NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
81.59 |
81.40 |
-0.19 |
-0.2% |
89.91 |
| High |
82.64 |
83.67 |
1.03 |
1.2% |
91.38 |
| Low |
79.40 |
81.00 |
1.60 |
2.0% |
79.40 |
| Close |
80.22 |
82.17 |
1.95 |
2.4% |
80.22 |
| Range |
3.24 |
2.67 |
-0.57 |
-17.6% |
11.98 |
| ATR |
2.32 |
2.40 |
0.08 |
3.5% |
0.00 |
| Volume |
77,890 |
64,292 |
-13,598 |
-17.5% |
356,611 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.29 |
88.90 |
83.64 |
|
| R3 |
87.62 |
86.23 |
82.90 |
|
| R2 |
84.95 |
84.95 |
82.66 |
|
| R1 |
83.56 |
83.56 |
82.41 |
84.26 |
| PP |
82.28 |
82.28 |
82.28 |
82.63 |
| S1 |
80.89 |
80.89 |
81.93 |
81.59 |
| S2 |
79.61 |
79.61 |
81.68 |
|
| S3 |
76.94 |
78.22 |
81.44 |
|
| S4 |
74.27 |
75.55 |
80.70 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.61 |
111.89 |
86.81 |
|
| R3 |
107.63 |
99.91 |
83.51 |
|
| R2 |
95.65 |
95.65 |
82.42 |
|
| R1 |
87.93 |
87.93 |
81.32 |
85.80 |
| PP |
83.67 |
83.67 |
83.67 |
82.60 |
| S1 |
75.95 |
75.95 |
79.12 |
73.82 |
| S2 |
71.69 |
71.69 |
78.02 |
|
| S3 |
59.71 |
63.97 |
76.93 |
|
| S4 |
47.73 |
51.99 |
73.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.90 |
79.40 |
11.50 |
14.0% |
3.77 |
4.6% |
24% |
False |
False |
70,589 |
| 10 |
91.38 |
79.40 |
11.98 |
14.6% |
2.81 |
3.4% |
23% |
False |
False |
72,779 |
| 20 |
91.38 |
79.40 |
11.98 |
14.6% |
2.23 |
2.7% |
23% |
False |
False |
62,587 |
| 40 |
91.38 |
79.40 |
11.98 |
14.6% |
1.89 |
2.3% |
23% |
False |
False |
40,409 |
| 60 |
91.38 |
75.42 |
15.96 |
19.4% |
1.83 |
2.2% |
42% |
False |
False |
29,640 |
| 80 |
91.38 |
72.04 |
19.34 |
23.5% |
1.81 |
2.2% |
52% |
False |
False |
23,629 |
| 100 |
91.38 |
72.04 |
19.34 |
23.5% |
1.63 |
2.0% |
52% |
False |
False |
19,269 |
| 120 |
91.38 |
72.04 |
19.34 |
23.5% |
1.51 |
1.8% |
52% |
False |
False |
16,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.02 |
|
2.618 |
90.66 |
|
1.618 |
87.99 |
|
1.000 |
86.34 |
|
0.618 |
85.32 |
|
HIGH |
83.67 |
|
0.618 |
82.65 |
|
0.500 |
82.34 |
|
0.382 |
82.02 |
|
LOW |
81.00 |
|
0.618 |
79.35 |
|
1.000 |
78.33 |
|
1.618 |
76.68 |
|
2.618 |
74.01 |
|
4.250 |
69.65 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.34 |
82.16 |
| PP |
82.28 |
82.15 |
| S1 |
82.23 |
82.14 |
|