NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
79.10 |
77.10 |
-2.00 |
-2.5% |
84.28 |
| High |
79.74 |
77.42 |
-2.32 |
-2.9% |
86.81 |
| Low |
77.65 |
75.75 |
-1.90 |
-2.4% |
81.22 |
| Close |
77.69 |
76.83 |
-0.86 |
-1.1% |
81.43 |
| Range |
2.09 |
1.67 |
-0.42 |
-20.1% |
5.59 |
| ATR |
1.99 |
1.99 |
0.00 |
-0.2% |
0.00 |
| Volume |
4,743 |
6,118 |
1,375 |
29.0% |
25,819 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.68 |
80.92 |
77.75 |
|
| R3 |
80.01 |
79.25 |
77.29 |
|
| R2 |
78.34 |
78.34 |
77.14 |
|
| R1 |
77.58 |
77.58 |
76.98 |
77.13 |
| PP |
76.67 |
76.67 |
76.67 |
76.44 |
| S1 |
75.91 |
75.91 |
76.68 |
75.46 |
| S2 |
75.00 |
75.00 |
76.52 |
|
| S3 |
73.33 |
74.24 |
76.37 |
|
| S4 |
71.66 |
72.57 |
75.91 |
|
|
| 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 |
84.52 |
|
2.618 |
81.79 |
|
1.618 |
80.12 |
|
1.000 |
79.09 |
|
0.618 |
78.45 |
|
HIGH |
77.42 |
|
0.618 |
76.78 |
|
0.500 |
76.59 |
|
0.382 |
76.39 |
|
LOW |
75.75 |
|
0.618 |
74.72 |
|
1.000 |
74.08 |
|
1.618 |
73.05 |
|
2.618 |
71.38 |
|
4.250 |
68.65 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.75 |
78.39 |
| PP |
76.67 |
77.87 |
| S1 |
76.59 |
77.35 |
|