NYMEX Light Sweet Crude Oil Future September 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 |
71.60 |
72.90 |
1.30 |
1.8% |
78.97 |
| High |
73.76 |
73.49 |
-0.27 |
-0.4% |
79.19 |
| Low |
71.47 |
72.08 |
0.61 |
0.9% |
71.27 |
| Close |
72.75 |
72.59 |
-0.16 |
-0.2% |
72.75 |
| Range |
2.29 |
1.41 |
-0.88 |
-38.4% |
7.92 |
| ATR |
2.51 |
2.43 |
-0.08 |
-3.1% |
0.00 |
| Volume |
69,429 |
52,128 |
-17,301 |
-24.9% |
266,148 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.95 |
76.18 |
73.37 |
|
| R3 |
75.54 |
74.77 |
72.98 |
|
| R2 |
74.13 |
74.13 |
72.85 |
|
| R1 |
73.36 |
73.36 |
72.72 |
73.04 |
| PP |
72.72 |
72.72 |
72.72 |
72.56 |
| S1 |
71.95 |
71.95 |
72.46 |
71.63 |
| S2 |
71.31 |
71.31 |
72.33 |
|
| S3 |
69.90 |
70.54 |
72.20 |
|
| S4 |
68.49 |
69.13 |
71.81 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.16 |
93.38 |
77.11 |
|
| R3 |
90.24 |
85.46 |
74.93 |
|
| R2 |
82.32 |
82.32 |
74.20 |
|
| R1 |
77.54 |
77.54 |
73.48 |
75.97 |
| PP |
74.40 |
74.40 |
74.40 |
73.62 |
| S1 |
69.62 |
69.62 |
72.02 |
68.05 |
| S2 |
66.48 |
66.48 |
71.30 |
|
| S3 |
58.56 |
61.70 |
70.57 |
|
| S4 |
50.64 |
53.78 |
68.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.84 |
71.27 |
6.57 |
9.1% |
2.49 |
3.4% |
20% |
False |
False |
54,986 |
| 10 |
84.50 |
71.27 |
13.23 |
18.2% |
2.53 |
3.5% |
10% |
False |
False |
48,534 |
| 20 |
92.21 |
71.27 |
20.94 |
28.8% |
2.61 |
3.6% |
6% |
False |
False |
45,307 |
| 40 |
92.21 |
71.27 |
20.94 |
28.8% |
2.03 |
2.8% |
6% |
False |
False |
36,593 |
| 60 |
92.21 |
71.27 |
20.94 |
28.8% |
1.88 |
2.6% |
6% |
False |
False |
27,241 |
| 80 |
92.21 |
71.27 |
20.94 |
28.8% |
1.91 |
2.6% |
6% |
False |
False |
22,010 |
| 100 |
92.21 |
71.27 |
20.94 |
28.8% |
1.74 |
2.4% |
6% |
False |
False |
18,298 |
| 120 |
92.21 |
71.27 |
20.94 |
28.8% |
1.61 |
2.2% |
6% |
False |
False |
15,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.48 |
|
2.618 |
77.18 |
|
1.618 |
75.77 |
|
1.000 |
74.90 |
|
0.618 |
74.36 |
|
HIGH |
73.49 |
|
0.618 |
72.95 |
|
0.500 |
72.79 |
|
0.382 |
72.62 |
|
LOW |
72.08 |
|
0.618 |
71.21 |
|
1.000 |
70.67 |
|
1.618 |
69.80 |
|
2.618 |
68.39 |
|
4.250 |
66.09 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.79 |
73.26 |
| PP |
72.72 |
73.03 |
| S1 |
72.66 |
72.81 |
|