NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
76.78 |
76.23 |
-0.55 |
-0.7% |
84.55 |
High |
78.99 |
76.61 |
-2.38 |
-3.0% |
85.75 |
Low |
76.30 |
74.75 |
-1.55 |
-2.0% |
80.25 |
Close |
76.78 |
75.97 |
-0.81 |
-1.1% |
80.47 |
Range |
2.69 |
1.86 |
-0.83 |
-30.9% |
5.50 |
ATR |
2.18 |
2.17 |
-0.01 |
-0.5% |
0.00 |
Volume |
12,804 |
11,279 |
-1,525 |
-11.9% |
66,626 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.36 |
80.52 |
76.99 |
|
R3 |
79.50 |
78.66 |
76.48 |
|
R2 |
77.64 |
77.64 |
76.31 |
|
R1 |
76.80 |
76.80 |
76.14 |
76.29 |
PP |
75.78 |
75.78 |
75.78 |
75.52 |
S1 |
74.94 |
74.94 |
75.80 |
74.43 |
S2 |
73.92 |
73.92 |
75.63 |
|
S3 |
72.06 |
73.08 |
75.46 |
|
S4 |
70.20 |
71.22 |
74.95 |
|
|
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 |
74.75 |
11.00 |
14.5% |
2.62 |
3.4% |
11% |
False |
True |
12,970 |
10 |
86.90 |
74.75 |
12.15 |
16.0% |
2.49 |
3.3% |
10% |
False |
True |
14,779 |
20 |
93.14 |
74.75 |
18.39 |
24.2% |
2.11 |
2.8% |
7% |
False |
True |
12,982 |
40 |
93.14 |
74.75 |
18.39 |
24.2% |
1.58 |
2.1% |
7% |
False |
True |
10,639 |
60 |
93.14 |
74.75 |
18.39 |
24.2% |
1.47 |
1.9% |
7% |
False |
True |
8,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.52 |
2.618 |
81.48 |
1.618 |
79.62 |
1.000 |
78.47 |
0.618 |
77.76 |
HIGH |
76.61 |
0.618 |
75.90 |
0.500 |
75.68 |
0.382 |
75.46 |
LOW |
74.75 |
0.618 |
73.60 |
1.000 |
72.89 |
1.618 |
71.74 |
2.618 |
69.88 |
4.250 |
66.85 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
75.87 |
77.67 |
PP |
75.78 |
77.10 |
S1 |
75.68 |
76.54 |
|