NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
73.87 |
72.58 |
-1.29 |
-1.7% |
79.34 |
| High |
75.34 |
73.18 |
-2.16 |
-2.9% |
82.08 |
| Low |
72.17 |
71.11 |
-1.06 |
-1.5% |
75.06 |
| Close |
72.70 |
72.48 |
-0.22 |
-0.3% |
75.43 |
| Range |
3.17 |
2.07 |
-1.10 |
-34.7% |
7.02 |
| ATR |
2.60 |
2.56 |
-0.04 |
-1.5% |
0.00 |
| Volume |
265,540 |
413,717 |
148,177 |
55.8% |
1,259,422 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.47 |
77.54 |
73.62 |
|
| R3 |
76.40 |
75.47 |
73.05 |
|
| R2 |
74.33 |
74.33 |
72.86 |
|
| R1 |
73.40 |
73.40 |
72.67 |
72.83 |
| PP |
72.26 |
72.26 |
72.26 |
71.97 |
| S1 |
71.33 |
71.33 |
72.29 |
70.76 |
| S2 |
70.19 |
70.19 |
72.10 |
|
| S3 |
68.12 |
69.26 |
71.91 |
|
| S4 |
66.05 |
67.19 |
71.34 |
|
|
| 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 |
80.59 |
71.11 |
9.48 |
13.1% |
2.84 |
3.9% |
14% |
False |
True |
311,594 |
| 10 |
83.36 |
71.11 |
12.25 |
16.9% |
3.02 |
4.2% |
11% |
False |
True |
259,661 |
| 20 |
89.77 |
71.11 |
18.66 |
25.7% |
2.65 |
3.7% |
7% |
False |
True |
210,682 |
| 40 |
89.77 |
71.11 |
18.66 |
25.7% |
2.13 |
2.9% |
7% |
False |
True |
142,780 |
| 60 |
89.77 |
71.11 |
18.66 |
25.7% |
2.04 |
2.8% |
7% |
False |
True |
101,860 |
| 80 |
89.77 |
71.11 |
18.66 |
25.7% |
2.07 |
2.9% |
7% |
False |
True |
78,971 |
| 100 |
89.77 |
71.11 |
18.66 |
25.7% |
1.96 |
2.7% |
7% |
False |
True |
64,223 |
| 120 |
89.77 |
71.11 |
18.66 |
25.7% |
1.92 |
2.7% |
7% |
False |
True |
54,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.98 |
|
2.618 |
78.60 |
|
1.618 |
76.53 |
|
1.000 |
75.25 |
|
0.618 |
74.46 |
|
HIGH |
73.18 |
|
0.618 |
72.39 |
|
0.500 |
72.15 |
|
0.382 |
71.90 |
|
LOW |
71.11 |
|
0.618 |
69.83 |
|
1.000 |
69.04 |
|
1.618 |
67.76 |
|
2.618 |
65.69 |
|
4.250 |
62.31 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.37 |
73.53 |
| PP |
72.26 |
73.18 |
| S1 |
72.15 |
72.83 |
|