NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
76.25 |
73.67 |
-2.58 |
-3.4% |
81.50 |
| High |
76.85 |
75.79 |
-1.06 |
-1.4% |
81.50 |
| Low |
73.07 |
73.48 |
0.41 |
0.6% |
73.07 |
| Close |
74.57 |
74.76 |
0.19 |
0.3% |
74.76 |
| Range |
3.78 |
2.31 |
-1.47 |
-38.9% |
8.43 |
| ATR |
2.53 |
2.52 |
-0.02 |
-0.6% |
0.00 |
| Volume |
79,515 |
82,690 |
3,175 |
4.0% |
341,351 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.61 |
80.49 |
76.03 |
|
| R3 |
79.30 |
78.18 |
75.40 |
|
| R2 |
76.99 |
76.99 |
75.18 |
|
| R1 |
75.87 |
75.87 |
74.97 |
76.43 |
| PP |
74.68 |
74.68 |
74.68 |
74.96 |
| S1 |
73.56 |
73.56 |
74.55 |
74.12 |
| S2 |
72.37 |
72.37 |
74.34 |
|
| S3 |
70.06 |
71.25 |
74.12 |
|
| S4 |
67.75 |
68.94 |
73.49 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.73 |
96.68 |
79.40 |
|
| R3 |
93.30 |
88.25 |
77.08 |
|
| R2 |
84.87 |
84.87 |
76.31 |
|
| R1 |
79.82 |
79.82 |
75.53 |
78.13 |
| PP |
76.44 |
76.44 |
76.44 |
75.60 |
| S1 |
71.39 |
71.39 |
73.99 |
69.70 |
| S2 |
68.01 |
68.01 |
73.21 |
|
| S3 |
59.58 |
62.96 |
72.44 |
|
| S4 |
51.15 |
54.53 |
70.12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.61 |
|
2.618 |
81.84 |
|
1.618 |
79.53 |
|
1.000 |
78.10 |
|
0.618 |
77.22 |
|
HIGH |
75.79 |
|
0.618 |
74.91 |
|
0.500 |
74.64 |
|
0.382 |
74.36 |
|
LOW |
73.48 |
|
0.618 |
72.05 |
|
1.000 |
71.17 |
|
1.618 |
69.74 |
|
2.618 |
67.43 |
|
4.250 |
63.66 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.72 |
75.14 |
| PP |
74.68 |
75.01 |
| S1 |
74.64 |
74.89 |
|