NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
73.99 |
71.79 |
-2.20 |
-3.0% |
76.11 |
| High |
74.13 |
72.25 |
-1.88 |
-2.5% |
78.51 |
| Low |
70.83 |
69.27 |
-1.56 |
-2.2% |
70.83 |
| Close |
71.61 |
70.08 |
-1.53 |
-2.1% |
71.61 |
| Range |
3.30 |
2.98 |
-0.32 |
-9.7% |
7.68 |
| ATR |
2.66 |
2.68 |
0.02 |
0.9% |
0.00 |
| Volume |
532,331 |
373,981 |
-158,350 |
-29.7% |
2,498,407 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.47 |
77.76 |
71.72 |
|
| R3 |
76.49 |
74.78 |
70.90 |
|
| R2 |
73.51 |
73.51 |
70.63 |
|
| R1 |
71.80 |
71.80 |
70.35 |
71.17 |
| PP |
70.53 |
70.53 |
70.53 |
70.22 |
| S1 |
68.82 |
68.82 |
69.81 |
68.19 |
| S2 |
67.55 |
67.55 |
69.53 |
|
| S3 |
64.57 |
65.84 |
69.26 |
|
| S4 |
61.59 |
62.86 |
68.44 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.69 |
91.83 |
75.83 |
|
| R3 |
89.01 |
84.15 |
73.72 |
|
| R2 |
81.33 |
81.33 |
73.02 |
|
| R1 |
76.47 |
76.47 |
72.31 |
75.06 |
| PP |
73.65 |
73.65 |
73.65 |
72.95 |
| S1 |
68.79 |
68.79 |
70.91 |
67.38 |
| S2 |
65.97 |
65.97 |
70.20 |
|
| S3 |
58.29 |
61.11 |
69.50 |
|
| S4 |
50.61 |
53.43 |
67.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.68 |
69.27 |
8.41 |
12.0% |
2.74 |
3.9% |
10% |
False |
True |
454,170 |
| 10 |
86.24 |
69.27 |
16.97 |
24.2% |
3.38 |
4.8% |
5% |
False |
True |
481,183 |
| 20 |
87.15 |
69.27 |
17.88 |
25.5% |
2.67 |
3.8% |
5% |
False |
True |
434,112 |
| 40 |
87.59 |
69.27 |
18.32 |
26.1% |
2.23 |
3.2% |
4% |
False |
True |
298,701 |
| 60 |
87.59 |
69.27 |
18.32 |
26.1% |
2.12 |
3.0% |
4% |
False |
True |
218,235 |
| 80 |
87.59 |
69.27 |
18.32 |
26.1% |
2.19 |
3.1% |
4% |
False |
True |
173,519 |
| 100 |
87.59 |
69.27 |
18.32 |
26.1% |
2.09 |
3.0% |
4% |
False |
True |
143,603 |
| 120 |
87.59 |
69.27 |
18.32 |
26.1% |
2.09 |
3.0% |
4% |
False |
True |
123,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.92 |
|
2.618 |
80.05 |
|
1.618 |
77.07 |
|
1.000 |
75.23 |
|
0.618 |
74.09 |
|
HIGH |
72.25 |
|
0.618 |
71.11 |
|
0.500 |
70.76 |
|
0.382 |
70.41 |
|
LOW |
69.27 |
|
0.618 |
67.43 |
|
1.000 |
66.29 |
|
1.618 |
64.45 |
|
2.618 |
61.47 |
|
4.250 |
56.61 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
70.76 |
72.86 |
| PP |
70.53 |
71.93 |
| S1 |
70.31 |
71.01 |
|