NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
83.83 |
82.50 |
-1.33 |
-1.6% |
83.17 |
| High |
84.50 |
82.50 |
-2.00 |
-2.4% |
84.50 |
| Low |
82.32 |
78.66 |
-3.66 |
-4.4% |
78.66 |
| Close |
82.70 |
78.98 |
-3.72 |
-4.5% |
78.98 |
| Range |
2.18 |
3.84 |
1.66 |
76.1% |
5.84 |
| ATR |
2.23 |
2.36 |
0.13 |
5.8% |
0.00 |
| Volume |
46,400 |
54,590 |
8,190 |
17.7% |
205,446 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.57 |
89.11 |
81.09 |
|
| R3 |
87.73 |
85.27 |
80.04 |
|
| R2 |
83.89 |
83.89 |
79.68 |
|
| R1 |
81.43 |
81.43 |
79.33 |
80.74 |
| PP |
80.05 |
80.05 |
80.05 |
79.70 |
| S1 |
77.59 |
77.59 |
78.63 |
76.90 |
| S2 |
76.21 |
76.21 |
78.28 |
|
| S3 |
72.37 |
73.75 |
77.92 |
|
| S4 |
68.53 |
69.91 |
76.87 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.23 |
94.45 |
82.19 |
|
| R3 |
92.39 |
88.61 |
80.59 |
|
| R2 |
86.55 |
86.55 |
80.05 |
|
| R1 |
82.77 |
82.77 |
79.52 |
81.74 |
| PP |
80.71 |
80.71 |
80.71 |
80.20 |
| S1 |
76.93 |
76.93 |
78.44 |
75.90 |
| S2 |
74.87 |
74.87 |
77.91 |
|
| S3 |
69.03 |
71.09 |
77.37 |
|
| S4 |
63.19 |
65.25 |
75.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.50 |
78.66 |
5.84 |
7.4% |
2.35 |
3.0% |
5% |
False |
True |
41,089 |
| 10 |
92.21 |
78.66 |
13.55 |
17.2% |
2.95 |
3.7% |
2% |
False |
True |
41,544 |
| 20 |
92.21 |
78.66 |
13.55 |
17.2% |
2.29 |
2.9% |
2% |
False |
True |
39,068 |
| 40 |
92.21 |
78.66 |
13.55 |
17.2% |
1.88 |
2.4% |
2% |
False |
True |
29,863 |
| 60 |
92.21 |
78.66 |
13.55 |
17.2% |
1.79 |
2.3% |
2% |
False |
True |
22,694 |
| 80 |
92.21 |
72.43 |
19.78 |
25.0% |
1.80 |
2.3% |
33% |
False |
False |
18,387 |
| 100 |
92.21 |
72.43 |
19.78 |
25.0% |
1.64 |
2.1% |
33% |
False |
False |
15,225 |
| 120 |
92.21 |
72.43 |
19.78 |
25.0% |
1.54 |
2.0% |
33% |
False |
False |
13,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.82 |
|
2.618 |
92.55 |
|
1.618 |
88.71 |
|
1.000 |
86.34 |
|
0.618 |
84.87 |
|
HIGH |
82.50 |
|
0.618 |
81.03 |
|
0.500 |
80.58 |
|
0.382 |
80.13 |
|
LOW |
78.66 |
|
0.618 |
76.29 |
|
1.000 |
74.82 |
|
1.618 |
72.45 |
|
2.618 |
68.61 |
|
4.250 |
62.34 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.58 |
81.58 |
| PP |
80.05 |
80.71 |
| S1 |
79.51 |
79.85 |
|