NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
83.57 |
79.80 |
-3.77 |
-4.5% |
82.96 |
High |
85.35 |
83.31 |
-2.04 |
-2.4% |
85.35 |
Low |
83.20 |
79.54 |
-3.66 |
-4.4% |
79.54 |
Close |
83.57 |
79.80 |
-3.77 |
-4.5% |
79.80 |
Range |
2.15 |
3.77 |
1.62 |
75.3% |
5.81 |
ATR |
2.10 |
2.24 |
0.14 |
6.5% |
0.00 |
Volume |
17,050 |
21,294 |
4,244 |
24.9% |
91,560 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.19 |
89.77 |
81.87 |
|
R3 |
88.42 |
86.00 |
80.84 |
|
R2 |
84.65 |
84.65 |
80.49 |
|
R1 |
82.23 |
82.23 |
80.15 |
81.69 |
PP |
80.88 |
80.88 |
80.88 |
80.61 |
S1 |
78.46 |
78.46 |
79.45 |
77.92 |
S2 |
77.11 |
77.11 |
79.11 |
|
S3 |
73.34 |
74.69 |
78.76 |
|
S4 |
69.57 |
70.92 |
77.73 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.99 |
95.21 |
83.00 |
|
R3 |
93.18 |
89.40 |
81.40 |
|
R2 |
87.37 |
87.37 |
80.87 |
|
R1 |
83.59 |
83.59 |
80.33 |
82.58 |
PP |
81.56 |
81.56 |
81.56 |
81.06 |
S1 |
77.78 |
77.78 |
79.27 |
76.77 |
S2 |
75.75 |
75.75 |
78.73 |
|
S3 |
69.94 |
71.97 |
78.20 |
|
S4 |
64.13 |
66.16 |
76.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.35 |
79.54 |
5.81 |
7.3% |
2.30 |
2.9% |
4% |
False |
True |
18,312 |
10 |
92.75 |
79.54 |
13.21 |
16.6% |
2.87 |
3.6% |
2% |
False |
True |
18,845 |
20 |
92.75 |
79.54 |
13.21 |
16.6% |
2.17 |
2.7% |
2% |
False |
True |
16,636 |
40 |
92.75 |
79.54 |
13.21 |
16.6% |
1.72 |
2.2% |
2% |
False |
True |
13,518 |
60 |
92.75 |
79.20 |
13.55 |
17.0% |
1.59 |
2.0% |
4% |
False |
False |
10,560 |
80 |
92.75 |
73.17 |
19.58 |
24.5% |
1.51 |
1.9% |
34% |
False |
False |
8,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.33 |
2.618 |
93.18 |
1.618 |
89.41 |
1.000 |
87.08 |
0.618 |
85.64 |
HIGH |
83.31 |
0.618 |
81.87 |
0.500 |
81.43 |
0.382 |
80.98 |
LOW |
79.54 |
0.618 |
77.21 |
1.000 |
75.77 |
1.618 |
73.44 |
2.618 |
69.67 |
4.250 |
63.52 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
81.43 |
82.45 |
PP |
80.88 |
81.56 |
S1 |
80.34 |
80.68 |
|