NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
85.27 |
85.74 |
0.47 |
0.6% |
91.70 |
High |
85.29 |
85.75 |
0.46 |
0.5% |
93.14 |
Low |
84.31 |
84.05 |
-0.26 |
-0.3% |
81.83 |
Close |
85.27 |
84.28 |
-0.99 |
-1.2% |
82.61 |
Range |
0.98 |
1.70 |
0.72 |
73.5% |
11.31 |
ATR |
1.92 |
1.91 |
-0.02 |
-0.8% |
0.00 |
Volume |
11,568 |
13,770 |
2,202 |
19.0% |
78,643 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.79 |
88.74 |
85.22 |
|
R3 |
88.09 |
87.04 |
84.75 |
|
R2 |
86.39 |
86.39 |
84.59 |
|
R1 |
85.34 |
85.34 |
84.44 |
85.02 |
PP |
84.69 |
84.69 |
84.69 |
84.53 |
S1 |
83.64 |
83.64 |
84.12 |
83.32 |
S2 |
82.99 |
82.99 |
83.97 |
|
S3 |
81.29 |
81.94 |
83.81 |
|
S4 |
79.59 |
80.24 |
83.35 |
|
|
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 |
85.75 |
81.83 |
3.92 |
4.7% |
1.79 |
2.1% |
63% |
True |
False |
15,573 |
10 |
93.14 |
81.83 |
11.31 |
13.4% |
2.27 |
2.7% |
22% |
False |
False |
14,581 |
20 |
93.14 |
81.83 |
11.31 |
13.4% |
1.79 |
2.1% |
22% |
False |
False |
12,100 |
40 |
93.14 |
80.89 |
12.25 |
14.5% |
1.45 |
1.7% |
28% |
False |
False |
9,710 |
60 |
93.14 |
79.48 |
13.66 |
16.2% |
1.36 |
1.6% |
35% |
False |
False |
7,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.98 |
2.618 |
90.20 |
1.618 |
88.50 |
1.000 |
87.45 |
0.618 |
86.80 |
HIGH |
85.75 |
0.618 |
85.10 |
0.500 |
84.90 |
0.382 |
84.70 |
LOW |
84.05 |
0.618 |
83.00 |
1.000 |
82.35 |
1.618 |
81.30 |
2.618 |
79.60 |
4.250 |
76.83 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
84.90 |
84.78 |
PP |
84.69 |
84.61 |
S1 |
84.49 |
84.45 |
|