NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
72.24 |
72.00 |
-0.24 |
-0.3% |
78.97 |
| High |
72.27 |
73.56 |
1.29 |
1.8% |
79.19 |
| Low |
69.62 |
71.27 |
1.65 |
2.4% |
71.27 |
| Close |
71.04 |
73.36 |
2.32 |
3.3% |
72.75 |
| Range |
2.65 |
2.29 |
-0.36 |
-13.6% |
7.92 |
| ATR |
2.47 |
2.47 |
0.00 |
0.1% |
0.00 |
| Volume |
33,535 |
49,754 |
16,219 |
48.4% |
266,148 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.60 |
78.77 |
74.62 |
|
| R3 |
77.31 |
76.48 |
73.99 |
|
| R2 |
75.02 |
75.02 |
73.78 |
|
| R1 |
74.19 |
74.19 |
73.57 |
74.61 |
| PP |
72.73 |
72.73 |
72.73 |
72.94 |
| S1 |
71.90 |
71.90 |
73.15 |
72.32 |
| S2 |
70.44 |
70.44 |
72.94 |
|
| S3 |
68.15 |
69.61 |
72.73 |
|
| S4 |
65.86 |
67.32 |
72.10 |
|
|
| 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 |
75.24 |
69.62 |
5.62 |
7.7% |
2.52 |
3.4% |
67% |
False |
False |
53,410 |
| 10 |
84.50 |
69.62 |
14.88 |
20.3% |
2.67 |
3.6% |
25% |
False |
False |
50,255 |
| 20 |
92.21 |
69.62 |
22.59 |
30.8% |
2.68 |
3.7% |
17% |
False |
False |
45,603 |
| 40 |
92.21 |
69.62 |
22.59 |
30.8% |
2.08 |
2.8% |
17% |
False |
False |
38,215 |
| 60 |
92.21 |
69.62 |
22.59 |
30.8% |
1.89 |
2.6% |
17% |
False |
False |
28,370 |
| 80 |
92.21 |
69.62 |
22.59 |
30.8% |
1.94 |
2.6% |
17% |
False |
False |
22,956 |
| 100 |
92.21 |
69.62 |
22.59 |
30.8% |
1.78 |
2.4% |
17% |
False |
False |
19,107 |
| 120 |
92.21 |
69.62 |
22.59 |
30.8% |
1.64 |
2.2% |
17% |
False |
False |
16,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.29 |
|
2.618 |
79.56 |
|
1.618 |
77.27 |
|
1.000 |
75.85 |
|
0.618 |
74.98 |
|
HIGH |
73.56 |
|
0.618 |
72.69 |
|
0.500 |
72.42 |
|
0.382 |
72.14 |
|
LOW |
71.27 |
|
0.618 |
69.85 |
|
1.000 |
68.98 |
|
1.618 |
67.56 |
|
2.618 |
65.27 |
|
4.250 |
61.54 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.05 |
72.77 |
| PP |
72.73 |
72.18 |
| S1 |
72.42 |
71.59 |
|