NYMEX Light Sweet Crude Oil Future September 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 |
72.90 |
72.24 |
-0.66 |
-0.9% |
78.97 |
| High |
73.49 |
72.27 |
-1.22 |
-1.7% |
79.19 |
| Low |
72.08 |
69.62 |
-2.46 |
-3.4% |
71.27 |
| Close |
72.59 |
71.04 |
-1.55 |
-2.1% |
72.75 |
| Range |
1.41 |
2.65 |
1.24 |
87.9% |
7.92 |
| ATR |
2.43 |
2.47 |
0.04 |
1.6% |
0.00 |
| Volume |
52,128 |
33,535 |
-18,593 |
-35.7% |
266,148 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.93 |
77.63 |
72.50 |
|
| R3 |
76.28 |
74.98 |
71.77 |
|
| R2 |
73.63 |
73.63 |
71.53 |
|
| R1 |
72.33 |
72.33 |
71.28 |
71.66 |
| PP |
70.98 |
70.98 |
70.98 |
70.64 |
| S1 |
69.68 |
69.68 |
70.80 |
69.01 |
| S2 |
68.33 |
68.33 |
70.55 |
|
| S3 |
65.68 |
67.03 |
70.31 |
|
| S4 |
63.03 |
64.38 |
69.58 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.16 |
93.38 |
77.11 |
|
| R3 |
90.24 |
85.46 |
74.93 |
|
| R2 |
82.32 |
82.32 |
74.20 |
|
| R1 |
77.54 |
77.54 |
73.48 |
75.97 |
| PP |
74.40 |
74.40 |
74.40 |
73.62 |
| S1 |
69.62 |
69.62 |
72.02 |
68.05 |
| S2 |
66.48 |
66.48 |
71.30 |
|
| S3 |
58.56 |
61.70 |
70.57 |
|
| S4 |
50.64 |
53.78 |
68.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.44 |
69.62 |
5.82 |
8.2% |
2.44 |
3.4% |
24% |
False |
True |
52,780 |
| 10 |
84.50 |
69.62 |
14.88 |
20.9% |
2.59 |
3.6% |
10% |
False |
True |
49,246 |
| 20 |
92.21 |
69.62 |
22.59 |
31.8% |
2.65 |
3.7% |
6% |
False |
True |
45,584 |
| 40 |
92.21 |
69.62 |
22.59 |
31.8% |
2.04 |
2.9% |
6% |
False |
True |
37,278 |
| 60 |
92.21 |
69.62 |
22.59 |
31.8% |
1.89 |
2.7% |
6% |
False |
True |
27,659 |
| 80 |
92.21 |
69.62 |
22.59 |
31.8% |
1.93 |
2.7% |
6% |
False |
True |
22,376 |
| 100 |
92.21 |
69.62 |
22.59 |
31.8% |
1.76 |
2.5% |
6% |
False |
True |
18,626 |
| 120 |
92.21 |
69.62 |
22.59 |
31.8% |
1.63 |
2.3% |
6% |
False |
True |
15,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.53 |
|
2.618 |
79.21 |
|
1.618 |
76.56 |
|
1.000 |
74.92 |
|
0.618 |
73.91 |
|
HIGH |
72.27 |
|
0.618 |
71.26 |
|
0.500 |
70.95 |
|
0.382 |
70.63 |
|
LOW |
69.62 |
|
0.618 |
67.98 |
|
1.000 |
66.97 |
|
1.618 |
65.33 |
|
2.618 |
62.68 |
|
4.250 |
58.36 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
71.01 |
71.69 |
| PP |
70.98 |
71.47 |
| S1 |
70.95 |
71.26 |
|