NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
70.06 |
70.74 |
0.68 |
1.0% |
75.63 |
| High |
71.70 |
74.75 |
3.05 |
4.3% |
75.94 |
| Low |
69.21 |
70.67 |
1.46 |
2.1% |
68.85 |
| Close |
71.51 |
74.55 |
3.04 |
4.3% |
70.04 |
| Range |
2.49 |
4.08 |
1.59 |
63.9% |
7.09 |
| ATR |
2.63 |
2.73 |
0.10 |
3.9% |
0.00 |
| Volume |
395,399 |
405,519 |
10,120 |
2.6% |
1,996,271 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.56 |
84.14 |
76.79 |
|
| R3 |
81.48 |
80.06 |
75.67 |
|
| R2 |
77.40 |
77.40 |
75.30 |
|
| R1 |
75.98 |
75.98 |
74.92 |
76.69 |
| PP |
73.32 |
73.32 |
73.32 |
73.68 |
| S1 |
71.90 |
71.90 |
74.18 |
72.61 |
| S2 |
69.24 |
69.24 |
73.80 |
|
| S3 |
65.16 |
67.82 |
73.43 |
|
| S4 |
61.08 |
63.74 |
72.31 |
|
|
| 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 |
74.75 |
67.15 |
7.60 |
10.2% |
2.62 |
3.5% |
97% |
True |
False |
416,781 |
| 10 |
78.78 |
67.15 |
11.63 |
15.6% |
2.96 |
4.0% |
64% |
False |
False |
386,228 |
| 20 |
89.77 |
67.15 |
22.62 |
30.3% |
2.91 |
3.9% |
33% |
False |
False |
296,140 |
| 40 |
89.77 |
67.15 |
22.62 |
30.3% |
2.33 |
3.1% |
33% |
False |
False |
203,254 |
| 60 |
89.77 |
67.15 |
22.62 |
30.3% |
2.11 |
2.8% |
33% |
False |
False |
143,848 |
| 80 |
89.77 |
67.15 |
22.62 |
30.3% |
2.14 |
2.9% |
33% |
False |
False |
110,811 |
| 100 |
89.77 |
67.15 |
22.62 |
30.3% |
2.06 |
2.8% |
33% |
False |
False |
90,047 |
| 120 |
89.77 |
67.15 |
22.62 |
30.3% |
1.98 |
2.7% |
33% |
False |
False |
75,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.09 |
|
2.618 |
85.43 |
|
1.618 |
81.35 |
|
1.000 |
78.83 |
|
0.618 |
77.27 |
|
HIGH |
74.75 |
|
0.618 |
73.19 |
|
0.500 |
72.71 |
|
0.382 |
72.23 |
|
LOW |
70.67 |
|
0.618 |
68.15 |
|
1.000 |
66.59 |
|
1.618 |
64.07 |
|
2.618 |
59.99 |
|
4.250 |
53.33 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.94 |
73.35 |
| PP |
73.32 |
72.15 |
| S1 |
72.71 |
70.95 |
|