NYMEX Light Sweet Crude Oil Future July 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 |
78.62 |
75.63 |
-2.99 |
-3.8% |
79.34 |
| High |
78.78 |
75.94 |
-2.84 |
-3.6% |
82.08 |
| Low |
75.06 |
72.77 |
-2.29 |
-3.1% |
75.06 |
| Close |
75.43 |
73.22 |
-2.21 |
-2.9% |
75.43 |
| Range |
3.72 |
3.17 |
-0.55 |
-14.8% |
7.02 |
| ATR |
2.51 |
2.56 |
0.05 |
1.9% |
0.00 |
| Volume |
335,848 |
249,080 |
-86,768 |
-25.8% |
1,259,422 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.49 |
81.52 |
74.96 |
|
| R3 |
80.32 |
78.35 |
74.09 |
|
| R2 |
77.15 |
77.15 |
73.80 |
|
| R1 |
75.18 |
75.18 |
73.51 |
74.58 |
| PP |
73.98 |
73.98 |
73.98 |
73.68 |
| S1 |
72.01 |
72.01 |
72.93 |
71.41 |
| S2 |
70.81 |
70.81 |
72.64 |
|
| S3 |
67.64 |
68.84 |
72.35 |
|
| S4 |
64.47 |
65.67 |
71.48 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.58 |
94.03 |
79.29 |
|
| R3 |
91.56 |
87.01 |
77.36 |
|
| R2 |
84.54 |
84.54 |
76.72 |
|
| R1 |
79.99 |
79.99 |
76.07 |
78.76 |
| PP |
77.52 |
77.52 |
77.52 |
76.91 |
| S1 |
72.97 |
72.97 |
74.79 |
71.74 |
| S2 |
70.50 |
70.50 |
74.14 |
|
| S3 |
63.48 |
65.95 |
73.50 |
|
| S4 |
56.46 |
58.93 |
71.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.24 |
72.77 |
8.47 |
11.6% |
2.61 |
3.6% |
5% |
False |
True |
257,361 |
| 10 |
89.33 |
72.77 |
16.56 |
22.6% |
3.24 |
4.4% |
3% |
False |
True |
227,491 |
| 20 |
89.77 |
72.77 |
17.00 |
23.2% |
2.52 |
3.4% |
3% |
False |
True |
187,379 |
| 40 |
89.77 |
72.77 |
17.00 |
23.2% |
2.10 |
2.9% |
3% |
False |
True |
127,017 |
| 60 |
89.77 |
72.77 |
17.00 |
23.2% |
2.00 |
2.7% |
3% |
False |
True |
90,914 |
| 80 |
89.77 |
71.64 |
18.13 |
24.8% |
2.05 |
2.8% |
9% |
False |
False |
70,662 |
| 100 |
89.77 |
71.64 |
18.13 |
24.8% |
1.94 |
2.7% |
9% |
False |
False |
57,483 |
| 120 |
89.77 |
71.64 |
18.13 |
24.8% |
1.91 |
2.6% |
9% |
False |
False |
48,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.41 |
|
2.618 |
84.24 |
|
1.618 |
81.07 |
|
1.000 |
79.11 |
|
0.618 |
77.90 |
|
HIGH |
75.94 |
|
0.618 |
74.73 |
|
0.500 |
74.36 |
|
0.382 |
73.98 |
|
LOW |
72.77 |
|
0.618 |
70.81 |
|
1.000 |
69.60 |
|
1.618 |
67.64 |
|
2.618 |
64.47 |
|
4.250 |
59.30 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.36 |
76.68 |
| PP |
73.98 |
75.53 |
| S1 |
73.60 |
74.37 |
|