NYMEX Light Sweet Crude Oil Future October 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
76.87 |
77.39 |
0.52 |
0.7% |
82.96 |
High |
80.03 |
78.38 |
-1.65 |
-2.1% |
85.35 |
Low |
76.69 |
75.75 |
-0.94 |
-1.2% |
79.54 |
Close |
76.90 |
76.18 |
-0.72 |
-0.9% |
79.80 |
Range |
3.34 |
2.63 |
-0.71 |
-21.3% |
5.81 |
ATR |
2.32 |
2.34 |
0.02 |
1.0% |
0.00 |
Volume |
21,055 |
20,729 |
-326 |
-1.5% |
91,560 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.66 |
83.05 |
77.63 |
|
R3 |
82.03 |
80.42 |
76.90 |
|
R2 |
79.40 |
79.40 |
76.66 |
|
R1 |
77.79 |
77.79 |
76.42 |
77.28 |
PP |
76.77 |
76.77 |
76.77 |
76.52 |
S1 |
75.16 |
75.16 |
75.94 |
74.65 |
S2 |
74.14 |
74.14 |
75.70 |
|
S3 |
71.51 |
72.53 |
75.46 |
|
S4 |
68.88 |
69.90 |
74.73 |
|
|
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 |
75.75 |
9.60 |
12.6% |
2.66 |
3.5% |
4% |
False |
True |
19,598 |
10 |
88.80 |
75.75 |
13.05 |
17.1% |
2.89 |
3.8% |
3% |
False |
True |
20,157 |
20 |
92.75 |
75.75 |
17.00 |
22.3% |
2.33 |
3.1% |
3% |
False |
True |
17,471 |
40 |
92.75 |
75.75 |
17.00 |
22.3% |
1.78 |
2.3% |
3% |
False |
True |
14,304 |
60 |
92.75 |
75.75 |
17.00 |
22.3% |
1.65 |
2.2% |
3% |
False |
True |
11,109 |
80 |
92.75 |
73.17 |
19.58 |
25.7% |
1.56 |
2.1% |
15% |
False |
False |
9,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.56 |
2.618 |
85.27 |
1.618 |
82.64 |
1.000 |
81.01 |
0.618 |
80.01 |
HIGH |
78.38 |
0.618 |
77.38 |
0.500 |
77.07 |
0.382 |
76.75 |
LOW |
75.75 |
0.618 |
74.12 |
1.000 |
73.12 |
1.618 |
71.49 |
2.618 |
68.86 |
4.250 |
64.57 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
77.07 |
79.53 |
PP |
76.77 |
78.41 |
S1 |
76.48 |
77.30 |
|