NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
82.53 |
81.92 |
-0.61 |
-0.7% |
89.91 |
| High |
83.00 |
83.13 |
0.13 |
0.2% |
91.38 |
| Low |
80.88 |
81.44 |
0.56 |
0.7% |
79.40 |
| Close |
82.18 |
82.55 |
0.37 |
0.5% |
80.22 |
| Range |
2.12 |
1.69 |
-0.43 |
-20.3% |
11.98 |
| ATR |
2.38 |
2.33 |
-0.05 |
-2.1% |
0.00 |
| Volume |
51,906 |
77,378 |
25,472 |
49.1% |
356,611 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.44 |
86.69 |
83.48 |
|
| R3 |
85.75 |
85.00 |
83.01 |
|
| R2 |
84.06 |
84.06 |
82.86 |
|
| R1 |
83.31 |
83.31 |
82.70 |
83.69 |
| PP |
82.37 |
82.37 |
82.37 |
82.56 |
| S1 |
81.62 |
81.62 |
82.40 |
82.00 |
| S2 |
80.68 |
80.68 |
82.24 |
|
| S3 |
78.99 |
79.93 |
82.09 |
|
| S4 |
77.30 |
78.24 |
81.62 |
|
|
| 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 |
84.87 |
79.40 |
5.47 |
6.6% |
3.01 |
3.6% |
58% |
False |
False |
69,706 |
| 10 |
91.38 |
79.40 |
11.98 |
14.5% |
2.81 |
3.4% |
26% |
False |
False |
71,527 |
| 20 |
91.38 |
79.40 |
11.98 |
14.5% |
2.28 |
2.8% |
26% |
False |
False |
62,977 |
| 40 |
91.38 |
79.40 |
11.98 |
14.5% |
1.88 |
2.3% |
26% |
False |
False |
43,268 |
| 60 |
91.38 |
78.62 |
12.76 |
15.5% |
1.81 |
2.2% |
31% |
False |
False |
31,632 |
| 80 |
91.38 |
72.04 |
19.34 |
23.4% |
1.83 |
2.2% |
54% |
False |
False |
25,166 |
| 100 |
91.38 |
72.04 |
19.34 |
23.4% |
1.66 |
2.0% |
54% |
False |
False |
20,525 |
| 120 |
91.38 |
72.04 |
19.34 |
23.4% |
1.53 |
1.9% |
54% |
False |
False |
17,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.31 |
|
2.618 |
87.55 |
|
1.618 |
85.86 |
|
1.000 |
84.82 |
|
0.618 |
84.17 |
|
HIGH |
83.13 |
|
0.618 |
82.48 |
|
0.500 |
82.29 |
|
0.382 |
82.09 |
|
LOW |
81.44 |
|
0.618 |
80.40 |
|
1.000 |
79.75 |
|
1.618 |
78.71 |
|
2.618 |
77.02 |
|
4.250 |
74.26 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.46 |
82.46 |
| PP |
82.37 |
82.37 |
| S1 |
82.29 |
82.28 |
|