NYMEX Light Sweet Crude Oil Future August 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 |
71.25 |
71.78 |
0.53 |
0.7% |
77.81 |
| High |
72.77 |
75.82 |
3.05 |
4.2% |
78.03 |
| Low |
70.42 |
71.75 |
1.33 |
1.9% |
70.27 |
| Close |
72.54 |
75.62 |
3.08 |
4.2% |
71.67 |
| Range |
2.35 |
4.07 |
1.72 |
73.2% |
7.76 |
| ATR |
2.56 |
2.67 |
0.11 |
4.2% |
0.00 |
| Volume |
98,452 |
112,332 |
13,880 |
14.1% |
554,454 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.61 |
85.18 |
77.86 |
|
| R3 |
82.54 |
81.11 |
76.74 |
|
| R2 |
78.47 |
78.47 |
76.37 |
|
| R1 |
77.04 |
77.04 |
75.99 |
77.76 |
| PP |
74.40 |
74.40 |
74.40 |
74.75 |
| S1 |
72.97 |
72.97 |
75.25 |
73.69 |
| S2 |
70.33 |
70.33 |
74.87 |
|
| S3 |
66.26 |
68.90 |
74.50 |
|
| S4 |
62.19 |
64.83 |
73.38 |
|
|
| 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 |
75.82 |
68.59 |
7.23 |
9.6% |
2.57 |
3.4% |
97% |
True |
False |
106,960 |
| 10 |
81.30 |
68.59 |
12.71 |
16.8% |
2.93 |
3.9% |
55% |
False |
False |
107,191 |
| 20 |
91.38 |
68.59 |
22.79 |
30.1% |
2.88 |
3.8% |
31% |
False |
False |
90,570 |
| 40 |
91.38 |
68.59 |
22.79 |
30.1% |
2.25 |
3.0% |
31% |
False |
False |
69,253 |
| 60 |
91.38 |
68.59 |
22.79 |
30.1% |
2.01 |
2.7% |
31% |
False |
False |
49,960 |
| 80 |
91.38 |
68.59 |
22.79 |
30.1% |
2.02 |
2.7% |
31% |
False |
False |
39,193 |
| 100 |
91.38 |
68.59 |
22.79 |
30.1% |
1.88 |
2.5% |
31% |
False |
False |
32,140 |
| 120 |
91.38 |
68.59 |
22.79 |
30.1% |
1.73 |
2.3% |
31% |
False |
False |
27,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.12 |
|
2.618 |
86.48 |
|
1.618 |
82.41 |
|
1.000 |
79.89 |
|
0.618 |
78.34 |
|
HIGH |
75.82 |
|
0.618 |
74.27 |
|
0.500 |
73.79 |
|
0.382 |
73.30 |
|
LOW |
71.75 |
|
0.618 |
69.23 |
|
1.000 |
67.68 |
|
1.618 |
65.16 |
|
2.618 |
61.09 |
|
4.250 |
54.45 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.01 |
74.48 |
| PP |
74.40 |
73.34 |
| S1 |
73.79 |
72.21 |
|