NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
70.80 |
72.13 |
1.33 |
1.9% |
77.81 |
| High |
72.76 |
72.49 |
-0.27 |
-0.4% |
78.03 |
| Low |
70.50 |
71.06 |
0.56 |
0.8% |
70.27 |
| Close |
71.67 |
71.62 |
-0.05 |
-0.1% |
71.67 |
| Range |
2.26 |
1.43 |
-0.83 |
-36.7% |
7.76 |
| ATR |
2.60 |
2.51 |
-0.08 |
-3.2% |
0.00 |
| Volume |
135,284 |
113,143 |
-22,141 |
-16.4% |
554,454 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.01 |
75.25 |
72.41 |
|
| R3 |
74.58 |
73.82 |
72.01 |
|
| R2 |
73.15 |
73.15 |
71.88 |
|
| R1 |
72.39 |
72.39 |
71.75 |
72.06 |
| PP |
71.72 |
71.72 |
71.72 |
71.56 |
| S1 |
70.96 |
70.96 |
71.49 |
70.63 |
| S2 |
70.29 |
70.29 |
71.36 |
|
| S3 |
68.86 |
69.53 |
71.23 |
|
| S4 |
67.43 |
68.10 |
70.83 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.60 |
91.90 |
75.94 |
|
| R3 |
88.84 |
84.14 |
73.80 |
|
| R2 |
81.08 |
81.08 |
73.09 |
|
| R1 |
76.38 |
76.38 |
72.38 |
74.85 |
| PP |
73.32 |
73.32 |
73.32 |
72.56 |
| S1 |
68.62 |
68.62 |
70.96 |
67.09 |
| S2 |
65.56 |
65.56 |
70.25 |
|
| S3 |
57.80 |
60.86 |
69.54 |
|
| S4 |
50.04 |
53.10 |
67.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.83 |
70.27 |
6.56 |
9.2% |
2.58 |
3.6% |
21% |
False |
False |
115,138 |
| 10 |
83.26 |
70.27 |
12.99 |
18.1% |
2.62 |
3.7% |
10% |
False |
False |
101,829 |
| 20 |
91.38 |
70.27 |
21.11 |
29.5% |
2.71 |
3.8% |
6% |
False |
False |
87,304 |
| 40 |
91.38 |
70.27 |
21.11 |
29.5% |
2.13 |
3.0% |
6% |
False |
False |
63,014 |
| 60 |
91.38 |
70.27 |
21.11 |
29.5% |
1.96 |
2.7% |
6% |
False |
False |
45,554 |
| 80 |
91.38 |
70.27 |
21.11 |
29.5% |
1.99 |
2.8% |
6% |
False |
False |
35,803 |
| 100 |
91.38 |
70.27 |
21.11 |
29.5% |
1.81 |
2.5% |
6% |
False |
False |
29,302 |
| 120 |
91.38 |
70.27 |
21.11 |
29.5% |
1.67 |
2.3% |
6% |
False |
False |
24,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.57 |
|
2.618 |
76.23 |
|
1.618 |
74.80 |
|
1.000 |
73.92 |
|
0.618 |
73.37 |
|
HIGH |
72.49 |
|
0.618 |
71.94 |
|
0.500 |
71.78 |
|
0.382 |
71.61 |
|
LOW |
71.06 |
|
0.618 |
70.18 |
|
1.000 |
69.63 |
|
1.618 |
68.75 |
|
2.618 |
67.32 |
|
4.250 |
64.98 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
71.78 |
72.37 |
| PP |
71.72 |
72.12 |
| S1 |
71.67 |
71.87 |
|