NYMEX Light Sweet Crude Oil Future October 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 |
79.80 |
76.87 |
-2.93 |
-3.7% |
82.96 |
| High |
83.31 |
80.03 |
-3.28 |
-3.9% |
85.35 |
| Low |
79.54 |
76.69 |
-2.85 |
-3.6% |
79.54 |
| Close |
79.80 |
76.90 |
-2.90 |
-3.6% |
79.80 |
| Range |
3.77 |
3.34 |
-0.43 |
-11.4% |
5.81 |
| ATR |
2.24 |
2.32 |
0.08 |
3.5% |
0.00 |
| Volume |
21,294 |
21,055 |
-239 |
-1.1% |
91,560 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.89 |
85.74 |
78.74 |
|
| R3 |
84.55 |
82.40 |
77.82 |
|
| R2 |
81.21 |
81.21 |
77.51 |
|
| R1 |
79.06 |
79.06 |
77.21 |
80.14 |
| PP |
77.87 |
77.87 |
77.87 |
78.41 |
| S1 |
75.72 |
75.72 |
76.59 |
76.80 |
| S2 |
74.53 |
74.53 |
76.29 |
|
| S3 |
71.19 |
72.38 |
75.98 |
|
| S4 |
67.85 |
69.04 |
75.06 |
|
|
| 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 |
76.69 |
8.66 |
11.3% |
2.49 |
3.2% |
2% |
False |
True |
18,577 |
| 10 |
92.33 |
76.69 |
15.64 |
20.3% |
3.00 |
3.9% |
1% |
False |
True |
19,346 |
| 20 |
92.75 |
76.69 |
16.06 |
20.9% |
2.24 |
2.9% |
1% |
False |
True |
16,945 |
| 40 |
92.75 |
76.69 |
16.06 |
20.9% |
1.78 |
2.3% |
1% |
False |
True |
13,960 |
| 60 |
92.75 |
76.69 |
16.06 |
20.9% |
1.62 |
2.1% |
1% |
False |
True |
10,865 |
| 80 |
92.75 |
73.17 |
19.58 |
25.5% |
1.54 |
2.0% |
19% |
False |
False |
9,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.23 |
|
2.618 |
88.77 |
|
1.618 |
85.43 |
|
1.000 |
83.37 |
|
0.618 |
82.09 |
|
HIGH |
80.03 |
|
0.618 |
78.75 |
|
0.500 |
78.36 |
|
0.382 |
77.97 |
|
LOW |
76.69 |
|
0.618 |
74.63 |
|
1.000 |
73.35 |
|
1.618 |
71.29 |
|
2.618 |
67.95 |
|
4.250 |
62.50 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.36 |
81.02 |
| PP |
77.87 |
79.65 |
| S1 |
77.39 |
78.27 |
|