NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
82.57 |
81.17 |
-1.40 |
-1.7% |
81.40 |
| High |
83.26 |
81.30 |
-1.96 |
-2.4% |
83.67 |
| Low |
81.00 |
77.31 |
-3.69 |
-4.6% |
77.31 |
| Close |
81.43 |
77.67 |
-3.76 |
-4.6% |
77.67 |
| Range |
2.26 |
3.99 |
1.73 |
76.5% |
6.36 |
| ATR |
2.32 |
2.45 |
0.13 |
5.5% |
0.00 |
| Volume |
103,461 |
117,949 |
14,488 |
14.0% |
414,986 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.73 |
88.19 |
79.86 |
|
| R3 |
86.74 |
84.20 |
78.77 |
|
| R2 |
82.75 |
82.75 |
78.40 |
|
| R1 |
80.21 |
80.21 |
78.04 |
79.49 |
| PP |
78.76 |
78.76 |
78.76 |
78.40 |
| S1 |
76.22 |
76.22 |
77.30 |
75.50 |
| S2 |
74.77 |
74.77 |
76.94 |
|
| S3 |
70.78 |
72.23 |
76.57 |
|
| S4 |
66.79 |
68.24 |
75.48 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.63 |
94.51 |
81.17 |
|
| R3 |
92.27 |
88.15 |
79.42 |
|
| R2 |
85.91 |
85.91 |
78.84 |
|
| R1 |
81.79 |
81.79 |
78.25 |
80.67 |
| PP |
79.55 |
79.55 |
79.55 |
78.99 |
| S1 |
75.43 |
75.43 |
77.09 |
74.31 |
| S2 |
73.19 |
73.19 |
76.50 |
|
| S3 |
66.83 |
69.07 |
75.92 |
|
| S4 |
60.47 |
62.71 |
74.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.67 |
77.31 |
6.36 |
8.2% |
2.55 |
3.3% |
6% |
False |
True |
82,997 |
| 10 |
91.38 |
77.31 |
14.07 |
18.1% |
3.08 |
4.0% |
3% |
False |
True |
77,159 |
| 20 |
91.38 |
77.31 |
14.07 |
18.1% |
2.41 |
3.1% |
3% |
False |
True |
69,171 |
| 40 |
91.38 |
77.31 |
14.07 |
18.1% |
1.99 |
2.6% |
3% |
False |
True |
48,264 |
| 60 |
91.38 |
77.31 |
14.07 |
18.1% |
1.86 |
2.4% |
3% |
False |
True |
35,216 |
| 80 |
91.38 |
72.04 |
19.34 |
24.9% |
1.89 |
2.4% |
29% |
False |
False |
27,840 |
| 100 |
91.38 |
72.04 |
19.34 |
24.9% |
1.71 |
2.2% |
29% |
False |
False |
22,702 |
| 120 |
91.38 |
72.04 |
19.34 |
24.9% |
1.58 |
2.0% |
29% |
False |
False |
19,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.26 |
|
2.618 |
91.75 |
|
1.618 |
87.76 |
|
1.000 |
85.29 |
|
0.618 |
83.77 |
|
HIGH |
81.30 |
|
0.618 |
79.78 |
|
0.500 |
79.31 |
|
0.382 |
78.83 |
|
LOW |
77.31 |
|
0.618 |
74.84 |
|
1.000 |
73.32 |
|
1.618 |
70.85 |
|
2.618 |
66.86 |
|
4.250 |
60.35 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.31 |
80.29 |
| PP |
78.76 |
79.41 |
| S1 |
78.22 |
78.54 |
|