NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
75.58 |
74.22 |
-1.36 |
-1.8% |
81.40 |
| High |
76.83 |
74.60 |
-2.23 |
-2.9% |
83.67 |
| Low |
73.88 |
72.55 |
-1.33 |
-1.8% |
77.31 |
| Close |
74.39 |
73.78 |
-0.61 |
-0.8% |
77.67 |
| Range |
2.95 |
2.05 |
-0.90 |
-30.5% |
6.36 |
| ATR |
2.54 |
2.50 |
-0.03 |
-1.4% |
0.00 |
| Volume |
86,966 |
118,868 |
31,902 |
36.7% |
414,986 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.79 |
78.84 |
74.91 |
|
| R3 |
77.74 |
76.79 |
74.34 |
|
| R2 |
75.69 |
75.69 |
74.16 |
|
| R1 |
74.74 |
74.74 |
73.97 |
74.19 |
| PP |
73.64 |
73.64 |
73.64 |
73.37 |
| S1 |
72.69 |
72.69 |
73.59 |
72.14 |
| S2 |
71.59 |
71.59 |
73.40 |
|
| S3 |
69.54 |
70.64 |
73.22 |
|
| S4 |
67.49 |
68.59 |
72.65 |
|
|
| 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 |
72.55 |
10.71 |
14.5% |
2.89 |
3.9% |
11% |
False |
True |
103,830 |
| 10 |
84.87 |
72.55 |
12.32 |
16.7% |
2.95 |
4.0% |
10% |
False |
True |
86,768 |
| 20 |
91.38 |
72.55 |
18.83 |
25.5% |
2.59 |
3.5% |
7% |
False |
True |
78,428 |
| 40 |
91.38 |
72.55 |
18.83 |
25.5% |
2.04 |
2.8% |
7% |
False |
True |
54,724 |
| 60 |
91.38 |
72.55 |
18.83 |
25.5% |
1.94 |
2.6% |
7% |
False |
True |
39,774 |
| 80 |
91.38 |
72.04 |
19.34 |
26.2% |
1.92 |
2.6% |
9% |
False |
False |
31,371 |
| 100 |
91.38 |
72.04 |
19.34 |
26.2% |
1.75 |
2.4% |
9% |
False |
False |
25,630 |
| 120 |
91.38 |
72.04 |
19.34 |
26.2% |
1.64 |
2.2% |
9% |
False |
False |
21,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.31 |
|
2.618 |
79.97 |
|
1.618 |
77.92 |
|
1.000 |
76.65 |
|
0.618 |
75.87 |
|
HIGH |
74.60 |
|
0.618 |
73.82 |
|
0.500 |
73.58 |
|
0.382 |
73.33 |
|
LOW |
72.55 |
|
0.618 |
71.28 |
|
1.000 |
70.50 |
|
1.618 |
69.23 |
|
2.618 |
67.18 |
|
4.250 |
63.84 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.71 |
75.29 |
| PP |
73.64 |
74.79 |
| S1 |
73.58 |
74.28 |
|