NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
69.90 |
70.06 |
0.16 |
0.2% |
75.63 |
| High |
70.04 |
71.70 |
1.66 |
2.4% |
75.94 |
| Low |
67.15 |
69.21 |
2.06 |
3.1% |
68.85 |
| Close |
68.75 |
71.51 |
2.76 |
4.0% |
70.04 |
| Range |
2.89 |
2.49 |
-0.40 |
-13.8% |
7.09 |
| ATR |
2.61 |
2.63 |
0.02 |
0.9% |
0.00 |
| Volume |
279,820 |
395,399 |
115,579 |
41.3% |
1,996,271 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.28 |
77.38 |
72.88 |
|
| R3 |
75.79 |
74.89 |
72.19 |
|
| R2 |
73.30 |
73.30 |
71.97 |
|
| R1 |
72.40 |
72.40 |
71.74 |
72.85 |
| PP |
70.81 |
70.81 |
70.81 |
71.03 |
| S1 |
69.91 |
69.91 |
71.28 |
70.36 |
| S2 |
68.32 |
68.32 |
71.05 |
|
| S3 |
65.83 |
67.42 |
70.83 |
|
| S4 |
63.34 |
64.93 |
70.14 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.88 |
88.55 |
73.94 |
|
| R3 |
85.79 |
81.46 |
71.99 |
|
| R2 |
78.70 |
78.70 |
71.34 |
|
| R1 |
74.37 |
74.37 |
70.69 |
72.99 |
| PP |
71.61 |
71.61 |
71.61 |
70.92 |
| S1 |
67.28 |
67.28 |
69.39 |
65.90 |
| S2 |
64.52 |
64.52 |
68.74 |
|
| S3 |
57.43 |
60.19 |
68.09 |
|
| S4 |
50.34 |
53.10 |
66.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.28 |
67.15 |
6.13 |
8.6% |
2.69 |
3.8% |
71% |
False |
False |
438,516 |
| 10 |
80.59 |
67.15 |
13.44 |
18.8% |
2.76 |
3.9% |
32% |
False |
False |
375,055 |
| 20 |
89.77 |
67.15 |
22.62 |
31.6% |
2.82 |
3.9% |
19% |
False |
False |
283,831 |
| 40 |
89.77 |
67.15 |
22.62 |
31.6% |
2.27 |
3.2% |
19% |
False |
False |
193,882 |
| 60 |
89.77 |
67.15 |
22.62 |
31.6% |
2.07 |
2.9% |
19% |
False |
False |
137,324 |
| 80 |
89.77 |
67.15 |
22.62 |
31.6% |
2.13 |
3.0% |
19% |
False |
False |
105,824 |
| 100 |
89.77 |
67.15 |
22.62 |
31.6% |
2.03 |
2.8% |
19% |
False |
False |
86,019 |
| 120 |
89.77 |
67.15 |
22.62 |
31.6% |
1.96 |
2.7% |
19% |
False |
False |
72,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.28 |
|
2.618 |
78.22 |
|
1.618 |
75.73 |
|
1.000 |
74.19 |
|
0.618 |
73.24 |
|
HIGH |
71.70 |
|
0.618 |
70.75 |
|
0.500 |
70.46 |
|
0.382 |
70.16 |
|
LOW |
69.21 |
|
0.618 |
67.67 |
|
1.000 |
66.72 |
|
1.618 |
65.18 |
|
2.618 |
62.69 |
|
4.250 |
58.63 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
71.16 |
70.82 |
| PP |
70.81 |
70.12 |
| S1 |
70.46 |
69.43 |
|