NYMEX Light Sweet Crude Oil Future July 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 |
80.81 |
79.85 |
-0.96 |
-1.2% |
88.51 |
| High |
81.24 |
80.97 |
-0.27 |
-0.3% |
89.77 |
| Low |
79.10 |
79.05 |
-0.05 |
-0.1% |
77.74 |
| Close |
80.22 |
80.15 |
-0.07 |
-0.1% |
78.51 |
| Range |
2.14 |
1.92 |
-0.22 |
-10.3% |
12.03 |
| ATR |
2.46 |
2.43 |
-0.04 |
-1.6% |
0.00 |
| Volume |
189,964 |
218,129 |
28,165 |
14.8% |
951,714 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.82 |
84.90 |
81.21 |
|
| R3 |
83.90 |
82.98 |
80.68 |
|
| R2 |
81.98 |
81.98 |
80.50 |
|
| R1 |
81.06 |
81.06 |
80.33 |
81.52 |
| PP |
80.06 |
80.06 |
80.06 |
80.29 |
| S1 |
79.14 |
79.14 |
79.97 |
79.60 |
| S2 |
78.14 |
78.14 |
79.80 |
|
| S3 |
76.22 |
77.22 |
79.62 |
|
| S4 |
74.30 |
75.30 |
79.09 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.10 |
110.33 |
85.13 |
|
| R3 |
106.07 |
98.30 |
81.82 |
|
| R2 |
94.04 |
94.04 |
80.72 |
|
| R1 |
86.27 |
86.27 |
79.61 |
84.14 |
| PP |
82.01 |
82.01 |
82.01 |
80.94 |
| S1 |
74.24 |
74.24 |
77.41 |
72.11 |
| S2 |
69.98 |
69.98 |
76.30 |
|
| S3 |
57.95 |
62.21 |
75.20 |
|
| S4 |
45.92 |
50.18 |
71.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.36 |
77.74 |
5.62 |
7.0% |
3.19 |
4.0% |
43% |
False |
False |
207,728 |
| 10 |
89.77 |
77.74 |
12.03 |
15.0% |
2.87 |
3.6% |
20% |
False |
False |
192,608 |
| 20 |
89.77 |
77.74 |
12.03 |
15.0% |
2.37 |
3.0% |
20% |
False |
False |
162,127 |
| 40 |
89.77 |
77.74 |
12.03 |
15.0% |
1.99 |
2.5% |
20% |
False |
False |
107,127 |
| 60 |
89.77 |
77.74 |
12.03 |
15.0% |
1.94 |
2.4% |
20% |
False |
False |
76,672 |
| 80 |
89.77 |
71.64 |
18.13 |
22.6% |
2.01 |
2.5% |
47% |
False |
False |
59,949 |
| 100 |
89.77 |
71.64 |
18.13 |
22.6% |
1.91 |
2.4% |
47% |
False |
False |
48,811 |
| 120 |
89.77 |
71.64 |
18.13 |
22.6% |
1.86 |
2.3% |
47% |
False |
False |
41,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.13 |
|
2.618 |
86.00 |
|
1.618 |
84.08 |
|
1.000 |
82.89 |
|
0.618 |
82.16 |
|
HIGH |
80.97 |
|
0.618 |
80.24 |
|
0.500 |
80.01 |
|
0.382 |
79.78 |
|
LOW |
79.05 |
|
0.618 |
77.86 |
|
1.000 |
77.13 |
|
1.618 |
75.94 |
|
2.618 |
74.02 |
|
4.250 |
70.89 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.10 |
80.57 |
| PP |
80.06 |
80.43 |
| S1 |
80.01 |
80.29 |
|