NYMEX Light Sweet Crude Oil Future July 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 |
79.34 |
80.81 |
1.47 |
1.9% |
88.51 |
| High |
82.08 |
81.24 |
-0.84 |
-1.0% |
89.77 |
| Low |
79.21 |
79.10 |
-0.11 |
-0.1% |
77.74 |
| Close |
80.52 |
80.22 |
-0.30 |
-0.4% |
78.51 |
| Range |
2.87 |
2.14 |
-0.73 |
-25.4% |
12.03 |
| ATR |
2.49 |
2.46 |
-0.02 |
-1.0% |
0.00 |
| Volume |
221,693 |
189,964 |
-31,729 |
-14.3% |
951,714 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.61 |
85.55 |
81.40 |
|
| R3 |
84.47 |
83.41 |
80.81 |
|
| R2 |
82.33 |
82.33 |
80.61 |
|
| R1 |
81.27 |
81.27 |
80.42 |
80.73 |
| PP |
80.19 |
80.19 |
80.19 |
79.92 |
| S1 |
79.13 |
79.13 |
80.02 |
78.59 |
| S2 |
78.05 |
78.05 |
79.83 |
|
| S3 |
75.91 |
76.99 |
79.63 |
|
| S4 |
73.77 |
74.85 |
79.04 |
|
|
| 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 |
86.01 |
77.74 |
8.27 |
10.3% |
3.54 |
4.4% |
30% |
False |
False |
205,073 |
| 10 |
89.77 |
77.74 |
12.03 |
15.0% |
2.88 |
3.6% |
21% |
False |
False |
187,406 |
| 20 |
89.77 |
77.74 |
12.03 |
15.0% |
2.38 |
3.0% |
21% |
False |
False |
160,051 |
| 40 |
89.77 |
77.74 |
12.03 |
15.0% |
2.00 |
2.5% |
21% |
False |
False |
102,134 |
| 60 |
89.77 |
75.73 |
14.04 |
17.5% |
1.97 |
2.5% |
32% |
False |
False |
73,215 |
| 80 |
89.77 |
71.64 |
18.13 |
22.6% |
2.01 |
2.5% |
47% |
False |
False |
57,294 |
| 100 |
89.77 |
71.64 |
18.13 |
22.6% |
1.91 |
2.4% |
47% |
False |
False |
46,680 |
| 120 |
89.77 |
71.64 |
18.13 |
22.6% |
1.86 |
2.3% |
47% |
False |
False |
39,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.34 |
|
2.618 |
86.84 |
|
1.618 |
84.70 |
|
1.000 |
83.38 |
|
0.618 |
82.56 |
|
HIGH |
81.24 |
|
0.618 |
80.42 |
|
0.500 |
80.17 |
|
0.382 |
79.92 |
|
LOW |
79.10 |
|
0.618 |
77.78 |
|
1.000 |
76.96 |
|
1.618 |
75.64 |
|
2.618 |
73.50 |
|
4.250 |
70.01 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.20 |
80.12 |
| PP |
80.19 |
80.01 |
| S1 |
80.17 |
79.91 |
|