NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
75.89 |
75.47 |
-0.42 |
-0.6% |
86.20 |
| High |
77.00 |
76.45 |
-0.55 |
-0.7% |
87.15 |
| Low |
74.75 |
73.62 |
-1.13 |
-1.5% |
74.51 |
| Close |
75.65 |
74.40 |
-1.25 |
-1.7% |
75.11 |
| Range |
2.25 |
2.83 |
0.58 |
25.8% |
12.64 |
| ATR |
2.57 |
2.58 |
0.02 |
0.7% |
0.00 |
| Volume |
441,537 |
475,847 |
34,310 |
7.8% |
2,331,588 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.31 |
81.69 |
75.96 |
|
| R3 |
80.48 |
78.86 |
75.18 |
|
| R2 |
77.65 |
77.65 |
74.92 |
|
| R1 |
76.03 |
76.03 |
74.66 |
75.43 |
| PP |
74.82 |
74.82 |
74.82 |
74.52 |
| S1 |
73.20 |
73.20 |
74.14 |
72.60 |
| S2 |
71.99 |
71.99 |
73.88 |
|
| S3 |
69.16 |
70.37 |
73.62 |
|
| S4 |
66.33 |
67.54 |
72.84 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.84 |
108.62 |
82.06 |
|
| R3 |
104.20 |
95.98 |
78.59 |
|
| R2 |
91.56 |
91.56 |
77.43 |
|
| R1 |
83.34 |
83.34 |
76.27 |
81.13 |
| PP |
78.92 |
78.92 |
78.92 |
77.82 |
| S1 |
70.70 |
70.70 |
73.95 |
68.49 |
| S2 |
66.28 |
66.28 |
72.79 |
|
| S3 |
53.64 |
58.06 |
71.63 |
|
| S4 |
41.00 |
45.42 |
68.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.51 |
73.62 |
4.89 |
6.6% |
2.76 |
3.7% |
16% |
False |
True |
514,217 |
| 10 |
87.15 |
73.62 |
13.53 |
18.2% |
3.01 |
4.0% |
6% |
False |
True |
469,135 |
| 20 |
87.15 |
73.62 |
13.53 |
18.2% |
2.61 |
3.5% |
6% |
False |
True |
419,906 |
| 40 |
87.59 |
73.62 |
13.97 |
18.8% |
2.15 |
2.9% |
6% |
False |
True |
279,935 |
| 60 |
87.59 |
73.62 |
13.97 |
18.8% |
2.10 |
2.8% |
6% |
False |
True |
204,468 |
| 80 |
87.59 |
70.75 |
16.84 |
22.6% |
2.17 |
2.9% |
22% |
False |
False |
163,085 |
| 100 |
87.59 |
70.75 |
16.84 |
22.6% |
2.06 |
2.8% |
22% |
False |
False |
134,928 |
| 120 |
87.59 |
70.75 |
16.84 |
22.6% |
2.07 |
2.8% |
22% |
False |
False |
116,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.48 |
|
2.618 |
83.86 |
|
1.618 |
81.03 |
|
1.000 |
79.28 |
|
0.618 |
78.20 |
|
HIGH |
76.45 |
|
0.618 |
75.37 |
|
0.500 |
75.04 |
|
0.382 |
74.70 |
|
LOW |
73.62 |
|
0.618 |
71.87 |
|
1.000 |
70.79 |
|
1.618 |
69.04 |
|
2.618 |
66.21 |
|
4.250 |
61.59 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.04 |
75.65 |
| PP |
74.82 |
75.23 |
| S1 |
74.61 |
74.82 |
|