NYMEX Light Sweet Crude Oil Future January 2011
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 |
85.70 |
85.23 |
-0.47 |
-0.5% |
92.10 |
High |
86.41 |
86.81 |
0.40 |
0.5% |
93.29 |
Low |
85.23 |
84.85 |
-0.38 |
-0.4% |
82.63 |
Close |
86.21 |
85.23 |
-0.98 |
-1.1% |
83.47 |
Range |
1.18 |
1.96 |
0.78 |
66.1% |
10.66 |
ATR |
1.74 |
1.75 |
0.02 |
0.9% |
0.00 |
Volume |
6,290 |
5,071 |
-1,219 |
-19.4% |
26,685 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.51 |
90.33 |
86.31 |
|
R3 |
89.55 |
88.37 |
85.77 |
|
R2 |
87.59 |
87.59 |
85.59 |
|
R1 |
86.41 |
86.41 |
85.41 |
86.21 |
PP |
85.63 |
85.63 |
85.63 |
85.53 |
S1 |
84.45 |
84.45 |
85.05 |
84.25 |
S2 |
83.67 |
83.67 |
84.87 |
|
S3 |
81.71 |
82.49 |
84.69 |
|
S4 |
79.75 |
80.53 |
84.15 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.44 |
111.62 |
89.33 |
|
R3 |
107.78 |
100.96 |
86.40 |
|
R2 |
97.12 |
97.12 |
85.42 |
|
R1 |
90.30 |
90.30 |
84.45 |
88.38 |
PP |
86.46 |
86.46 |
86.46 |
85.51 |
S1 |
79.64 |
79.64 |
82.49 |
77.72 |
S2 |
75.80 |
75.80 |
81.52 |
|
S3 |
65.14 |
68.98 |
80.54 |
|
S4 |
54.48 |
58.32 |
77.61 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.14 |
2.618 |
91.94 |
1.618 |
89.98 |
1.000 |
88.77 |
0.618 |
88.02 |
HIGH |
86.81 |
0.618 |
86.06 |
0.500 |
85.83 |
0.382 |
85.60 |
LOW |
84.85 |
0.618 |
83.64 |
1.000 |
82.89 |
1.618 |
81.68 |
2.618 |
79.72 |
4.250 |
76.52 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
85.83 |
85.67 |
PP |
85.63 |
85.52 |
S1 |
85.43 |
85.38 |
|