NYMEX Light Sweet Crude Oil Future August 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 |
72.13 |
71.35 |
-0.78 |
-1.1% |
77.81 |
High |
72.49 |
71.35 |
-1.14 |
-1.6% |
78.03 |
Low |
71.06 |
68.59 |
-2.47 |
-3.5% |
70.27 |
Close |
71.62 |
70.10 |
-1.52 |
-2.1% |
71.67 |
Range |
1.43 |
2.76 |
1.33 |
93.0% |
7.76 |
ATR |
2.51 |
2.55 |
0.04 |
1.5% |
0.00 |
Volume |
113,143 |
75,589 |
-37,554 |
-33.2% |
554,454 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.29 |
76.96 |
71.62 |
|
R3 |
75.53 |
74.20 |
70.86 |
|
R2 |
72.77 |
72.77 |
70.61 |
|
R1 |
71.44 |
71.44 |
70.35 |
70.73 |
PP |
70.01 |
70.01 |
70.01 |
69.66 |
S1 |
68.68 |
68.68 |
69.85 |
67.97 |
S2 |
67.25 |
67.25 |
69.59 |
|
S3 |
64.49 |
65.92 |
69.34 |
|
S4 |
61.73 |
63.16 |
68.58 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.60 |
91.90 |
75.94 |
|
R3 |
88.84 |
84.14 |
73.80 |
|
R2 |
81.08 |
81.08 |
73.09 |
|
R1 |
76.38 |
76.38 |
72.38 |
74.85 |
PP |
73.32 |
73.32 |
73.32 |
72.56 |
S1 |
68.62 |
68.62 |
70.96 |
67.09 |
S2 |
65.56 |
65.56 |
70.25 |
|
S3 |
57.80 |
60.86 |
69.54 |
|
S4 |
50.04 |
53.10 |
67.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.60 |
68.59 |
6.01 |
8.6% |
2.54 |
3.6% |
25% |
False |
True |
112,862 |
10 |
83.26 |
68.59 |
14.67 |
20.9% |
2.68 |
3.8% |
10% |
False |
True |
104,197 |
20 |
91.38 |
68.59 |
22.79 |
32.5% |
2.76 |
3.9% |
7% |
False |
True |
87,958 |
40 |
91.38 |
68.59 |
22.79 |
32.5% |
2.15 |
3.1% |
7% |
False |
True |
64,664 |
60 |
91.38 |
68.59 |
22.79 |
32.5% |
1.97 |
2.8% |
7% |
False |
True |
46,660 |
80 |
91.38 |
68.59 |
22.79 |
32.5% |
2.00 |
2.9% |
7% |
False |
True |
36,677 |
100 |
91.38 |
68.59 |
22.79 |
32.5% |
1.83 |
2.6% |
7% |
False |
True |
30,051 |
120 |
91.38 |
68.59 |
22.79 |
32.5% |
1.68 |
2.4% |
7% |
False |
True |
25,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.08 |
2.618 |
78.58 |
1.618 |
75.82 |
1.000 |
74.11 |
0.618 |
73.06 |
HIGH |
71.35 |
0.618 |
70.30 |
0.500 |
69.97 |
0.382 |
69.64 |
LOW |
68.59 |
0.618 |
66.88 |
1.000 |
65.83 |
1.618 |
64.12 |
2.618 |
61.36 |
4.250 |
56.86 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
70.06 |
70.68 |
PP |
70.01 |
70.48 |
S1 |
69.97 |
70.29 |
|