NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
81.40 |
82.53 |
1.13 |
1.4% |
89.91 |
| High |
83.67 |
83.00 |
-0.67 |
-0.8% |
91.38 |
| Low |
81.00 |
80.88 |
-0.12 |
-0.1% |
79.40 |
| Close |
82.17 |
82.18 |
0.01 |
0.0% |
80.22 |
| Range |
2.67 |
2.12 |
-0.55 |
-20.6% |
11.98 |
| ATR |
2.40 |
2.38 |
-0.02 |
-0.8% |
0.00 |
| Volume |
64,292 |
51,906 |
-12,386 |
-19.3% |
356,611 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.38 |
87.40 |
83.35 |
|
| R3 |
86.26 |
85.28 |
82.76 |
|
| R2 |
84.14 |
84.14 |
82.57 |
|
| R1 |
83.16 |
83.16 |
82.37 |
82.59 |
| PP |
82.02 |
82.02 |
82.02 |
81.74 |
| S1 |
81.04 |
81.04 |
81.99 |
80.47 |
| S2 |
79.90 |
79.90 |
81.79 |
|
| S3 |
77.78 |
78.92 |
81.60 |
|
| S4 |
75.66 |
76.80 |
81.01 |
|
|
| 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 |
87.58 |
79.40 |
8.18 |
10.0% |
3.41 |
4.2% |
34% |
False |
False |
69,671 |
| 10 |
91.38 |
79.40 |
11.98 |
14.6% |
2.83 |
3.4% |
23% |
False |
False |
71,719 |
| 20 |
91.38 |
79.40 |
11.98 |
14.6% |
2.27 |
2.8% |
23% |
False |
False |
62,737 |
| 40 |
91.38 |
79.40 |
11.98 |
14.6% |
1.89 |
2.3% |
23% |
False |
False |
41,473 |
| 60 |
91.38 |
76.49 |
14.89 |
18.1% |
1.83 |
2.2% |
38% |
False |
False |
30,434 |
| 80 |
91.38 |
72.04 |
19.34 |
23.5% |
1.82 |
2.2% |
52% |
False |
False |
24,237 |
| 100 |
91.38 |
72.04 |
19.34 |
23.5% |
1.65 |
2.0% |
52% |
False |
False |
19,773 |
| 120 |
91.38 |
72.04 |
19.34 |
23.5% |
1.52 |
1.9% |
52% |
False |
False |
16,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.01 |
|
2.618 |
88.55 |
|
1.618 |
86.43 |
|
1.000 |
85.12 |
|
0.618 |
84.31 |
|
HIGH |
83.00 |
|
0.618 |
82.19 |
|
0.500 |
81.94 |
|
0.382 |
81.69 |
|
LOW |
80.88 |
|
0.618 |
79.57 |
|
1.000 |
78.76 |
|
1.618 |
77.45 |
|
2.618 |
75.33 |
|
4.250 |
71.87 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.10 |
81.97 |
| PP |
82.02 |
81.75 |
| S1 |
81.94 |
81.54 |
|