NYMEX Light Sweet Crude Oil Future September 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 |
82.50 |
78.97 |
-3.53 |
-4.3% |
83.17 |
| High |
82.50 |
79.19 |
-3.31 |
-4.0% |
84.50 |
| Low |
78.66 |
75.90 |
-2.76 |
-3.5% |
78.66 |
| Close |
78.98 |
76.17 |
-2.81 |
-3.6% |
78.98 |
| Range |
3.84 |
3.29 |
-0.55 |
-14.3% |
5.84 |
| ATR |
2.36 |
2.42 |
0.07 |
2.8% |
0.00 |
| Volume |
54,590 |
43,345 |
-11,245 |
-20.6% |
205,446 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.96 |
84.85 |
77.98 |
|
| R3 |
83.67 |
81.56 |
77.07 |
|
| R2 |
80.38 |
80.38 |
76.77 |
|
| R1 |
78.27 |
78.27 |
76.47 |
77.68 |
| PP |
77.09 |
77.09 |
77.09 |
76.79 |
| S1 |
74.98 |
74.98 |
75.87 |
74.39 |
| S2 |
73.80 |
73.80 |
75.57 |
|
| S3 |
70.51 |
71.69 |
75.27 |
|
| S4 |
67.22 |
68.40 |
74.36 |
|
|
| 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 |
75.90 |
8.60 |
11.3% |
2.56 |
3.4% |
3% |
False |
True |
42,083 |
| 10 |
91.73 |
75.90 |
15.83 |
20.8% |
3.09 |
4.1% |
2% |
False |
True |
42,290 |
| 20 |
92.21 |
75.90 |
16.31 |
21.4% |
2.36 |
3.1% |
2% |
False |
True |
39,563 |
| 40 |
92.21 |
75.90 |
16.31 |
21.4% |
1.91 |
2.5% |
2% |
False |
True |
30,679 |
| 60 |
92.21 |
75.90 |
16.31 |
21.4% |
1.82 |
2.4% |
2% |
False |
True |
23,312 |
| 80 |
92.21 |
72.43 |
19.78 |
26.0% |
1.83 |
2.4% |
19% |
False |
False |
18,856 |
| 100 |
92.21 |
72.43 |
19.78 |
26.0% |
1.67 |
2.2% |
19% |
False |
False |
15,619 |
| 120 |
92.21 |
72.43 |
19.78 |
26.0% |
1.57 |
2.1% |
19% |
False |
False |
13,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.17 |
|
2.618 |
87.80 |
|
1.618 |
84.51 |
|
1.000 |
82.48 |
|
0.618 |
81.22 |
|
HIGH |
79.19 |
|
0.618 |
77.93 |
|
0.500 |
77.55 |
|
0.382 |
77.16 |
|
LOW |
75.90 |
|
0.618 |
73.87 |
|
1.000 |
72.61 |
|
1.618 |
70.58 |
|
2.618 |
67.29 |
|
4.250 |
61.92 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.55 |
80.20 |
| PP |
77.09 |
78.86 |
| S1 |
76.63 |
77.51 |
|