NYMEX Light Sweet Crude Oil Future September 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 |
78.97 |
76.73 |
-2.24 |
-2.8% |
83.17 |
| High |
79.19 |
77.84 |
-1.35 |
-1.7% |
84.50 |
| Low |
75.90 |
74.97 |
-0.93 |
-1.2% |
78.66 |
| Close |
76.17 |
75.48 |
-0.69 |
-0.9% |
78.98 |
| Range |
3.29 |
2.87 |
-0.42 |
-12.8% |
5.84 |
| ATR |
2.42 |
2.45 |
0.03 |
1.3% |
0.00 |
| Volume |
43,345 |
44,564 |
1,219 |
2.8% |
205,446 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.71 |
82.96 |
77.06 |
|
| R3 |
81.84 |
80.09 |
76.27 |
|
| R2 |
78.97 |
78.97 |
76.01 |
|
| R1 |
77.22 |
77.22 |
75.74 |
76.66 |
| PP |
76.10 |
76.10 |
76.10 |
75.82 |
| S1 |
74.35 |
74.35 |
75.22 |
73.79 |
| S2 |
73.23 |
73.23 |
74.95 |
|
| S3 |
70.36 |
71.48 |
74.69 |
|
| S4 |
67.49 |
68.61 |
73.90 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.23 |
94.45 |
82.19 |
|
| R3 |
92.39 |
88.61 |
80.59 |
|
| R2 |
86.55 |
86.55 |
80.05 |
|
| R1 |
82.77 |
82.77 |
79.52 |
81.74 |
| PP |
80.71 |
80.71 |
80.71 |
80.20 |
| S1 |
76.93 |
76.93 |
78.44 |
75.90 |
| S2 |
74.87 |
74.87 |
77.91 |
|
| S3 |
69.03 |
71.09 |
77.37 |
|
| S4 |
63.19 |
65.25 |
75.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.50 |
74.97 |
9.53 |
12.6% |
2.73 |
3.6% |
5% |
False |
True |
45,712 |
| 10 |
88.37 |
74.97 |
13.40 |
17.8% |
3.00 |
4.0% |
4% |
False |
True |
43,584 |
| 20 |
92.21 |
74.97 |
17.24 |
22.8% |
2.45 |
3.3% |
3% |
False |
True |
40,662 |
| 40 |
92.21 |
74.97 |
17.24 |
22.8% |
1.92 |
2.5% |
3% |
False |
True |
31,572 |
| 60 |
92.21 |
74.97 |
17.24 |
22.8% |
1.85 |
2.5% |
3% |
False |
True |
23,920 |
| 80 |
92.21 |
72.43 |
19.78 |
26.2% |
1.84 |
2.4% |
15% |
False |
False |
19,369 |
| 100 |
92.21 |
72.43 |
19.78 |
26.2% |
1.69 |
2.2% |
15% |
False |
False |
16,049 |
| 120 |
92.21 |
72.43 |
19.78 |
26.2% |
1.59 |
2.1% |
15% |
False |
False |
13,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.04 |
|
2.618 |
85.35 |
|
1.618 |
82.48 |
|
1.000 |
80.71 |
|
0.618 |
79.61 |
|
HIGH |
77.84 |
|
0.618 |
76.74 |
|
0.500 |
76.41 |
|
0.382 |
76.07 |
|
LOW |
74.97 |
|
0.618 |
73.20 |
|
1.000 |
72.10 |
|
1.618 |
70.33 |
|
2.618 |
67.46 |
|
4.250 |
62.77 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.41 |
78.74 |
| PP |
76.10 |
77.65 |
| S1 |
75.79 |
76.57 |
|