NYMEX Light Sweet Crude Oil Future August 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 |
71.78 |
75.97 |
4.19 |
5.8% |
72.13 |
| High |
75.82 |
76.79 |
0.97 |
1.3% |
76.79 |
| Low |
71.75 |
74.31 |
2.56 |
3.6% |
68.59 |
| Close |
75.62 |
75.16 |
-0.46 |
-0.6% |
75.16 |
| Range |
4.07 |
2.48 |
-1.59 |
-39.1% |
8.20 |
| ATR |
2.67 |
2.65 |
-0.01 |
-0.5% |
0.00 |
| Volume |
112,332 |
117,594 |
5,262 |
4.7% |
517,110 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.86 |
81.49 |
76.52 |
|
| R3 |
80.38 |
79.01 |
75.84 |
|
| R2 |
77.90 |
77.90 |
75.61 |
|
| R1 |
76.53 |
76.53 |
75.39 |
75.98 |
| PP |
75.42 |
75.42 |
75.42 |
75.14 |
| S1 |
74.05 |
74.05 |
74.93 |
73.50 |
| S2 |
72.94 |
72.94 |
74.71 |
|
| S3 |
70.46 |
71.57 |
74.48 |
|
| S4 |
67.98 |
69.09 |
73.80 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.11 |
94.84 |
79.67 |
|
| R3 |
89.91 |
86.64 |
77.42 |
|
| R2 |
81.71 |
81.71 |
76.66 |
|
| R1 |
78.44 |
78.44 |
75.91 |
80.08 |
| PP |
73.51 |
73.51 |
73.51 |
74.33 |
| S1 |
70.24 |
70.24 |
74.41 |
71.88 |
| S2 |
65.31 |
65.31 |
73.66 |
|
| S3 |
57.11 |
62.04 |
72.91 |
|
| S4 |
48.91 |
53.84 |
70.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.79 |
68.59 |
8.20 |
10.9% |
2.62 |
3.5% |
80% |
True |
False |
103,422 |
| 10 |
78.03 |
68.59 |
9.44 |
12.6% |
2.78 |
3.7% |
70% |
False |
False |
107,156 |
| 20 |
91.38 |
68.59 |
22.79 |
30.3% |
2.93 |
3.9% |
29% |
False |
False |
92,158 |
| 40 |
91.38 |
68.59 |
22.79 |
30.3% |
2.26 |
3.0% |
29% |
False |
False |
71,801 |
| 60 |
91.38 |
68.59 |
22.79 |
30.3% |
2.04 |
2.7% |
29% |
False |
False |
51,704 |
| 80 |
91.38 |
68.59 |
22.79 |
30.3% |
2.04 |
2.7% |
29% |
False |
False |
40,580 |
| 100 |
91.38 |
68.59 |
22.79 |
30.3% |
1.90 |
2.5% |
29% |
False |
False |
33,294 |
| 120 |
91.38 |
68.59 |
22.79 |
30.3% |
1.73 |
2.3% |
29% |
False |
False |
28,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.33 |
|
2.618 |
83.28 |
|
1.618 |
80.80 |
|
1.000 |
79.27 |
|
0.618 |
78.32 |
|
HIGH |
76.79 |
|
0.618 |
75.84 |
|
0.500 |
75.55 |
|
0.382 |
75.26 |
|
LOW |
74.31 |
|
0.618 |
72.78 |
|
1.000 |
71.83 |
|
1.618 |
70.30 |
|
2.618 |
67.82 |
|
4.250 |
63.77 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.55 |
74.64 |
| PP |
75.42 |
74.12 |
| S1 |
75.29 |
73.61 |
|