NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
81.92 |
82.57 |
0.65 |
0.8% |
89.91 |
| High |
83.13 |
83.26 |
0.13 |
0.2% |
91.38 |
| Low |
81.44 |
81.00 |
-0.44 |
-0.5% |
79.40 |
| Close |
82.55 |
81.43 |
-1.12 |
-1.4% |
80.22 |
| Range |
1.69 |
2.26 |
0.57 |
33.7% |
11.98 |
| ATR |
2.33 |
2.32 |
0.00 |
-0.2% |
0.00 |
| Volume |
77,378 |
103,461 |
26,083 |
33.7% |
356,611 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.68 |
87.31 |
82.67 |
|
| R3 |
86.42 |
85.05 |
82.05 |
|
| R2 |
84.16 |
84.16 |
81.84 |
|
| R1 |
82.79 |
82.79 |
81.64 |
82.35 |
| PP |
81.90 |
81.90 |
81.90 |
81.67 |
| S1 |
80.53 |
80.53 |
81.22 |
80.09 |
| S2 |
79.64 |
79.64 |
81.02 |
|
| S3 |
77.38 |
78.27 |
80.81 |
|
| S4 |
75.12 |
76.01 |
80.19 |
|
|
| 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 |
83.67 |
79.40 |
4.27 |
5.2% |
2.40 |
2.9% |
48% |
False |
False |
74,985 |
| 10 |
91.38 |
79.40 |
11.98 |
14.7% |
2.83 |
3.5% |
17% |
False |
False |
73,948 |
| 20 |
91.38 |
79.40 |
11.98 |
14.7% |
2.34 |
2.9% |
17% |
False |
False |
65,620 |
| 40 |
91.38 |
79.40 |
11.98 |
14.7% |
1.91 |
2.3% |
17% |
False |
False |
45,580 |
| 60 |
91.38 |
78.62 |
12.76 |
15.7% |
1.83 |
2.2% |
22% |
False |
False |
33,311 |
| 80 |
91.38 |
72.04 |
19.34 |
23.8% |
1.84 |
2.3% |
49% |
False |
False |
26,431 |
| 100 |
91.38 |
72.04 |
19.34 |
23.8% |
1.68 |
2.1% |
49% |
False |
False |
21,536 |
| 120 |
91.38 |
72.04 |
19.34 |
23.8% |
1.55 |
1.9% |
49% |
False |
False |
18,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.87 |
|
2.618 |
89.18 |
|
1.618 |
86.92 |
|
1.000 |
85.52 |
|
0.618 |
84.66 |
|
HIGH |
83.26 |
|
0.618 |
82.40 |
|
0.500 |
82.13 |
|
0.382 |
81.86 |
|
LOW |
81.00 |
|
0.618 |
79.60 |
|
1.000 |
78.74 |
|
1.618 |
77.34 |
|
2.618 |
75.08 |
|
4.250 |
71.40 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.13 |
82.07 |
| PP |
81.90 |
81.86 |
| S1 |
81.66 |
81.64 |
|