NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
73.48 |
73.55 |
0.07 |
0.1% |
76.87 |
| High |
75.79 |
74.56 |
-1.23 |
-1.6% |
80.03 |
| Low |
71.99 |
72.32 |
0.33 |
0.5% |
71.99 |
| Close |
73.48 |
73.55 |
0.07 |
0.1% |
73.55 |
| Range |
3.80 |
2.24 |
-1.56 |
-41.1% |
8.04 |
| ATR |
2.42 |
2.41 |
-0.01 |
-0.5% |
0.00 |
| Volume |
19,369 |
23,667 |
4,298 |
22.2% |
98,931 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.20 |
79.11 |
74.78 |
|
| R3 |
77.96 |
76.87 |
74.17 |
|
| R2 |
75.72 |
75.72 |
73.96 |
|
| R1 |
74.63 |
74.63 |
73.76 |
74.67 |
| PP |
73.48 |
73.48 |
73.48 |
73.50 |
| S1 |
72.39 |
72.39 |
73.34 |
72.43 |
| S2 |
71.24 |
71.24 |
73.14 |
|
| S3 |
69.00 |
70.15 |
72.93 |
|
| S4 |
66.76 |
67.91 |
72.32 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.31 |
94.47 |
77.97 |
|
| R3 |
91.27 |
86.43 |
75.76 |
|
| R2 |
83.23 |
83.23 |
75.02 |
|
| R1 |
78.39 |
78.39 |
74.29 |
76.79 |
| PP |
75.19 |
75.19 |
75.19 |
74.39 |
| S1 |
70.35 |
70.35 |
72.81 |
68.75 |
| S2 |
67.15 |
67.15 |
72.08 |
|
| S3 |
59.11 |
62.31 |
71.34 |
|
| S4 |
51.07 |
54.27 |
69.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.03 |
71.99 |
8.04 |
10.9% |
2.78 |
3.8% |
19% |
False |
False |
19,786 |
| 10 |
85.35 |
71.99 |
13.36 |
18.2% |
2.54 |
3.4% |
12% |
False |
False |
19,049 |
| 20 |
92.75 |
71.99 |
20.76 |
28.2% |
2.48 |
3.4% |
8% |
False |
False |
18,213 |
| 40 |
92.75 |
71.99 |
20.76 |
28.2% |
1.90 |
2.6% |
8% |
False |
False |
15,517 |
| 60 |
92.75 |
71.99 |
20.76 |
28.2% |
1.69 |
2.3% |
8% |
False |
False |
11,898 |
| 80 |
92.75 |
71.99 |
20.76 |
28.2% |
1.63 |
2.2% |
8% |
False |
False |
9,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.08 |
|
2.618 |
80.42 |
|
1.618 |
78.18 |
|
1.000 |
76.80 |
|
0.618 |
75.94 |
|
HIGH |
74.56 |
|
0.618 |
73.70 |
|
0.500 |
73.44 |
|
0.382 |
73.18 |
|
LOW |
72.32 |
|
0.618 |
70.94 |
|
1.000 |
70.08 |
|
1.618 |
68.70 |
|
2.618 |
66.46 |
|
4.250 |
62.80 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.51 |
74.03 |
| PP |
73.48 |
73.87 |
| S1 |
73.44 |
73.71 |
|