NYMEX Light Sweet Crude Oil Future July 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 |
70.74 |
74.90 |
4.16 |
5.9% |
70.62 |
| High |
74.75 |
75.72 |
0.97 |
1.3% |
75.72 |
| Low |
70.67 |
73.13 |
2.46 |
3.5% |
67.15 |
| Close |
74.55 |
73.97 |
-0.58 |
-0.8% |
73.97 |
| Range |
4.08 |
2.59 |
-1.49 |
-36.5% |
8.57 |
| ATR |
2.73 |
2.72 |
-0.01 |
-0.4% |
0.00 |
| Volume |
405,519 |
401,812 |
-3,707 |
-0.9% |
1,931,977 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.04 |
80.60 |
75.39 |
|
| R3 |
79.45 |
78.01 |
74.68 |
|
| R2 |
76.86 |
76.86 |
74.44 |
|
| R1 |
75.42 |
75.42 |
74.21 |
74.85 |
| PP |
74.27 |
74.27 |
74.27 |
73.99 |
| S1 |
72.83 |
72.83 |
73.73 |
72.26 |
| S2 |
71.68 |
71.68 |
73.50 |
|
| S3 |
69.09 |
70.24 |
73.26 |
|
| S4 |
66.50 |
67.65 |
72.55 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.99 |
94.55 |
78.68 |
|
| R3 |
89.42 |
85.98 |
76.33 |
|
| R2 |
80.85 |
80.85 |
75.54 |
|
| R1 |
77.41 |
77.41 |
74.76 |
79.13 |
| PP |
72.28 |
72.28 |
72.28 |
73.14 |
| S1 |
68.84 |
68.84 |
73.18 |
70.56 |
| S2 |
63.71 |
63.71 |
72.40 |
|
| S3 |
55.14 |
60.27 |
71.61 |
|
| S4 |
46.57 |
51.70 |
69.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.72 |
67.15 |
8.57 |
11.6% |
2.69 |
3.6% |
80% |
True |
False |
386,395 |
| 10 |
75.94 |
67.15 |
8.79 |
11.9% |
2.85 |
3.9% |
78% |
False |
False |
392,824 |
| 20 |
89.77 |
67.15 |
22.62 |
30.6% |
2.97 |
4.0% |
30% |
False |
False |
306,969 |
| 40 |
89.77 |
67.15 |
22.62 |
30.6% |
2.35 |
3.2% |
30% |
False |
False |
212,246 |
| 60 |
89.77 |
67.15 |
22.62 |
30.6% |
2.14 |
2.9% |
30% |
False |
False |
150,210 |
| 80 |
89.77 |
67.15 |
22.62 |
30.6% |
2.15 |
2.9% |
30% |
False |
False |
115,680 |
| 100 |
89.77 |
67.15 |
22.62 |
30.6% |
2.08 |
2.8% |
30% |
False |
False |
94,010 |
| 120 |
89.77 |
67.15 |
22.62 |
30.6% |
1.98 |
2.7% |
30% |
False |
False |
78,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.73 |
|
2.618 |
82.50 |
|
1.618 |
79.91 |
|
1.000 |
78.31 |
|
0.618 |
77.32 |
|
HIGH |
75.72 |
|
0.618 |
74.73 |
|
0.500 |
74.43 |
|
0.382 |
74.12 |
|
LOW |
73.13 |
|
0.618 |
71.53 |
|
1.000 |
70.54 |
|
1.618 |
68.94 |
|
2.618 |
66.35 |
|
4.250 |
62.12 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.43 |
73.47 |
| PP |
74.27 |
72.97 |
| S1 |
74.12 |
72.47 |
|