84 |
21.9% |
2.04 |
2.7% |
36% |
False |
False |
121,925 |
| 120 |
87.59 |
70.75 |
16.84 |
21.9% |
2.05 |
2.7% |
36% |
False |
False |
105,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.03 |
|
2.618 |
85.60 |
|
1.618 |
82.89 |
|
1.000 |
81.22 |
|
0.618 |
80.18 |
|
HIGH |
78.51 |
|
0.618 |
77.47 |
|
0.500 |
77.16 |
|
0.382 |
76.84 |
|
LOW |
75.80 |
|
0.618 |
74.13 |
|
1.000 |
73.09 |
|
1.618 |
71.42 |
|
2.618 |
68.71 |
|
4.250 |
64.28 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.16 |
77.45 |
| PP |
77.04 |
77.23 |
| S1 |
76.92 |
77.02 |
|