NYMEX Light Sweet Crude Oil Future September 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 |
83.17 |
83.23 |
0.06 |
0.1% |
90.87 |
| High |
84.41 |
84.05 |
-0.36 |
-0.4% |
92.21 |
| Low |
82.20 |
82.00 |
-0.20 |
-0.2% |
80.36 |
| Close |
83.17 |
83.27 |
0.10 |
0.1% |
81.22 |
| Range |
2.21 |
2.05 |
-0.16 |
-7.2% |
11.85 |
| ATR |
2.31 |
2.29 |
-0.02 |
-0.8% |
0.00 |
| Volume |
38,374 |
26,421 |
-11,953 |
-31.1% |
209,996 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.26 |
88.31 |
84.40 |
|
| R3 |
87.21 |
86.26 |
83.83 |
|
| R2 |
85.16 |
85.16 |
83.65 |
|
| R1 |
84.21 |
84.21 |
83.46 |
84.69 |
| PP |
83.11 |
83.11 |
83.11 |
83.34 |
| S1 |
82.16 |
82.16 |
83.08 |
82.64 |
| S2 |
81.06 |
81.06 |
82.89 |
|
| S3 |
79.01 |
80.11 |
82.71 |
|
| S4 |
76.96 |
78.06 |
82.14 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.15 |
112.53 |
87.74 |
|
| R3 |
108.30 |
100.68 |
84.48 |
|
| R2 |
96.45 |
96.45 |
83.39 |
|
| R1 |
88.83 |
88.83 |
82.31 |
86.72 |
| PP |
84.60 |
84.60 |
84.60 |
83.54 |
| S1 |
76.98 |
76.98 |
80.13 |
74.87 |
| S2 |
72.75 |
72.75 |
79.05 |
|
| S3 |
60.90 |
65.13 |
77.96 |
|
| S4 |
49.05 |
53.28 |
74.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.37 |
80.36 |
8.01 |
9.6% |
3.27 |
3.9% |
36% |
False |
False |
41,456 |
| 10 |
92.21 |
80.36 |
11.85 |
14.2% |
2.71 |
3.3% |
25% |
False |
False |
41,922 |
| 20 |
92.21 |
80.36 |
11.85 |
14.2% |
2.17 |
2.6% |
25% |
False |
False |
38,401 |
| 40 |
92.21 |
80.36 |
11.85 |
14.2% |
1.80 |
2.2% |
25% |
False |
False |
26,975 |
| 60 |
92.21 |
76.53 |
15.68 |
18.8% |
1.77 |
2.1% |
43% |
False |
False |
20,549 |
| 80 |
92.21 |
72.43 |
19.78 |
23.8% |
1.74 |
2.1% |
55% |
False |
False |
16,732 |
| 100 |
92.21 |
72.43 |
19.78 |
23.8% |
1.58 |
1.9% |
55% |
False |
False |
13,911 |
| 120 |
92.21 |
72.43 |
19.78 |
23.8% |
1.50 |
1.8% |
55% |
False |
False |
12,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.76 |
|
2.618 |
89.42 |
|
1.618 |
87.37 |
|
1.000 |
86.10 |
|
0.618 |
85.32 |
|
HIGH |
84.05 |
|
0.618 |
83.27 |
|
0.500 |
83.03 |
|
0.382 |
82.78 |
|
LOW |
82.00 |
|
0.618 |
80.73 |
|
1.000 |
79.95 |
|
1.618 |
78.68 |
|
2.618 |
76.63 |
|
4.250 |
73.29 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.19 |
82.99 |
| PP |
83.11 |
82.70 |
| S1 |
83.03 |
82.42 |
|