NYMEX Light Sweet Crude Oil Future October 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 |
77.39 |
75.41 |
-1.98 |
-2.6% |
82.96 |
| High |
78.38 |
76.06 |
-2.32 |
-3.0% |
85.35 |
| Low |
75.75 |
74.19 |
-1.56 |
-2.1% |
79.54 |
| Close |
76.18 |
75.39 |
-0.79 |
-1.0% |
79.80 |
| Range |
2.63 |
1.87 |
-0.76 |
-28.9% |
5.81 |
| ATR |
2.34 |
2.32 |
-0.03 |
-1.1% |
0.00 |
| Volume |
20,729 |
14,111 |
-6,618 |
-31.9% |
91,560 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.82 |
79.98 |
76.42 |
|
| R3 |
78.95 |
78.11 |
75.90 |
|
| R2 |
77.08 |
77.08 |
75.73 |
|
| R1 |
76.24 |
76.24 |
75.56 |
75.73 |
| PP |
75.21 |
75.21 |
75.21 |
74.96 |
| S1 |
74.37 |
74.37 |
75.22 |
73.86 |
| S2 |
73.34 |
73.34 |
75.05 |
|
| S3 |
71.47 |
72.50 |
74.88 |
|
| S4 |
69.60 |
70.63 |
74.36 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.99 |
95.21 |
83.00 |
|
| R3 |
93.18 |
89.40 |
81.40 |
|
| R2 |
87.37 |
87.37 |
80.87 |
|
| R1 |
83.59 |
83.59 |
80.33 |
82.58 |
| PP |
81.56 |
81.56 |
81.56 |
81.06 |
| S1 |
77.78 |
77.78 |
79.27 |
76.77 |
| S2 |
75.75 |
75.75 |
78.73 |
|
| S3 |
69.94 |
71.97 |
78.20 |
|
| S4 |
64.13 |
66.16 |
76.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.35 |
74.19 |
11.16 |
14.8% |
2.75 |
3.7% |
11% |
False |
True |
18,847 |
| 10 |
86.37 |
74.19 |
12.18 |
16.2% |
2.74 |
3.6% |
10% |
False |
True |
19,367 |
| 20 |
92.75 |
74.19 |
18.56 |
24.6% |
2.36 |
3.1% |
6% |
False |
True |
17,628 |
| 40 |
92.75 |
74.19 |
18.56 |
24.6% |
1.80 |
2.4% |
6% |
False |
True |
14,593 |
| 60 |
92.75 |
74.19 |
18.56 |
24.6% |
1.66 |
2.2% |
6% |
False |
True |
11,271 |
| 80 |
92.75 |
73.17 |
19.58 |
26.0% |
1.59 |
2.1% |
11% |
False |
False |
9,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.01 |
|
2.618 |
80.96 |
|
1.618 |
79.09 |
|
1.000 |
77.93 |
|
0.618 |
77.22 |
|
HIGH |
76.06 |
|
0.618 |
75.35 |
|
0.500 |
75.13 |
|
0.382 |
74.90 |
|
LOW |
74.19 |
|
0.618 |
73.03 |
|
1.000 |
72.32 |
|
1.618 |
71.16 |
|
2.618 |
69.29 |
|
4.250 |
66.24 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.30 |
77.11 |
| PP |
75.21 |
76.54 |
| S1 |
75.13 |
75.96 |
|