NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
72.46 |
73.48 |
1.02 |
1.4% |
76.87 |
| High |
74.19 |
77.32 |
3.13 |
4.2% |
80.03 |
| Low |
71.97 |
73.47 |
1.50 |
2.1% |
71.99 |
| Close |
74.02 |
77.18 |
3.16 |
4.3% |
73.55 |
| Range |
2.22 |
3.85 |
1.63 |
73.4% |
8.04 |
| ATR |
2.38 |
2.49 |
0.10 |
4.4% |
0.00 |
| Volume |
18,176 |
20,986 |
2,810 |
15.5% |
98,931 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.54 |
86.21 |
79.30 |
|
| R3 |
83.69 |
82.36 |
78.24 |
|
| R2 |
79.84 |
79.84 |
77.89 |
|
| R1 |
78.51 |
78.51 |
77.53 |
79.18 |
| PP |
75.99 |
75.99 |
75.99 |
76.32 |
| S1 |
74.66 |
74.66 |
76.83 |
75.33 |
| S2 |
72.14 |
72.14 |
76.47 |
|
| S3 |
68.29 |
70.81 |
76.12 |
|
| S4 |
64.44 |
66.96 |
75.06 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.31 |
94.47 |
77.97 |
|
| R3 |
91.27 |
86.43 |
75.76 |
|
| R2 |
83.23 |
83.23 |
75.02 |
|
| R1 |
78.39 |
78.39 |
74.29 |
76.79 |
| PP |
75.19 |
75.19 |
75.19 |
74.39 |
| S1 |
70.35 |
70.35 |
72.81 |
68.75 |
| S2 |
67.15 |
67.15 |
72.08 |
|
| S3 |
59.11 |
62.31 |
71.34 |
|
| S4 |
51.07 |
54.27 |
69.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.32 |
70.35 |
6.97 |
9.0% |
2.39 |
3.1% |
98% |
True |
False |
19,061 |
| 10 |
83.31 |
70.35 |
12.96 |
16.8% |
2.74 |
3.5% |
53% |
False |
False |
19,186 |
| 20 |
92.75 |
70.35 |
22.40 |
29.0% |
2.67 |
3.5% |
30% |
False |
False |
18,916 |
| 40 |
92.75 |
70.35 |
22.40 |
29.0% |
2.04 |
2.6% |
30% |
False |
False |
16,773 |
| 60 |
92.75 |
70.35 |
22.40 |
29.0% |
1.74 |
2.3% |
30% |
False |
False |
12,781 |
| 80 |
92.75 |
70.35 |
22.40 |
29.0% |
1.71 |
2.2% |
30% |
False |
False |
10,605 |
| 100 |
92.75 |
70.35 |
22.40 |
29.0% |
1.59 |
2.1% |
30% |
False |
False |
9,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.68 |
|
2.618 |
87.40 |
|
1.618 |
83.55 |
|
1.000 |
81.17 |
|
0.618 |
79.70 |
|
HIGH |
77.32 |
|
0.618 |
75.85 |
|
0.500 |
75.40 |
|
0.382 |
74.94 |
|
LOW |
73.47 |
|
0.618 |
71.09 |
|
1.000 |
69.62 |
|
1.618 |
67.24 |
|
2.618 |
63.39 |
|
4.250 |
57.11 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.59 |
76.07 |
| PP |
75.99 |
74.95 |
| S1 |
75.40 |
73.84 |
|