NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
83.86 |
83.57 |
-0.29 |
-0.3% |
91.34 |
| High |
85.01 |
85.35 |
0.34 |
0.4% |
92.75 |
| Low |
83.59 |
83.20 |
-0.39 |
-0.5% |
81.06 |
| Close |
84.58 |
83.57 |
-1.01 |
-1.2% |
81.98 |
| Range |
1.42 |
2.15 |
0.73 |
51.4% |
11.69 |
| ATR |
2.10 |
2.10 |
0.00 |
0.2% |
0.00 |
| Volume |
17,864 |
17,050 |
-814 |
-4.6% |
96,891 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.49 |
89.18 |
84.75 |
|
| R3 |
88.34 |
87.03 |
84.16 |
|
| R2 |
86.19 |
86.19 |
83.96 |
|
| R1 |
84.88 |
84.88 |
83.77 |
84.65 |
| PP |
84.04 |
84.04 |
84.04 |
83.92 |
| S1 |
82.73 |
82.73 |
83.37 |
82.50 |
| S2 |
81.89 |
81.89 |
83.18 |
|
| S3 |
79.74 |
80.58 |
82.98 |
|
| S4 |
77.59 |
78.43 |
82.39 |
|
|
| 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 |
85.35 |
81.06 |
4.29 |
5.1% |
2.13 |
2.6% |
59% |
True |
False |
19,095 |
| 10 |
92.75 |
81.06 |
11.69 |
14.0% |
2.61 |
3.1% |
21% |
False |
False |
18,646 |
| 20 |
92.75 |
81.06 |
11.69 |
14.0% |
2.08 |
2.5% |
21% |
False |
False |
16,188 |
| 40 |
92.75 |
80.82 |
11.93 |
14.3% |
1.62 |
1.9% |
23% |
False |
False |
13,134 |
| 60 |
92.75 |
79.20 |
13.55 |
16.2% |
1.57 |
1.9% |
32% |
False |
False |
10,271 |
| 80 |
92.75 |
73.17 |
19.58 |
23.4% |
1.49 |
1.8% |
53% |
False |
False |
8,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.49 |
|
2.618 |
90.98 |
|
1.618 |
88.83 |
|
1.000 |
87.50 |
|
0.618 |
86.68 |
|
HIGH |
85.35 |
|
0.618 |
84.53 |
|
0.500 |
84.28 |
|
0.382 |
84.02 |
|
LOW |
83.20 |
|
0.618 |
81.87 |
|
1.000 |
81.05 |
|
1.618 |
79.72 |
|
2.618 |
77.57 |
|
4.250 |
74.06 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.28 |
84.09 |
| PP |
84.04 |
83.91 |
| S1 |
83.81 |
83.74 |
|