NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
69.11 |
71.20 |
2.09 |
3.0% |
76.11 |
| High |
71.30 |
71.29 |
-0.01 |
0.0% |
78.51 |
| Low |
67.90 |
64.24 |
-3.66 |
-5.4% |
70.83 |
| Close |
69.87 |
68.01 |
-1.86 |
-2.7% |
71.61 |
| Range |
3.40 |
7.05 |
3.65 |
107.4% |
7.68 |
| ATR |
2.79 |
3.10 |
0.30 |
10.9% |
0.00 |
| Volume |
206,381 |
129,166 |
-77,215 |
-37.4% |
2,498,407 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.00 |
85.55 |
71.89 |
|
| R3 |
81.95 |
78.50 |
69.95 |
|
| R2 |
74.90 |
74.90 |
69.30 |
|
| R1 |
71.45 |
71.45 |
68.66 |
69.65 |
| PP |
67.85 |
67.85 |
67.85 |
66.95 |
| S1 |
64.40 |
64.40 |
67.36 |
62.60 |
| S2 |
60.80 |
60.80 |
66.72 |
|
| S3 |
53.75 |
57.35 |
66.07 |
|
| S4 |
46.70 |
50.30 |
64.13 |
|
|
| 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 |
74.13 |
64.24 |
9.89 |
14.5% |
4.07 |
6.0% |
38% |
False |
True |
319,538 |
| 10 |
78.51 |
64.24 |
14.27 |
21.0% |
3.41 |
5.0% |
26% |
False |
True |
416,877 |
| 20 |
87.15 |
64.24 |
22.91 |
33.7% |
3.10 |
4.6% |
16% |
False |
True |
412,310 |
| 40 |
87.59 |
64.24 |
23.35 |
34.3% |
2.43 |
3.6% |
16% |
False |
True |
310,383 |
| 60 |
87.59 |
64.24 |
23.35 |
34.3% |
2.27 |
3.3% |
16% |
False |
True |
227,587 |
| 80 |
87.59 |
64.24 |
23.35 |
34.3% |
2.30 |
3.4% |
16% |
False |
True |
180,958 |
| 100 |
87.59 |
64.24 |
23.35 |
34.3% |
2.17 |
3.2% |
16% |
False |
True |
149,978 |
| 120 |
87.59 |
64.24 |
23.35 |
34.3% |
2.15 |
3.2% |
16% |
False |
True |
128,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.25 |
|
2.618 |
89.75 |
|
1.618 |
82.70 |
|
1.000 |
78.34 |
|
0.618 |
75.65 |
|
HIGH |
71.29 |
|
0.618 |
68.60 |
|
0.500 |
67.77 |
|
0.382 |
66.93 |
|
LOW |
64.24 |
|
0.618 |
59.88 |
|
1.000 |
57.19 |
|
1.618 |
52.83 |
|
2.618 |
45.78 |
|
4.250 |
34.28 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
67.93 |
68.38 |
| PP |
67.85 |
68.26 |
| S1 |
67.77 |
68.13 |
|