NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
81.17 |
77.81 |
-3.36 |
-4.1% |
81.40 |
| High |
81.30 |
78.03 |
-3.27 |
-4.0% |
83.67 |
| Low |
77.31 |
74.81 |
-2.50 |
-3.2% |
77.31 |
| Close |
77.67 |
75.06 |
-2.61 |
-3.4% |
77.67 |
| Range |
3.99 |
3.22 |
-0.77 |
-19.3% |
6.36 |
| ATR |
2.45 |
2.51 |
0.05 |
2.2% |
0.00 |
| Volume |
117,949 |
91,907 |
-26,042 |
-22.1% |
414,986 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.63 |
83.56 |
76.83 |
|
| R3 |
82.41 |
80.34 |
75.95 |
|
| R2 |
79.19 |
79.19 |
75.65 |
|
| R1 |
77.12 |
77.12 |
75.36 |
76.55 |
| PP |
75.97 |
75.97 |
75.97 |
75.68 |
| S1 |
73.90 |
73.90 |
74.76 |
73.33 |
| S2 |
72.75 |
72.75 |
74.47 |
|
| S3 |
69.53 |
70.68 |
74.17 |
|
| S4 |
66.31 |
67.46 |
73.29 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.63 |
94.51 |
81.17 |
|
| R3 |
92.27 |
88.15 |
79.42 |
|
| R2 |
85.91 |
85.91 |
78.84 |
|
| R1 |
81.79 |
81.79 |
78.25 |
80.67 |
| PP |
79.55 |
79.55 |
79.55 |
78.99 |
| S1 |
75.43 |
75.43 |
77.09 |
74.31 |
| S2 |
73.19 |
73.19 |
76.50 |
|
| S3 |
66.83 |
69.07 |
75.92 |
|
| S4 |
60.47 |
62.71 |
74.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.26 |
74.81 |
8.45 |
11.3% |
2.66 |
3.5% |
3% |
False |
True |
88,520 |
| 10 |
90.90 |
74.81 |
16.09 |
21.4% |
3.21 |
4.3% |
2% |
False |
True |
79,554 |
| 20 |
91.38 |
74.81 |
16.57 |
22.1% |
2.46 |
3.3% |
2% |
False |
True |
71,571 |
| 40 |
91.38 |
74.81 |
16.57 |
22.1% |
2.02 |
2.7% |
2% |
False |
True |
50,065 |
| 60 |
91.38 |
74.81 |
16.57 |
22.1% |
1.89 |
2.5% |
2% |
False |
True |
36,661 |
| 80 |
91.38 |
72.04 |
19.34 |
25.8% |
1.90 |
2.5% |
16% |
False |
False |
28,920 |
| 100 |
91.38 |
72.04 |
19.34 |
25.8% |
1.73 |
2.3% |
16% |
False |
False |
23,596 |
| 120 |
91.38 |
72.04 |
19.34 |
25.8% |
1.60 |
2.1% |
16% |
False |
False |
20,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.72 |
|
2.618 |
86.46 |
|
1.618 |
83.24 |
|
1.000 |
81.25 |
|
0.618 |
80.02 |
|
HIGH |
78.03 |
|
0.618 |
76.80 |
|
0.500 |
76.42 |
|
0.382 |
76.04 |
|
LOW |
74.81 |
|
0.618 |
72.82 |
|
1.000 |
71.59 |
|
1.618 |
69.60 |
|
2.618 |
66.38 |
|
4.250 |
61.13 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.42 |
79.04 |
| PP |
75.97 |
77.71 |
| S1 |
75.51 |
76.39 |
|