NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
75.62 |
76.81 |
1.19 |
1.6% |
81.03 |
| High |
75.64 |
78.87 |
3.23 |
4.3% |
81.03 |
| Low |
74.55 |
76.81 |
2.26 |
3.0% |
73.41 |
| Close |
75.62 |
78.87 |
3.25 |
4.3% |
75.15 |
| Range |
1.09 |
2.06 |
0.97 |
89.0% |
7.62 |
| ATR |
2.06 |
2.14 |
0.09 |
4.1% |
0.00 |
| Volume |
5,526 |
5,079 |
-447 |
-8.1% |
30,177 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.36 |
83.68 |
80.00 |
|
| R3 |
82.30 |
81.62 |
79.44 |
|
| R2 |
80.24 |
80.24 |
79.25 |
|
| R1 |
79.56 |
79.56 |
79.06 |
79.90 |
| PP |
78.18 |
78.18 |
78.18 |
78.36 |
| S1 |
77.50 |
77.50 |
78.68 |
77.84 |
| S2 |
76.12 |
76.12 |
78.49 |
|
| S3 |
74.06 |
75.44 |
78.30 |
|
| S4 |
72.00 |
73.38 |
77.74 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
94.89 |
79.34 |
|
| R3 |
91.77 |
87.27 |
77.25 |
|
| R2 |
84.15 |
84.15 |
76.55 |
|
| R1 |
79.65 |
79.65 |
75.85 |
78.09 |
| PP |
76.53 |
76.53 |
76.53 |
75.75 |
| S1 |
72.03 |
72.03 |
74.45 |
70.47 |
| S2 |
68.91 |
68.91 |
73.75 |
|
| S3 |
61.29 |
64.41 |
73.05 |
|
| S4 |
53.67 |
56.79 |
70.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.63 |
|
2.618 |
84.26 |
|
1.618 |
82.20 |
|
1.000 |
80.93 |
|
0.618 |
80.14 |
|
HIGH |
78.87 |
|
0.618 |
78.08 |
|
0.500 |
77.84 |
|
0.382 |
77.60 |
|
LOW |
76.81 |
|
0.618 |
75.54 |
|
1.000 |
74.75 |
|
1.618 |
73.48 |
|
2.618 |
71.42 |
|
4.250 |
68.06 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.53 |
77.74 |
| PP |
78.18 |
76.60 |
| S1 |
77.84 |
75.47 |
|