NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
85.74 |
80.47 |
-5.27 |
-6.1% |
84.55 |
High |
85.75 |
83.87 |
-1.88 |
-2.2% |
85.75 |
Low |
84.05 |
80.25 |
-3.80 |
-4.5% |
80.25 |
Close |
84.28 |
80.47 |
-3.81 |
-4.5% |
80.47 |
Range |
1.70 |
3.62 |
1.92 |
112.9% |
5.50 |
ATR |
1.91 |
2.06 |
0.15 |
8.0% |
0.00 |
Volume |
13,770 |
13,198 |
-572 |
-4.2% |
66,626 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.39 |
90.05 |
82.46 |
|
R3 |
88.77 |
86.43 |
81.47 |
|
R2 |
85.15 |
85.15 |
81.13 |
|
R1 |
82.81 |
82.81 |
80.80 |
82.28 |
PP |
81.53 |
81.53 |
81.53 |
81.27 |
S1 |
79.19 |
79.19 |
80.14 |
78.66 |
S2 |
77.91 |
77.91 |
79.81 |
|
S3 |
74.29 |
75.57 |
79.47 |
|
S4 |
70.67 |
71.95 |
78.48 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.66 |
95.06 |
83.50 |
|
R3 |
93.16 |
89.56 |
81.98 |
|
R2 |
87.66 |
87.66 |
81.48 |
|
R1 |
84.06 |
84.06 |
80.97 |
83.11 |
PP |
82.16 |
82.16 |
82.16 |
81.68 |
S1 |
78.56 |
78.56 |
79.97 |
77.61 |
S2 |
76.66 |
76.66 |
79.46 |
|
S3 |
71.16 |
73.06 |
78.96 |
|
S4 |
65.66 |
67.56 |
77.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.75 |
80.25 |
5.50 |
6.8% |
2.01 |
2.5% |
4% |
False |
True |
13,325 |
10 |
93.14 |
80.25 |
12.89 |
16.0% |
2.51 |
3.1% |
2% |
False |
True |
14,526 |
20 |
93.14 |
80.25 |
12.89 |
16.0% |
1.87 |
2.3% |
2% |
False |
True |
12,305 |
40 |
93.14 |
80.25 |
12.89 |
16.0% |
1.53 |
1.9% |
2% |
False |
True |
9,955 |
60 |
93.14 |
79.48 |
13.66 |
17.0% |
1.38 |
1.7% |
7% |
False |
False |
8,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.26 |
2.618 |
93.35 |
1.618 |
89.73 |
1.000 |
87.49 |
0.618 |
86.11 |
HIGH |
83.87 |
0.618 |
82.49 |
0.500 |
82.06 |
0.382 |
81.63 |
LOW |
80.25 |
0.618 |
78.01 |
1.000 |
76.63 |
1.618 |
74.39 |
2.618 |
70.77 |
4.250 |
64.87 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
82.06 |
83.00 |
PP |
81.53 |
82.16 |
S1 |
81.00 |
81.31 |
|