NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
84.55 |
83.86 |
-0.69 |
-0.8% |
91.70 |
High |
85.71 |
85.41 |
-0.30 |
-0.4% |
93.14 |
Low |
83.55 |
83.81 |
0.26 |
0.3% |
81.83 |
Close |
84.55 |
84.74 |
0.19 |
0.2% |
82.61 |
Range |
2.16 |
1.60 |
-0.56 |
-25.9% |
11.31 |
ATR |
2.03 |
2.00 |
-0.03 |
-1.5% |
0.00 |
Volume |
18,080 |
10,010 |
-8,070 |
-44.6% |
78,643 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.45 |
88.70 |
85.62 |
|
R3 |
87.85 |
87.10 |
85.18 |
|
R2 |
86.25 |
86.25 |
85.03 |
|
R1 |
85.50 |
85.50 |
84.89 |
85.88 |
PP |
84.65 |
84.65 |
84.65 |
84.84 |
S1 |
83.90 |
83.90 |
84.59 |
84.28 |
S2 |
83.05 |
83.05 |
84.45 |
|
S3 |
81.45 |
82.30 |
84.30 |
|
S4 |
79.85 |
80.70 |
83.86 |
|
|
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 |
89.33 |
81.83 |
7.50 |
8.9% |
2.86 |
3.4% |
39% |
False |
False |
17,271 |
10 |
93.14 |
81.83 |
11.31 |
13.3% |
2.23 |
2.6% |
26% |
False |
False |
14,290 |
20 |
93.14 |
81.83 |
11.31 |
13.3% |
1.76 |
2.1% |
26% |
False |
False |
12,480 |
40 |
93.14 |
80.89 |
12.25 |
14.5% |
1.43 |
1.7% |
31% |
False |
False |
9,278 |
60 |
93.14 |
79.48 |
13.66 |
16.1% |
1.32 |
1.6% |
39% |
False |
False |
7,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.21 |
2.618 |
89.60 |
1.618 |
88.00 |
1.000 |
87.01 |
0.618 |
86.40 |
HIGH |
85.41 |
0.618 |
84.80 |
0.500 |
84.61 |
0.382 |
84.42 |
LOW |
83.81 |
0.618 |
82.82 |
1.000 |
82.21 |
1.618 |
81.22 |
2.618 |
79.62 |
4.250 |
77.01 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.70 |
84.42 |
PP |
84.65 |
84.09 |
S1 |
84.61 |
83.77 |
|