NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
85.30 |
84.88 |
-0.42 |
-0.5% |
91.85 |
| High |
86.03 |
86.17 |
0.14 |
0.2% |
93.55 |
| Low |
83.94 |
84.72 |
0.78 |
0.9% |
82.00 |
| Close |
85.29 |
85.82 |
0.53 |
0.6% |
83.11 |
| Range |
2.09 |
1.45 |
-0.64 |
-30.6% |
11.55 |
| ATR |
2.27 |
2.22 |
-0.06 |
-2.6% |
0.00 |
| Volume |
42,873 |
51,553 |
8,680 |
20.2% |
318,069 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.92 |
89.32 |
86.62 |
|
| R3 |
88.47 |
87.87 |
86.22 |
|
| R2 |
87.02 |
87.02 |
86.09 |
|
| R1 |
86.42 |
86.42 |
85.95 |
86.72 |
| PP |
85.57 |
85.57 |
85.57 |
85.72 |
| S1 |
84.97 |
84.97 |
85.69 |
85.27 |
| S2 |
84.12 |
84.12 |
85.55 |
|
| S3 |
82.67 |
83.52 |
85.42 |
|
| S4 |
81.22 |
82.07 |
85.02 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.87 |
113.54 |
89.46 |
|
| R3 |
109.32 |
101.99 |
86.29 |
|
| R2 |
97.77 |
97.77 |
85.23 |
|
| R1 |
90.44 |
90.44 |
84.17 |
88.33 |
| PP |
86.22 |
86.22 |
86.22 |
85.17 |
| S1 |
78.89 |
78.89 |
82.05 |
76.78 |
| S2 |
74.67 |
74.67 |
80.99 |
|
| S3 |
63.12 |
67.34 |
79.93 |
|
| S4 |
51.57 |
55.79 |
76.76 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.33 |
|
2.618 |
89.97 |
|
1.618 |
88.52 |
|
1.000 |
87.62 |
|
0.618 |
87.07 |
|
HIGH |
86.17 |
|
0.618 |
85.62 |
|
0.500 |
85.45 |
|
0.382 |
85.27 |
|
LOW |
84.72 |
|
0.618 |
83.82 |
|
1.000 |
83.27 |
|
1.618 |
82.37 |
|
2.618 |
80.92 |
|
4.250 |
78.56 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.70 |
85.56 |
| PP |
85.57 |
85.30 |
| S1 |
85.45 |
85.04 |
|