NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
76.11 |
77.26 |
1.15 |
1.5% |
86.20 |
| High |
78.51 |
77.68 |
-0.83 |
-1.1% |
87.15 |
| Low |
75.80 |
75.36 |
-0.44 |
-0.6% |
74.51 |
| Close |
76.80 |
76.37 |
-0.43 |
-0.6% |
75.11 |
| Range |
2.71 |
2.32 |
-0.39 |
-14.4% |
12.64 |
| ATR |
2.61 |
2.59 |
-0.02 |
-0.8% |
0.00 |
| Volume |
601,534 |
447,158 |
-154,376 |
-25.7% |
2,331,588 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.43 |
82.22 |
77.65 |
|
| R3 |
81.11 |
79.90 |
77.01 |
|
| R2 |
78.79 |
78.79 |
76.80 |
|
| R1 |
77.58 |
77.58 |
76.58 |
77.03 |
| PP |
76.47 |
76.47 |
76.47 |
76.19 |
| S1 |
75.26 |
75.26 |
76.16 |
74.71 |
| S2 |
74.15 |
74.15 |
75.94 |
|
| S3 |
71.83 |
72.94 |
75.73 |
|
| S4 |
69.51 |
70.62 |
75.09 |
|
|
| 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 |
82.83 |
74.51 |
8.32 |
10.9% |
3.64 |
4.8% |
22% |
False |
False |
532,683 |
| 10 |
87.15 |
74.51 |
12.64 |
16.6% |
2.98 |
3.9% |
15% |
False |
False |
463,750 |
| 20 |
87.26 |
74.51 |
12.75 |
16.7% |
2.53 |
3.3% |
15% |
False |
False |
409,793 |
| 40 |
87.59 |
74.51 |
13.08 |
17.1% |
2.13 |
2.8% |
14% |
False |
False |
260,143 |
| 60 |
87.59 |
74.51 |
13.08 |
17.1% |
2.09 |
2.7% |
14% |
False |
False |
190,271 |
| 80 |
87.59 |
70.75 |
16.84 |
22.1% |
2.15 |
2.8% |
33% |
False |
False |
152,384 |
| 100 |
87.59 |
70.75 |
16.84 |
22.1% |
2.05 |
2.7% |
33% |
False |
False |
126,258 |
| 120 |
87.59 |
70.75 |
16.84 |
22.1% |
2.05 |
2.7% |
33% |
False |
False |
108,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.54 |
|
2.618 |
83.75 |
|
1.618 |
81.43 |
|
1.000 |
80.00 |
|
0.618 |
79.11 |
|
HIGH |
77.68 |
|
0.618 |
76.79 |
|
0.500 |
76.52 |
|
0.382 |
76.25 |
|
LOW |
75.36 |
|
0.618 |
73.93 |
|
1.000 |
73.04 |
|
1.618 |
71.61 |
|
2.618 |
69.29 |
|
4.250 |
65.50 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.52 |
76.51 |
| PP |
76.47 |
76.46 |
| S1 |
76.42 |
76.42 |
|