NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
75.13 |
74.79 |
-0.34 |
-0.5% |
83.17 |
| High |
75.44 |
75.24 |
-0.20 |
-0.3% |
84.50 |
| Low |
73.54 |
71.27 |
-2.27 |
-3.1% |
78.66 |
| Close |
74.70 |
72.79 |
-1.91 |
-2.6% |
78.98 |
| Range |
1.90 |
3.97 |
2.07 |
108.9% |
5.84 |
| ATR |
2.42 |
2.53 |
0.11 |
4.6% |
0.00 |
| Volume |
46,604 |
62,206 |
15,602 |
33.5% |
205,446 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.01 |
82.87 |
74.97 |
|
| R3 |
81.04 |
78.90 |
73.88 |
|
| R2 |
77.07 |
77.07 |
73.52 |
|
| R1 |
74.93 |
74.93 |
73.15 |
74.02 |
| PP |
73.10 |
73.10 |
73.10 |
72.64 |
| S1 |
70.96 |
70.96 |
72.43 |
70.05 |
| S2 |
69.13 |
69.13 |
72.06 |
|
| S3 |
65.16 |
66.99 |
71.70 |
|
| S4 |
61.19 |
63.02 |
70.61 |
|
|
| 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 |
82.50 |
71.27 |
11.23 |
15.4% |
3.17 |
4.4% |
14% |
False |
True |
50,261 |
| 10 |
84.50 |
71.27 |
13.23 |
18.2% |
2.69 |
3.7% |
11% |
False |
True |
45,168 |
| 20 |
92.21 |
71.27 |
20.94 |
28.8% |
2.58 |
3.5% |
7% |
False |
True |
42,651 |
| 40 |
92.21 |
71.27 |
20.94 |
28.8% |
2.01 |
2.8% |
7% |
False |
True |
33,960 |
| 60 |
92.21 |
71.27 |
20.94 |
28.8% |
1.89 |
2.6% |
7% |
False |
True |
25,421 |
| 80 |
92.21 |
71.27 |
20.94 |
28.8% |
1.89 |
2.6% |
7% |
False |
True |
20,598 |
| 100 |
92.21 |
71.27 |
20.94 |
28.8% |
1.71 |
2.3% |
7% |
False |
True |
17,099 |
| 120 |
92.21 |
71.27 |
20.94 |
28.8% |
1.63 |
2.2% |
7% |
False |
True |
14,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.11 |
|
2.618 |
85.63 |
|
1.618 |
81.66 |
|
1.000 |
79.21 |
|
0.618 |
77.69 |
|
HIGH |
75.24 |
|
0.618 |
73.72 |
|
0.500 |
73.26 |
|
0.382 |
72.79 |
|
LOW |
71.27 |
|
0.618 |
68.82 |
|
1.000 |
67.30 |
|
1.618 |
64.85 |
|
2.618 |
60.88 |
|
4.250 |
54.40 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.26 |
74.56 |
| PP |
73.10 |
73.97 |
| S1 |
72.95 |
73.38 |
|