NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
75.63 |
73.87 |
-1.76 |
-2.3% |
79.34 |
High |
75.94 |
75.34 |
-0.60 |
-0.8% |
82.08 |
Low |
72.77 |
72.17 |
-0.60 |
-0.8% |
75.06 |
Close |
73.22 |
72.70 |
-0.52 |
-0.7% |
75.43 |
Range |
3.17 |
3.17 |
0.00 |
0.0% |
7.02 |
ATR |
2.56 |
2.60 |
0.04 |
1.7% |
0.00 |
Volume |
249,080 |
265,540 |
16,460 |
6.6% |
1,259,422 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.91 |
80.98 |
74.44 |
|
R3 |
79.74 |
77.81 |
73.57 |
|
R2 |
76.57 |
76.57 |
73.28 |
|
R1 |
74.64 |
74.64 |
72.99 |
74.02 |
PP |
73.40 |
73.40 |
73.40 |
73.10 |
S1 |
71.47 |
71.47 |
72.41 |
70.85 |
S2 |
70.23 |
70.23 |
72.12 |
|
S3 |
67.06 |
68.30 |
71.83 |
|
S4 |
63.89 |
65.13 |
70.96 |
|
|
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 |
80.97 |
72.17 |
8.80 |
12.1% |
2.81 |
3.9% |
6% |
False |
True |
272,477 |
10 |
86.01 |
72.17 |
13.84 |
19.0% |
3.18 |
4.4% |
4% |
False |
True |
238,775 |
20 |
89.77 |
72.17 |
17.60 |
24.2% |
2.62 |
3.6% |
3% |
False |
True |
196,038 |
40 |
89.77 |
72.17 |
17.60 |
24.2% |
2.11 |
2.9% |
3% |
False |
True |
133,068 |
60 |
89.77 |
72.17 |
17.60 |
24.2% |
2.04 |
2.8% |
3% |
False |
True |
95,185 |
80 |
89.77 |
71.64 |
18.13 |
24.9% |
2.06 |
2.8% |
6% |
False |
False |
73,918 |
100 |
89.77 |
71.64 |
18.13 |
24.9% |
1.96 |
2.7% |
6% |
False |
False |
60,110 |
120 |
89.77 |
71.64 |
18.13 |
24.9% |
1.92 |
2.6% |
6% |
False |
False |
50,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.81 |
2.618 |
83.64 |
1.618 |
80.47 |
1.000 |
78.51 |
0.618 |
77.30 |
HIGH |
75.34 |
0.618 |
74.13 |
0.500 |
73.76 |
0.382 |
73.38 |
LOW |
72.17 |
0.618 |
70.21 |
1.000 |
69.00 |
1.618 |
67.04 |
2.618 |
63.87 |
4.250 |
58.70 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
73.76 |
75.48 |
PP |
73.40 |
74.55 |
S1 |
73.05 |
73.63 |
|