NYMEX Light Sweet Crude Oil Future September 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 |
76.73 |
75.13 |
-1.60 |
-2.1% |
83.17 |
| High |
77.84 |
75.44 |
-2.40 |
-3.1% |
84.50 |
| Low |
74.97 |
73.54 |
-1.43 |
-1.9% |
78.66 |
| Close |
75.48 |
74.70 |
-0.78 |
-1.0% |
78.98 |
| Range |
2.87 |
1.90 |
-0.97 |
-33.8% |
5.84 |
| ATR |
2.45 |
2.42 |
-0.04 |
-1.5% |
0.00 |
| Volume |
44,564 |
46,604 |
2,040 |
4.6% |
205,446 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.26 |
79.38 |
75.75 |
|
| R3 |
78.36 |
77.48 |
75.22 |
|
| R2 |
76.46 |
76.46 |
75.05 |
|
| R1 |
75.58 |
75.58 |
74.87 |
75.07 |
| PP |
74.56 |
74.56 |
74.56 |
74.31 |
| S1 |
73.68 |
73.68 |
74.53 |
73.17 |
| S2 |
72.66 |
72.66 |
74.35 |
|
| S3 |
70.76 |
71.78 |
74.18 |
|
| S4 |
68.86 |
69.88 |
73.66 |
|
|
| 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 |
73.54 |
10.96 |
14.7% |
2.82 |
3.8% |
11% |
False |
True |
47,100 |
| 10 |
85.75 |
73.54 |
12.21 |
16.3% |
2.83 |
3.8% |
10% |
False |
True |
43,823 |
| 20 |
92.21 |
73.54 |
18.67 |
25.0% |
2.48 |
3.3% |
6% |
False |
True |
41,714 |
| 40 |
92.21 |
73.54 |
18.67 |
25.0% |
1.94 |
2.6% |
6% |
False |
True |
32,585 |
| 60 |
92.21 |
73.54 |
18.67 |
25.0% |
1.85 |
2.5% |
6% |
False |
True |
24,525 |
| 80 |
92.21 |
72.43 |
19.78 |
26.5% |
1.85 |
2.5% |
11% |
False |
False |
19,872 |
| 100 |
92.21 |
72.43 |
19.78 |
26.5% |
1.69 |
2.3% |
11% |
False |
False |
16,491 |
| 120 |
92.21 |
72.43 |
19.78 |
26.5% |
1.59 |
2.1% |
11% |
False |
False |
14,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.52 |
|
2.618 |
80.41 |
|
1.618 |
78.51 |
|
1.000 |
77.34 |
|
0.618 |
76.61 |
|
HIGH |
75.44 |
|
0.618 |
74.71 |
|
0.500 |
74.49 |
|
0.382 |
74.27 |
|
LOW |
73.54 |
|
0.618 |
72.37 |
|
1.000 |
71.64 |
|
1.618 |
70.47 |
|
2.618 |
68.57 |
|
4.250 |
65.47 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.63 |
76.37 |
| PP |
74.56 |
75.81 |
| S1 |
74.49 |
75.26 |
|