NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
74.00 |
70.80 |
-3.20 |
-4.3% |
77.81 |
| High |
74.46 |
72.76 |
-1.70 |
-2.3% |
78.03 |
| Low |
70.27 |
70.50 |
0.23 |
0.3% |
70.27 |
| Close |
71.96 |
71.67 |
-0.29 |
-0.4% |
71.67 |
| Range |
4.19 |
2.26 |
-1.93 |
-46.1% |
7.76 |
| ATR |
2.62 |
2.60 |
-0.03 |
-1.0% |
0.00 |
| Volume |
121,429 |
135,284 |
13,855 |
11.4% |
554,454 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.42 |
77.31 |
72.91 |
|
| R3 |
76.16 |
75.05 |
72.29 |
|
| R2 |
73.90 |
73.90 |
72.08 |
|
| R1 |
72.79 |
72.79 |
71.88 |
73.35 |
| PP |
71.64 |
71.64 |
71.64 |
71.92 |
| S1 |
70.53 |
70.53 |
71.46 |
71.09 |
| S2 |
69.38 |
69.38 |
71.26 |
|
| S3 |
67.12 |
68.27 |
71.05 |
|
| S4 |
64.86 |
66.01 |
70.43 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.60 |
91.90 |
75.94 |
|
| R3 |
88.84 |
84.14 |
73.80 |
|
| R2 |
81.08 |
81.08 |
73.09 |
|
| R1 |
76.38 |
76.38 |
72.38 |
74.85 |
| PP |
73.32 |
73.32 |
73.32 |
72.56 |
| S1 |
68.62 |
68.62 |
70.96 |
67.09 |
| S2 |
65.56 |
65.56 |
70.25 |
|
| S3 |
57.80 |
60.86 |
69.54 |
|
| S4 |
50.04 |
53.10 |
67.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.03 |
70.27 |
7.76 |
10.8% |
2.93 |
4.1% |
18% |
False |
False |
110,890 |
| 10 |
83.67 |
70.27 |
13.40 |
18.7% |
2.74 |
3.8% |
10% |
False |
False |
96,944 |
| 20 |
91.38 |
70.27 |
21.11 |
29.5% |
2.70 |
3.8% |
7% |
False |
False |
84,186 |
| 40 |
91.38 |
70.27 |
21.11 |
29.5% |
2.14 |
3.0% |
7% |
False |
False |
60,570 |
| 60 |
91.38 |
70.27 |
21.11 |
29.5% |
1.97 |
2.7% |
7% |
False |
False |
43,762 |
| 80 |
91.38 |
70.27 |
21.11 |
29.5% |
1.99 |
2.8% |
7% |
False |
False |
34,449 |
| 100 |
91.38 |
70.27 |
21.11 |
29.5% |
1.80 |
2.5% |
7% |
False |
False |
28,177 |
| 120 |
91.38 |
70.27 |
21.11 |
29.5% |
1.67 |
2.3% |
7% |
False |
False |
23,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.37 |
|
2.618 |
78.68 |
|
1.618 |
76.42 |
|
1.000 |
75.02 |
|
0.618 |
74.16 |
|
HIGH |
72.76 |
|
0.618 |
71.90 |
|
0.500 |
71.63 |
|
0.382 |
71.36 |
|
LOW |
70.50 |
|
0.618 |
69.10 |
|
1.000 |
68.24 |
|
1.618 |
66.84 |
|
2.618 |
64.58 |
|
4.250 |
60.90 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
71.66 |
72.44 |
| PP |
71.64 |
72.18 |
| S1 |
71.63 |
71.93 |
|