NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
82.46 |
83.17 |
0.71 |
0.9% |
90.87 |
| High |
83.56 |
84.41 |
0.85 |
1.0% |
92.21 |
| Low |
80.43 |
82.20 |
1.77 |
2.2% |
80.36 |
| Close |
81.22 |
83.17 |
1.95 |
2.4% |
81.22 |
| Range |
3.13 |
2.21 |
-0.92 |
-29.4% |
11.85 |
| ATR |
2.24 |
2.31 |
0.07 |
3.0% |
0.00 |
| Volume |
49,521 |
38,374 |
-11,147 |
-22.5% |
209,996 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.89 |
88.74 |
84.39 |
|
| R3 |
87.68 |
86.53 |
83.78 |
|
| R2 |
85.47 |
85.47 |
83.58 |
|
| R1 |
84.32 |
84.32 |
83.37 |
84.28 |
| PP |
83.26 |
83.26 |
83.26 |
83.24 |
| S1 |
82.11 |
82.11 |
82.97 |
82.07 |
| S2 |
81.05 |
81.05 |
82.76 |
|
| S3 |
78.84 |
79.90 |
82.56 |
|
| S4 |
76.63 |
77.69 |
81.95 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.15 |
112.53 |
87.74 |
|
| R3 |
108.30 |
100.68 |
84.48 |
|
| R2 |
96.45 |
96.45 |
83.39 |
|
| R1 |
88.83 |
88.83 |
82.31 |
86.72 |
| PP |
84.60 |
84.60 |
84.60 |
83.54 |
| S1 |
76.98 |
76.98 |
80.13 |
74.87 |
| S2 |
72.75 |
72.75 |
79.05 |
|
| S3 |
60.90 |
65.13 |
77.96 |
|
| S4 |
49.05 |
53.28 |
74.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.73 |
80.36 |
11.37 |
13.7% |
3.62 |
4.3% |
25% |
False |
False |
42,497 |
| 10 |
92.21 |
80.36 |
11.85 |
14.2% |
2.69 |
3.2% |
24% |
False |
False |
42,080 |
| 20 |
92.21 |
80.36 |
11.85 |
14.2% |
2.13 |
2.6% |
24% |
False |
False |
38,968 |
| 40 |
92.21 |
80.36 |
11.85 |
14.2% |
1.80 |
2.2% |
24% |
False |
False |
26,576 |
| 60 |
92.21 |
75.78 |
16.43 |
19.8% |
1.77 |
2.1% |
45% |
False |
False |
20,212 |
| 80 |
92.21 |
72.43 |
19.78 |
23.8% |
1.73 |
2.1% |
54% |
False |
False |
16,455 |
| 100 |
92.21 |
72.43 |
19.78 |
23.8% |
1.57 |
1.9% |
54% |
False |
False |
13,665 |
| 120 |
92.21 |
72.43 |
19.78 |
23.8% |
1.50 |
1.8% |
54% |
False |
False |
11,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.80 |
|
2.618 |
90.20 |
|
1.618 |
87.99 |
|
1.000 |
86.62 |
|
0.618 |
85.78 |
|
HIGH |
84.41 |
|
0.618 |
83.57 |
|
0.500 |
83.31 |
|
0.382 |
83.04 |
|
LOW |
82.20 |
|
0.618 |
80.83 |
|
1.000 |
79.99 |
|
1.618 |
78.62 |
|
2.618 |
76.41 |
|
4.250 |
72.81 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.31 |
83.13 |
| PP |
83.26 |
83.09 |
| S1 |
83.22 |
83.06 |
|