NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
72.63 |
76.74 |
4.11 |
5.7% |
72.90 |
| High |
76.67 |
77.66 |
0.99 |
1.3% |
77.66 |
| Low |
72.63 |
75.18 |
2.55 |
3.5% |
69.62 |
| Close |
76.50 |
76.12 |
-0.38 |
-0.5% |
76.12 |
| Range |
4.04 |
2.48 |
-1.56 |
-38.6% |
8.04 |
| ATR |
2.59 |
2.58 |
-0.01 |
-0.3% |
0.00 |
| Volume |
42,662 |
46,855 |
4,193 |
9.8% |
224,934 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.76 |
82.42 |
77.48 |
|
| R3 |
81.28 |
79.94 |
76.80 |
|
| R2 |
78.80 |
78.80 |
76.57 |
|
| R1 |
77.46 |
77.46 |
76.35 |
76.89 |
| PP |
76.32 |
76.32 |
76.32 |
76.04 |
| S1 |
74.98 |
74.98 |
75.89 |
74.41 |
| S2 |
73.84 |
73.84 |
75.67 |
|
| S3 |
71.36 |
72.50 |
75.44 |
|
| S4 |
68.88 |
70.02 |
74.76 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.59 |
95.39 |
80.54 |
|
| R3 |
90.55 |
87.35 |
78.33 |
|
| R2 |
82.51 |
82.51 |
77.59 |
|
| R1 |
79.31 |
79.31 |
76.86 |
80.91 |
| PP |
74.47 |
74.47 |
74.47 |
75.27 |
| S1 |
71.27 |
71.27 |
75.38 |
72.87 |
| S2 |
66.43 |
66.43 |
74.65 |
|
| S3 |
58.39 |
63.23 |
73.91 |
|
| S4 |
50.35 |
55.19 |
71.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.66 |
69.62 |
8.04 |
10.6% |
2.57 |
3.4% |
81% |
True |
False |
44,986 |
| 10 |
79.19 |
69.62 |
9.57 |
12.6% |
2.72 |
3.6% |
68% |
False |
False |
49,108 |
| 20 |
92.21 |
69.62 |
22.59 |
29.7% |
2.84 |
3.7% |
29% |
False |
False |
45,326 |
| 40 |
92.21 |
69.62 |
22.59 |
29.7% |
2.17 |
2.8% |
29% |
False |
False |
39,905 |
| 60 |
92.21 |
69.62 |
22.59 |
29.7% |
1.96 |
2.6% |
29% |
False |
False |
29,584 |
| 80 |
92.21 |
69.62 |
22.59 |
29.7% |
1.98 |
2.6% |
29% |
False |
False |
23,930 |
| 100 |
92.21 |
69.62 |
22.59 |
29.7% |
1.83 |
2.4% |
29% |
False |
False |
19,953 |
| 120 |
92.21 |
69.62 |
22.59 |
29.7% |
1.67 |
2.2% |
29% |
False |
False |
17,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.20 |
|
2.618 |
84.15 |
|
1.618 |
81.67 |
|
1.000 |
80.14 |
|
0.618 |
79.19 |
|
HIGH |
77.66 |
|
0.618 |
76.71 |
|
0.500 |
76.42 |
|
0.382 |
76.13 |
|
LOW |
75.18 |
|
0.618 |
73.65 |
|
1.000 |
72.70 |
|
1.618 |
71.17 |
|
2.618 |
68.69 |
|
4.250 |
64.64 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.42 |
75.57 |
| PP |
76.32 |
75.02 |
| S1 |
76.22 |
74.47 |
|