NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
74.79 |
71.60 |
-3.19 |
-4.3% |
78.97 |
| High |
75.24 |
73.76 |
-1.48 |
-2.0% |
79.19 |
| Low |
71.27 |
71.47 |
0.20 |
0.3% |
71.27 |
| Close |
72.79 |
72.75 |
-0.04 |
-0.1% |
72.75 |
| Range |
3.97 |
2.29 |
-1.68 |
-42.3% |
7.92 |
| ATR |
2.53 |
2.51 |
-0.02 |
-0.7% |
0.00 |
| Volume |
62,206 |
69,429 |
7,223 |
11.6% |
266,148 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.53 |
78.43 |
74.01 |
|
| R3 |
77.24 |
76.14 |
73.38 |
|
| R2 |
74.95 |
74.95 |
73.17 |
|
| R1 |
73.85 |
73.85 |
72.96 |
74.40 |
| PP |
72.66 |
72.66 |
72.66 |
72.94 |
| S1 |
71.56 |
71.56 |
72.54 |
72.11 |
| S2 |
70.37 |
70.37 |
72.33 |
|
| S3 |
68.08 |
69.27 |
72.12 |
|
| S4 |
65.79 |
66.98 |
71.49 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.16 |
93.38 |
77.11 |
|
| R3 |
90.24 |
85.46 |
74.93 |
|
| R2 |
82.32 |
82.32 |
74.20 |
|
| R1 |
77.54 |
77.54 |
73.48 |
75.97 |
| PP |
74.40 |
74.40 |
74.40 |
73.62 |
| S1 |
69.62 |
69.62 |
72.02 |
68.05 |
| S2 |
66.48 |
66.48 |
71.30 |
|
| S3 |
58.56 |
61.70 |
70.57 |
|
| S4 |
50.64 |
53.78 |
68.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.19 |
71.27 |
7.92 |
10.9% |
2.86 |
3.9% |
19% |
False |
False |
53,229 |
| 10 |
84.50 |
71.27 |
13.23 |
18.2% |
2.61 |
3.6% |
11% |
False |
False |
47,159 |
| 20 |
92.21 |
71.27 |
20.94 |
28.8% |
2.59 |
3.6% |
7% |
False |
False |
44,226 |
| 40 |
92.21 |
71.27 |
20.94 |
28.8% |
2.03 |
2.8% |
7% |
False |
False |
35,524 |
| 60 |
92.21 |
71.27 |
20.94 |
28.8% |
1.89 |
2.6% |
7% |
False |
False |
26,463 |
| 80 |
92.21 |
71.27 |
20.94 |
28.8% |
1.90 |
2.6% |
7% |
False |
False |
21,401 |
| 100 |
92.21 |
71.27 |
20.94 |
28.8% |
1.73 |
2.4% |
7% |
False |
False |
17,788 |
| 120 |
92.21 |
71.27 |
20.94 |
28.8% |
1.62 |
2.2% |
7% |
False |
False |
15,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.49 |
|
2.618 |
79.76 |
|
1.618 |
77.47 |
|
1.000 |
76.05 |
|
0.618 |
75.18 |
|
HIGH |
73.76 |
|
0.618 |
72.89 |
|
0.500 |
72.62 |
|
0.382 |
72.34 |
|
LOW |
71.47 |
|
0.618 |
70.05 |
|
1.000 |
69.18 |
|
1.618 |
67.76 |
|
2.618 |
65.47 |
|
4.250 |
61.74 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.71 |
73.36 |
| PP |
72.66 |
73.15 |
| S1 |
72.62 |
72.95 |
|