NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
73.98 |
72.42 |
-1.56 |
-2.1% |
77.48 |
| High |
74.88 |
73.52 |
-1.36 |
-1.8% |
80.58 |
| Low |
73.62 |
70.96 |
-2.66 |
-3.6% |
72.61 |
| Close |
73.98 |
72.42 |
-1.56 |
-2.1% |
74.20 |
| Range |
1.26 |
2.56 |
1.30 |
103.2% |
7.97 |
| ATR |
2.20 |
2.26 |
0.06 |
2.7% |
0.00 |
| Volume |
14,465 |
8,982 |
-5,483 |
-37.9% |
67,161 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.98 |
78.76 |
73.83 |
|
| R3 |
77.42 |
76.20 |
73.12 |
|
| R2 |
74.86 |
74.86 |
72.89 |
|
| R1 |
73.64 |
73.64 |
72.65 |
73.70 |
| PP |
72.30 |
72.30 |
72.30 |
72.33 |
| S1 |
71.08 |
71.08 |
72.19 |
71.14 |
| S2 |
69.74 |
69.74 |
71.95 |
|
| S3 |
67.18 |
68.52 |
71.72 |
|
| S4 |
64.62 |
65.96 |
71.01 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.71 |
94.92 |
78.58 |
|
| R3 |
91.74 |
86.95 |
76.39 |
|
| R2 |
83.77 |
83.77 |
75.66 |
|
| R1 |
78.98 |
78.98 |
74.93 |
77.39 |
| PP |
75.80 |
75.80 |
75.80 |
75.00 |
| S1 |
71.01 |
71.01 |
73.47 |
69.42 |
| S2 |
67.83 |
67.83 |
72.74 |
|
| S3 |
59.86 |
63.04 |
72.01 |
|
| S4 |
51.89 |
55.07 |
69.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.61 |
70.96 |
5.65 |
7.8% |
2.30 |
3.2% |
26% |
False |
True |
12,801 |
| 10 |
85.75 |
70.96 |
14.79 |
20.4% |
2.37 |
3.3% |
10% |
False |
True |
12,914 |
| 20 |
93.14 |
70.96 |
22.18 |
30.6% |
2.30 |
3.2% |
7% |
False |
True |
13,602 |
| 40 |
93.14 |
70.96 |
22.18 |
30.6% |
1.70 |
2.4% |
7% |
False |
True |
11,579 |
| 60 |
93.14 |
70.96 |
22.18 |
30.6% |
1.52 |
2.1% |
7% |
False |
True |
9,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.40 |
|
2.618 |
80.22 |
|
1.618 |
77.66 |
|
1.000 |
76.08 |
|
0.618 |
75.10 |
|
HIGH |
73.52 |
|
0.618 |
72.54 |
|
0.500 |
72.24 |
|
0.382 |
71.94 |
|
LOW |
70.96 |
|
0.618 |
69.38 |
|
1.000 |
68.40 |
|
1.618 |
66.82 |
|
2.618 |
64.26 |
|
4.250 |
60.08 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.36 |
73.08 |
| PP |
72.30 |
72.86 |
| S1 |
72.24 |
72.64 |
|