NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
83.08 |
83.83 |
0.75 |
0.9% |
90.87 |
| High |
84.07 |
84.50 |
0.43 |
0.5% |
92.21 |
| Low |
82.62 |
82.32 |
-0.30 |
-0.4% |
80.36 |
| Close |
83.74 |
82.70 |
-1.04 |
-1.2% |
81.22 |
| Range |
1.45 |
2.18 |
0.73 |
50.3% |
11.85 |
| ATR |
2.23 |
2.23 |
0.00 |
-0.2% |
0.00 |
| Volume |
39,661 |
46,400 |
6,739 |
17.0% |
209,996 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.71 |
88.39 |
83.90 |
|
| R3 |
87.53 |
86.21 |
83.30 |
|
| R2 |
85.35 |
85.35 |
83.10 |
|
| R1 |
84.03 |
84.03 |
82.90 |
83.60 |
| PP |
83.17 |
83.17 |
83.17 |
82.96 |
| S1 |
81.85 |
81.85 |
82.50 |
81.42 |
| S2 |
80.99 |
80.99 |
82.30 |
|
| S3 |
78.81 |
79.67 |
82.10 |
|
| S4 |
76.63 |
77.49 |
81.50 |
|
|
| 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 |
84.50 |
80.43 |
4.07 |
4.9% |
2.20 |
2.7% |
56% |
True |
False |
40,075 |
| 10 |
92.21 |
80.36 |
11.85 |
14.3% |
2.71 |
3.3% |
20% |
False |
False |
40,740 |
| 20 |
92.21 |
80.36 |
11.85 |
14.3% |
2.23 |
2.7% |
20% |
False |
False |
37,903 |
| 40 |
92.21 |
80.36 |
11.85 |
14.3% |
1.81 |
2.2% |
20% |
False |
False |
28,722 |
| 60 |
92.21 |
78.88 |
13.33 |
16.1% |
1.77 |
2.1% |
29% |
False |
False |
21,860 |
| 80 |
92.21 |
72.43 |
19.78 |
23.9% |
1.76 |
2.1% |
52% |
False |
False |
17,746 |
| 100 |
92.21 |
72.43 |
19.78 |
23.9% |
1.61 |
1.9% |
52% |
False |
False |
14,700 |
| 120 |
92.21 |
72.43 |
19.78 |
23.9% |
1.52 |
1.8% |
52% |
False |
False |
12,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.77 |
|
2.618 |
90.21 |
|
1.618 |
88.03 |
|
1.000 |
86.68 |
|
0.618 |
85.85 |
|
HIGH |
84.50 |
|
0.618 |
83.67 |
|
0.500 |
83.41 |
|
0.382 |
83.15 |
|
LOW |
82.32 |
|
0.618 |
80.97 |
|
1.000 |
80.14 |
|
1.618 |
78.79 |
|
2.618 |
76.61 |
|
4.250 |
73.06 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.41 |
83.25 |
| PP |
83.17 |
83.07 |
| S1 |
82.94 |
82.88 |
|