NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
77.81 |
75.58 |
-2.23 |
-2.9% |
81.40 |
| High |
78.03 |
76.83 |
-1.20 |
-1.5% |
83.67 |
| Low |
74.81 |
73.88 |
-0.93 |
-1.2% |
77.31 |
| Close |
75.06 |
74.39 |
-0.67 |
-0.9% |
77.67 |
| Range |
3.22 |
2.95 |
-0.27 |
-8.4% |
6.36 |
| ATR |
2.51 |
2.54 |
0.03 |
1.3% |
0.00 |
| Volume |
91,907 |
86,966 |
-4,941 |
-5.4% |
414,986 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.88 |
82.09 |
76.01 |
|
| R3 |
80.93 |
79.14 |
75.20 |
|
| R2 |
77.98 |
77.98 |
74.93 |
|
| R1 |
76.19 |
76.19 |
74.66 |
75.61 |
| PP |
75.03 |
75.03 |
75.03 |
74.75 |
| S1 |
73.24 |
73.24 |
74.12 |
72.66 |
| S2 |
72.08 |
72.08 |
73.85 |
|
| S3 |
69.13 |
70.29 |
73.58 |
|
| S4 |
66.18 |
67.34 |
72.77 |
|
|
| 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 |
83.26 |
73.88 |
9.38 |
12.6% |
2.82 |
3.8% |
5% |
False |
True |
95,532 |
| 10 |
87.58 |
73.88 |
13.70 |
18.4% |
3.12 |
4.2% |
4% |
False |
True |
82,601 |
| 20 |
91.38 |
73.88 |
17.50 |
23.5% |
2.56 |
3.4% |
3% |
False |
True |
74,496 |
| 40 |
91.38 |
73.88 |
17.50 |
23.5% |
2.02 |
2.7% |
3% |
False |
True |
51,955 |
| 60 |
91.38 |
73.88 |
17.50 |
23.5% |
1.92 |
2.6% |
3% |
False |
True |
37,966 |
| 80 |
91.38 |
72.04 |
19.34 |
26.0% |
1.91 |
2.6% |
12% |
False |
False |
29,972 |
| 100 |
91.38 |
72.04 |
19.34 |
26.0% |
1.75 |
2.3% |
12% |
False |
False |
24,455 |
| 120 |
91.38 |
72.04 |
19.34 |
26.0% |
1.62 |
2.2% |
12% |
False |
False |
20,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.37 |
|
2.618 |
84.55 |
|
1.618 |
81.60 |
|
1.000 |
79.78 |
|
0.618 |
78.65 |
|
HIGH |
76.83 |
|
0.618 |
75.70 |
|
0.500 |
75.36 |
|
0.382 |
75.01 |
|
LOW |
73.88 |
|
0.618 |
72.06 |
|
1.000 |
70.93 |
|
1.618 |
69.11 |
|
2.618 |
66.16 |
|
4.250 |
61.34 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.36 |
77.59 |
| PP |
75.03 |
76.52 |
| S1 |
74.71 |
75.46 |
|