NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
74.92 |
74.91 |
-0.01 |
0.0% |
81.03 |
| High |
77.13 |
75.40 |
-1.73 |
-2.2% |
81.03 |
| Low |
73.41 |
73.92 |
0.51 |
0.7% |
73.41 |
| Close |
74.92 |
75.15 |
0.23 |
0.3% |
75.15 |
| Range |
3.72 |
1.48 |
-2.24 |
-60.2% |
7.62 |
| ATR |
2.11 |
2.07 |
-0.05 |
-2.1% |
0.00 |
| Volume |
4,446 |
8,556 |
4,110 |
92.4% |
30,177 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.26 |
78.69 |
75.96 |
|
| R3 |
77.78 |
77.21 |
75.56 |
|
| R2 |
76.30 |
76.30 |
75.42 |
|
| R1 |
75.73 |
75.73 |
75.29 |
76.02 |
| PP |
74.82 |
74.82 |
74.82 |
74.97 |
| S1 |
74.25 |
74.25 |
75.01 |
74.54 |
| S2 |
73.34 |
73.34 |
74.88 |
|
| S3 |
71.86 |
72.77 |
74.74 |
|
| S4 |
70.38 |
71.29 |
74.34 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
94.89 |
79.34 |
|
| R3 |
91.77 |
87.27 |
77.25 |
|
| R2 |
84.15 |
84.15 |
76.55 |
|
| R1 |
79.65 |
79.65 |
75.85 |
78.09 |
| PP |
76.53 |
76.53 |
76.53 |
75.75 |
| S1 |
72.03 |
72.03 |
74.45 |
70.47 |
| S2 |
68.91 |
68.91 |
73.75 |
|
| S3 |
61.29 |
64.41 |
73.05 |
|
| S4 |
53.67 |
56.79 |
70.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.69 |
|
2.618 |
79.27 |
|
1.618 |
77.79 |
|
1.000 |
76.88 |
|
0.618 |
76.31 |
|
HIGH |
75.40 |
|
0.618 |
74.83 |
|
0.500 |
74.66 |
|
0.382 |
74.49 |
|
LOW |
73.92 |
|
0.618 |
73.01 |
|
1.000 |
72.44 |
|
1.618 |
71.53 |
|
2.618 |
70.05 |
|
4.250 |
67.63 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.99 |
75.42 |
| PP |
74.82 |
75.33 |
| S1 |
74.66 |
75.24 |
|