NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
77.10 |
74.92 |
-2.18 |
-2.8% |
84.28 |
| High |
77.42 |
77.13 |
-0.29 |
-0.4% |
86.81 |
| Low |
75.75 |
73.41 |
-2.34 |
-3.1% |
81.22 |
| Close |
76.83 |
74.92 |
-1.91 |
-2.5% |
81.43 |
| Range |
1.67 |
3.72 |
2.05 |
122.8% |
5.59 |
| ATR |
1.99 |
2.11 |
0.12 |
6.2% |
0.00 |
| Volume |
6,118 |
4,446 |
-1,672 |
-27.3% |
25,819 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.31 |
84.34 |
76.97 |
|
| R3 |
82.59 |
80.62 |
75.94 |
|
| R2 |
78.87 |
78.87 |
75.60 |
|
| R1 |
76.90 |
76.90 |
75.26 |
76.78 |
| PP |
75.15 |
75.15 |
75.15 |
75.10 |
| S1 |
73.18 |
73.18 |
74.58 |
73.06 |
| S2 |
71.43 |
71.43 |
74.24 |
|
| S3 |
67.71 |
69.46 |
73.90 |
|
| S4 |
63.99 |
65.74 |
72.87 |
|
|
| 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 |
92.94 |
|
2.618 |
86.87 |
|
1.618 |
83.15 |
|
1.000 |
80.85 |
|
0.618 |
79.43 |
|
HIGH |
77.13 |
|
0.618 |
75.71 |
|
0.500 |
75.27 |
|
0.382 |
74.83 |
|
LOW |
73.41 |
|
0.618 |
71.11 |
|
1.000 |
69.69 |
|
1.618 |
67.39 |
|
2.618 |
63.67 |
|
4.250 |
57.60 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.27 |
76.58 |
| PP |
75.15 |
76.02 |
| S1 |
75.04 |
75.47 |
|