NYMEX Light Sweet Crude Oil Future July 2010
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 |
80.14 |
78.62 |
-1.52 |
-1.9% |
79.34 |
High |
80.59 |
78.78 |
-1.81 |
-2.2% |
82.08 |
Low |
78.51 |
75.06 |
-3.45 |
-4.4% |
75.06 |
Close |
78.99 |
75.43 |
-3.56 |
-4.5% |
75.43 |
Range |
2.08 |
3.72 |
1.64 |
78.8% |
7.02 |
ATR |
2.40 |
2.51 |
0.11 |
4.6% |
0.00 |
Volume |
293,788 |
335,848 |
42,060 |
14.3% |
1,259,422 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.58 |
85.23 |
77.48 |
|
R3 |
83.86 |
81.51 |
76.45 |
|
R2 |
80.14 |
80.14 |
76.11 |
|
R1 |
77.79 |
77.79 |
75.77 |
77.11 |
PP |
76.42 |
76.42 |
76.42 |
76.08 |
S1 |
74.07 |
74.07 |
75.09 |
73.39 |
S2 |
72.70 |
72.70 |
74.75 |
|
S3 |
68.98 |
70.35 |
74.41 |
|
S4 |
65.26 |
66.63 |
73.38 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.58 |
94.03 |
79.29 |
|
R3 |
91.56 |
87.01 |
77.36 |
|
R2 |
84.54 |
84.54 |
76.72 |
|
R1 |
79.99 |
79.99 |
76.07 |
78.76 |
PP |
77.52 |
77.52 |
77.52 |
76.91 |
S1 |
72.97 |
72.97 |
74.79 |
71.74 |
S2 |
70.50 |
70.50 |
74.14 |
|
S3 |
63.48 |
65.95 |
73.50 |
|
S4 |
56.46 |
58.93 |
71.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.08 |
75.06 |
7.02 |
9.3% |
2.55 |
3.4% |
5% |
False |
True |
251,884 |
10 |
89.77 |
75.06 |
14.71 |
19.5% |
3.08 |
4.1% |
3% |
False |
True |
221,113 |
20 |
89.77 |
75.06 |
14.71 |
19.5% |
2.48 |
3.3% |
3% |
False |
True |
180,691 |
40 |
89.77 |
75.06 |
14.71 |
19.5% |
2.08 |
2.8% |
3% |
False |
True |
121,687 |
60 |
89.77 |
75.06 |
14.71 |
19.5% |
1.98 |
2.6% |
3% |
False |
True |
86,933 |
80 |
89.77 |
71.64 |
18.13 |
24.0% |
2.04 |
2.7% |
21% |
False |
False |
67,636 |
100 |
89.77 |
71.64 |
18.13 |
24.0% |
1.93 |
2.6% |
21% |
False |
False |
55,031 |
120 |
89.77 |
71.64 |
18.13 |
24.0% |
1.89 |
2.5% |
21% |
False |
False |
46,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.59 |
2.618 |
88.52 |
1.618 |
84.80 |
1.000 |
82.50 |
0.618 |
81.08 |
HIGH |
78.78 |
0.618 |
77.36 |
0.500 |
76.92 |
0.382 |
76.48 |
LOW |
75.06 |
0.618 |
72.76 |
1.000 |
71.34 |
1.618 |
69.04 |
2.618 |
65.32 |
4.250 |
59.25 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
76.92 |
78.02 |
PP |
76.42 |
77.15 |
S1 |
75.93 |
76.29 |
|