NYMEX Light Sweet Crude Oil Future January 2011
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 |
81.43 |
81.03 |
-0.40 |
-0.5% |
84.28 |
High |
83.75 |
81.03 |
-2.72 |
-3.2% |
86.81 |
Low |
81.22 |
78.50 |
-2.72 |
-3.3% |
81.22 |
Close |
81.43 |
78.42 |
-3.01 |
-3.7% |
81.43 |
Range |
2.53 |
2.53 |
0.00 |
0.0% |
5.59 |
ATR |
1.91 |
1.99 |
0.07 |
3.8% |
0.00 |
Volume |
4,645 |
6,314 |
1,669 |
35.9% |
25,819 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.91 |
85.19 |
79.81 |
|
R3 |
84.38 |
82.66 |
79.12 |
|
R2 |
81.85 |
81.85 |
78.88 |
|
R1 |
80.13 |
80.13 |
78.65 |
79.73 |
PP |
79.32 |
79.32 |
79.32 |
79.11 |
S1 |
77.60 |
77.60 |
78.19 |
77.20 |
S2 |
76.79 |
76.79 |
77.96 |
|
S3 |
74.26 |
75.07 |
77.72 |
|
S4 |
71.73 |
72.54 |
77.03 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.92 |
96.27 |
84.50 |
|
R3 |
94.33 |
90.68 |
82.97 |
|
R2 |
88.74 |
88.74 |
82.45 |
|
R1 |
85.09 |
85.09 |
81.94 |
84.12 |
PP |
83.15 |
83.15 |
83.15 |
82.67 |
S1 |
79.50 |
79.50 |
80.92 |
78.53 |
S2 |
77.56 |
77.56 |
80.41 |
|
S3 |
71.97 |
73.91 |
79.89 |
|
S4 |
66.38 |
68.32 |
78.36 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.78 |
2.618 |
87.65 |
1.618 |
85.12 |
1.000 |
83.56 |
0.618 |
82.59 |
HIGH |
81.03 |
0.618 |
80.06 |
0.500 |
79.77 |
0.382 |
79.47 |
LOW |
78.50 |
0.618 |
76.94 |
1.000 |
75.97 |
1.618 |
74.41 |
2.618 |
71.88 |
4.250 |
67.75 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
79.77 |
82.66 |
PP |
79.32 |
81.24 |
S1 |
78.87 |
79.83 |
|