NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
85.23 |
81.43 |
-3.80 |
-4.5% |
84.28 |
| High |
86.81 |
83.75 |
-3.06 |
-3.5% |
86.81 |
| Low |
84.85 |
81.22 |
-3.63 |
-4.3% |
81.22 |
| Close |
85.23 |
81.43 |
-3.80 |
-4.5% |
81.43 |
| Range |
1.96 |
2.53 |
0.57 |
29.1% |
5.59 |
| ATR |
1.75 |
1.91 |
0.16 |
9.2% |
0.00 |
| Volume |
5,071 |
4,645 |
-426 |
-8.4% |
25,819 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.72 |
88.11 |
82.82 |
|
| R3 |
87.19 |
85.58 |
82.13 |
|
| R2 |
84.66 |
84.66 |
81.89 |
|
| R1 |
83.05 |
83.05 |
81.66 |
82.70 |
| PP |
82.13 |
82.13 |
82.13 |
81.96 |
| S1 |
80.52 |
80.52 |
81.20 |
80.17 |
| S2 |
79.60 |
79.60 |
80.97 |
|
| S3 |
77.07 |
77.99 |
80.73 |
|
| S4 |
74.54 |
75.46 |
80.04 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.92 |
96.27 |
84.50 |
|
| R3 |
94.33 |
90.68 |
82.97 |
|
| R2 |
88.74 |
88.74 |
82.45 |
|
| R1 |
85.09 |
85.09 |
81.94 |
84.12 |
| PP |
83.15 |
83.15 |
83.15 |
82.67 |
| S1 |
79.50 |
79.50 |
80.92 |
78.53 |
| S2 |
77.56 |
77.56 |
80.41 |
|
| S3 |
71.97 |
73.91 |
79.89 |
|
| S4 |
66.38 |
68.32 |
78.36 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.50 |
|
2.618 |
90.37 |
|
1.618 |
87.84 |
|
1.000 |
86.28 |
|
0.618 |
85.31 |
|
HIGH |
83.75 |
|
0.618 |
82.78 |
|
0.500 |
82.49 |
|
0.382 |
82.19 |
|
LOW |
81.22 |
|
0.618 |
79.66 |
|
1.000 |
78.69 |
|
1.618 |
77.13 |
|
2.618 |
74.60 |
|
4.250 |
70.47 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.49 |
84.02 |
| PP |
82.13 |
83.15 |
| S1 |
81.78 |
82.29 |
|