NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
80.47 |
77.48 |
-2.99 |
-3.7% |
84.55 |
High |
83.87 |
80.58 |
-3.29 |
-3.9% |
85.75 |
Low |
80.25 |
77.36 |
-2.89 |
-3.6% |
80.25 |
Close |
80.47 |
77.51 |
-2.96 |
-3.7% |
80.47 |
Range |
3.62 |
3.22 |
-0.40 |
-11.0% |
5.50 |
ATR |
2.06 |
2.14 |
0.08 |
4.0% |
0.00 |
Volume |
13,198 |
13,799 |
601 |
4.6% |
66,626 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.14 |
86.05 |
79.28 |
|
R3 |
84.92 |
82.83 |
78.40 |
|
R2 |
81.70 |
81.70 |
78.10 |
|
R1 |
79.61 |
79.61 |
77.81 |
80.66 |
PP |
78.48 |
78.48 |
78.48 |
79.01 |
S1 |
76.39 |
76.39 |
77.21 |
77.44 |
S2 |
75.26 |
75.26 |
76.92 |
|
S3 |
72.04 |
73.17 |
76.62 |
|
S4 |
68.82 |
69.95 |
75.74 |
|
|
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 |
77.36 |
8.39 |
10.8% |
2.22 |
2.9% |
2% |
False |
True |
12,469 |
10 |
92.17 |
77.36 |
14.81 |
19.1% |
2.69 |
3.5% |
1% |
False |
True |
14,879 |
20 |
93.14 |
77.36 |
15.78 |
20.4% |
1.98 |
2.6% |
1% |
False |
True |
12,521 |
40 |
93.14 |
77.36 |
15.78 |
20.4% |
1.56 |
2.0% |
1% |
False |
True |
10,214 |
60 |
93.14 |
77.36 |
15.78 |
20.4% |
1.43 |
1.8% |
1% |
False |
True |
8,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.27 |
2.618 |
89.01 |
1.618 |
85.79 |
1.000 |
83.80 |
0.618 |
82.57 |
HIGH |
80.58 |
0.618 |
79.35 |
0.500 |
78.97 |
0.382 |
78.59 |
LOW |
77.36 |
0.618 |
75.37 |
1.000 |
74.14 |
1.618 |
72.15 |
2.618 |
68.93 |
4.250 |
63.68 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
78.97 |
81.56 |
PP |
78.48 |
80.21 |
S1 |
78.00 |
78.86 |
|