NYMEX Light Sweet Crude Oil Future July 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 |
70.62 |
69.90 |
-0.72 |
-1.0% |
75.63 |
High |
70.96 |
70.04 |
-0.92 |
-1.3% |
75.94 |
Low |
69.57 |
67.15 |
-2.42 |
-3.5% |
68.85 |
Close |
70.21 |
68.75 |
-1.46 |
-2.1% |
70.04 |
Range |
1.39 |
2.89 |
1.50 |
107.9% |
7.09 |
ATR |
2.57 |
2.61 |
0.03 |
1.4% |
0.00 |
Volume |
449,427 |
279,820 |
-169,607 |
-37.7% |
1,996,271 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.32 |
75.92 |
70.34 |
|
R3 |
74.43 |
73.03 |
69.54 |
|
R2 |
71.54 |
71.54 |
69.28 |
|
R1 |
70.14 |
70.14 |
69.01 |
69.40 |
PP |
68.65 |
68.65 |
68.65 |
68.27 |
S1 |
67.25 |
67.25 |
68.49 |
66.51 |
S2 |
65.76 |
65.76 |
68.22 |
|
S3 |
62.87 |
64.36 |
67.96 |
|
S4 |
59.98 |
61.47 |
67.16 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.88 |
88.55 |
73.94 |
|
R3 |
85.79 |
81.46 |
71.99 |
|
R2 |
78.70 |
78.70 |
71.34 |
|
R1 |
74.37 |
74.37 |
70.69 |
72.99 |
PP |
71.61 |
71.61 |
71.61 |
70.92 |
S1 |
67.28 |
67.28 |
69.39 |
65.90 |
S2 |
64.52 |
64.52 |
68.74 |
|
S3 |
57.43 |
60.19 |
68.09 |
|
S4 |
50.34 |
53.10 |
66.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.28 |
67.15 |
6.13 |
8.9% |
2.60 |
3.8% |
26% |
False |
True |
442,179 |
10 |
80.97 |
67.15 |
13.82 |
20.1% |
2.71 |
3.9% |
12% |
False |
True |
357,328 |
20 |
89.77 |
67.15 |
22.62 |
32.9% |
2.80 |
4.1% |
7% |
False |
True |
272,367 |
40 |
89.77 |
67.15 |
22.62 |
32.9% |
2.23 |
3.2% |
7% |
False |
True |
185,002 |
60 |
89.77 |
67.15 |
22.62 |
32.9% |
2.07 |
3.0% |
7% |
False |
True |
130,961 |
80 |
89.77 |
67.15 |
22.62 |
32.9% |
2.12 |
3.1% |
7% |
False |
True |
100,991 |
100 |
89.77 |
67.15 |
22.62 |
32.9% |
2.02 |
2.9% |
7% |
False |
True |
82,101 |
120 |
89.77 |
67.15 |
22.62 |
32.9% |
1.95 |
2.8% |
7% |
False |
True |
68,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.32 |
2.618 |
77.61 |
1.618 |
74.72 |
1.000 |
72.93 |
0.618 |
71.83 |
HIGH |
70.04 |
0.618 |
68.94 |
0.500 |
68.60 |
0.382 |
68.25 |
LOW |
67.15 |
0.618 |
65.36 |
1.000 |
64.26 |
1.618 |
62.47 |
2.618 |
59.58 |
4.250 |
54.87 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
68.70 |
69.19 |
PP |
68.65 |
69.04 |
S1 |
68.60 |
68.90 |
|