NYMEX Light Sweet Crude Oil Future October 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 |
73.48 |
77.22 |
3.74 |
5.1% |
73.72 |
| High |
77.32 |
78.30 |
0.98 |
1.3% |
78.30 |
| Low |
73.47 |
75.87 |
2.40 |
3.3% |
70.35 |
| Close |
77.18 |
76.88 |
-0.30 |
-0.4% |
76.88 |
| Range |
3.85 |
2.43 |
-1.42 |
-36.9% |
7.95 |
| ATR |
2.49 |
2.48 |
0.00 |
-0.2% |
0.00 |
| Volume |
20,986 |
17,085 |
-3,901 |
-18.6% |
88,725 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.31 |
83.02 |
78.22 |
|
| R3 |
81.88 |
80.59 |
77.55 |
|
| R2 |
79.45 |
79.45 |
77.33 |
|
| R1 |
78.16 |
78.16 |
77.10 |
77.59 |
| PP |
77.02 |
77.02 |
77.02 |
76.73 |
| S1 |
75.73 |
75.73 |
76.66 |
75.16 |
| S2 |
74.59 |
74.59 |
76.43 |
|
| S3 |
72.16 |
73.30 |
76.21 |
|
| S4 |
69.73 |
70.87 |
75.54 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.03 |
95.90 |
81.25 |
|
| R3 |
91.08 |
87.95 |
79.07 |
|
| R2 |
83.13 |
83.13 |
78.34 |
|
| R1 |
80.00 |
80.00 |
77.61 |
81.57 |
| PP |
75.18 |
75.18 |
75.18 |
75.96 |
| S1 |
72.05 |
72.05 |
76.15 |
73.62 |
| S2 |
67.23 |
67.23 |
75.42 |
|
| S3 |
59.28 |
64.10 |
74.69 |
|
| S4 |
51.33 |
56.15 |
72.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.30 |
70.35 |
7.95 |
10.3% |
2.43 |
3.2% |
82% |
True |
False |
17,745 |
| 10 |
80.03 |
70.35 |
9.68 |
12.6% |
2.60 |
3.4% |
67% |
False |
False |
18,765 |
| 20 |
92.75 |
70.35 |
22.40 |
29.1% |
2.73 |
3.6% |
29% |
False |
False |
18,805 |
| 40 |
92.75 |
70.35 |
22.40 |
29.1% |
2.05 |
2.7% |
29% |
False |
False |
17,030 |
| 60 |
92.75 |
70.35 |
22.40 |
29.1% |
1.77 |
2.3% |
29% |
False |
False |
12,962 |
| 80 |
92.75 |
70.35 |
22.40 |
29.1% |
1.72 |
2.2% |
29% |
False |
False |
10,772 |
| 100 |
92.75 |
70.35 |
22.40 |
29.1% |
1.59 |
2.1% |
29% |
False |
False |
9,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.63 |
|
2.618 |
84.66 |
|
1.618 |
82.23 |
|
1.000 |
80.73 |
|
0.618 |
79.80 |
|
HIGH |
78.30 |
|
0.618 |
77.37 |
|
0.500 |
77.09 |
|
0.382 |
76.80 |
|
LOW |
75.87 |
|
0.618 |
74.37 |
|
1.000 |
73.44 |
|
1.618 |
71.94 |
|
2.618 |
69.51 |
|
4.250 |
65.54 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.09 |
76.30 |
| PP |
77.02 |
75.72 |
| S1 |
76.95 |
75.14 |
|