NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
82.96 |
84.19 |
1.23 |
1.5% |
91.34 |
High |
85.14 |
84.58 |
-0.56 |
-0.7% |
92.75 |
Low |
82.75 |
82.82 |
0.07 |
0.1% |
81.06 |
Close |
83.92 |
84.07 |
0.15 |
0.2% |
81.98 |
Range |
2.39 |
1.76 |
-0.63 |
-26.4% |
11.69 |
ATR |
2.18 |
2.15 |
-0.03 |
-1.4% |
0.00 |
Volume |
19,726 |
15,626 |
-4,100 |
-20.8% |
96,891 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.10 |
88.35 |
85.04 |
|
R3 |
87.34 |
86.59 |
84.55 |
|
R2 |
85.58 |
85.58 |
84.39 |
|
R1 |
84.83 |
84.83 |
84.23 |
84.33 |
PP |
83.82 |
83.82 |
83.82 |
83.57 |
S1 |
83.07 |
83.07 |
83.91 |
82.57 |
S2 |
82.06 |
82.06 |
83.75 |
|
S3 |
80.30 |
81.31 |
83.59 |
|
S4 |
78.54 |
79.55 |
83.10 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.33 |
112.85 |
88.41 |
|
R3 |
108.64 |
101.16 |
85.19 |
|
R2 |
96.95 |
96.95 |
84.12 |
|
R1 |
89.47 |
89.47 |
83.05 |
87.37 |
PP |
85.26 |
85.26 |
85.26 |
84.21 |
S1 |
77.78 |
77.78 |
80.91 |
75.68 |
S2 |
73.57 |
73.57 |
79.84 |
|
S3 |
61.88 |
66.09 |
78.77 |
|
S4 |
50.19 |
54.40 |
75.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.80 |
81.06 |
7.74 |
9.2% |
3.12 |
3.7% |
39% |
False |
False |
20,716 |
10 |
92.75 |
81.06 |
11.69 |
13.9% |
2.56 |
3.0% |
26% |
False |
False |
18,341 |
20 |
92.75 |
81.06 |
11.69 |
13.9% |
2.01 |
2.4% |
26% |
False |
False |
16,806 |
40 |
92.75 |
80.82 |
11.93 |
14.2% |
1.59 |
1.9% |
27% |
False |
False |
12,507 |
60 |
92.75 |
78.78 |
13.97 |
16.6% |
1.54 |
1.8% |
38% |
False |
False |
9,776 |
80 |
92.75 |
73.17 |
19.58 |
23.3% |
1.48 |
1.8% |
56% |
False |
False |
8,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.06 |
2.618 |
89.19 |
1.618 |
87.43 |
1.000 |
86.34 |
0.618 |
85.67 |
HIGH |
84.58 |
0.618 |
83.91 |
0.500 |
83.70 |
0.382 |
83.49 |
LOW |
82.82 |
0.618 |
81.73 |
1.000 |
81.06 |
1.618 |
79.97 |
2.618 |
78.21 |
4.250 |
75.34 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
83.95 |
83.75 |
PP |
83.82 |
83.42 |
S1 |
83.70 |
83.10 |
|