NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
82.61 |
84.55 |
1.94 |
2.3% |
91.70 |
High |
84.35 |
85.71 |
1.36 |
1.6% |
93.14 |
Low |
81.83 |
83.55 |
1.72 |
2.1% |
81.83 |
Close |
82.61 |
84.55 |
1.94 |
2.3% |
82.61 |
Range |
2.52 |
2.16 |
-0.36 |
-14.3% |
11.31 |
ATR |
1.94 |
2.03 |
0.08 |
4.3% |
0.00 |
Volume |
24,439 |
18,080 |
-6,359 |
-26.0% |
78,643 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.08 |
89.98 |
85.74 |
|
R3 |
88.92 |
87.82 |
85.14 |
|
R2 |
86.76 |
86.76 |
84.95 |
|
R1 |
85.66 |
85.66 |
84.75 |
85.63 |
PP |
84.60 |
84.60 |
84.60 |
84.59 |
S1 |
83.50 |
83.50 |
84.35 |
83.47 |
S2 |
82.44 |
82.44 |
84.15 |
|
S3 |
80.28 |
81.34 |
83.96 |
|
S4 |
78.12 |
79.18 |
83.36 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.79 |
112.51 |
88.83 |
|
R3 |
108.48 |
101.20 |
85.72 |
|
R2 |
97.17 |
97.17 |
84.68 |
|
R1 |
89.89 |
89.89 |
83.65 |
87.88 |
PP |
85.86 |
85.86 |
85.86 |
84.85 |
S1 |
78.58 |
78.58 |
81.57 |
76.57 |
S2 |
74.55 |
74.55 |
80.54 |
|
S3 |
63.24 |
67.27 |
79.50 |
|
S4 |
51.93 |
55.96 |
76.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.17 |
81.83 |
10.34 |
12.2% |
3.16 |
3.7% |
26% |
False |
False |
17,290 |
10 |
93.14 |
81.83 |
11.31 |
13.4% |
2.19 |
2.6% |
24% |
False |
False |
13,852 |
20 |
93.14 |
81.83 |
11.31 |
13.4% |
1.73 |
2.0% |
24% |
False |
False |
12,703 |
40 |
93.14 |
80.89 |
12.25 |
14.5% |
1.41 |
1.7% |
30% |
False |
False |
9,149 |
60 |
93.14 |
77.82 |
15.32 |
18.1% |
1.29 |
1.5% |
44% |
False |
False |
7,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.89 |
2.618 |
91.36 |
1.618 |
89.20 |
1.000 |
87.87 |
0.618 |
87.04 |
HIGH |
85.71 |
0.618 |
84.88 |
0.500 |
84.63 |
0.382 |
84.38 |
LOW |
83.55 |
0.618 |
82.22 |
1.000 |
81.39 |
1.618 |
80.06 |
2.618 |
77.90 |
4.250 |
74.37 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.63 |
84.49 |
PP |
84.60 |
84.43 |
S1 |
84.58 |
84.37 |
|