NYMEX Light Sweet Crude Oil Future November 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 |
72.42 |
74.64 |
2.22 |
3.1% |
77.48 |
| High |
73.52 |
74.76 |
1.24 |
1.7% |
80.58 |
| Low |
70.96 |
72.61 |
1.65 |
2.3% |
72.61 |
| Close |
72.42 |
74.64 |
2.22 |
3.1% |
74.20 |
| Range |
2.56 |
2.15 |
-0.41 |
-16.0% |
7.97 |
| ATR |
2.26 |
2.26 |
0.01 |
0.3% |
0.00 |
| Volume |
8,982 |
14,262 |
5,280 |
58.8% |
67,161 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.45 |
79.70 |
75.82 |
|
| R3 |
78.30 |
77.55 |
75.23 |
|
| R2 |
76.15 |
76.15 |
75.03 |
|
| R1 |
75.40 |
75.40 |
74.84 |
75.72 |
| PP |
74.00 |
74.00 |
74.00 |
74.16 |
| S1 |
73.25 |
73.25 |
74.44 |
73.57 |
| S2 |
71.85 |
71.85 |
74.25 |
|
| S3 |
69.70 |
71.10 |
74.05 |
|
| S4 |
67.55 |
68.95 |
73.46 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.71 |
94.92 |
78.58 |
|
| R3 |
91.74 |
86.95 |
76.39 |
|
| R2 |
83.77 |
83.77 |
75.66 |
|
| R1 |
78.98 |
78.98 |
74.93 |
77.39 |
| PP |
75.80 |
75.80 |
75.80 |
75.00 |
| S1 |
71.01 |
71.01 |
73.47 |
69.42 |
| S2 |
67.83 |
67.83 |
72.74 |
|
| S3 |
59.86 |
63.04 |
72.01 |
|
| S4 |
51.89 |
55.07 |
69.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.17 |
70.96 |
5.21 |
7.0% |
2.36 |
3.2% |
71% |
False |
False |
13,397 |
| 10 |
85.75 |
70.96 |
14.79 |
19.8% |
2.49 |
3.3% |
25% |
False |
False |
13,183 |
| 20 |
93.14 |
70.96 |
22.18 |
29.7% |
2.34 |
3.1% |
17% |
False |
False |
13,739 |
| 40 |
93.14 |
70.96 |
22.18 |
29.7% |
1.75 |
2.3% |
17% |
False |
False |
11,749 |
| 60 |
93.14 |
70.96 |
22.18 |
29.7% |
1.53 |
2.1% |
17% |
False |
False |
9,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.90 |
|
2.618 |
80.39 |
|
1.618 |
78.24 |
|
1.000 |
76.91 |
|
0.618 |
76.09 |
|
HIGH |
74.76 |
|
0.618 |
73.94 |
|
0.500 |
73.69 |
|
0.382 |
73.43 |
|
LOW |
72.61 |
|
0.618 |
71.28 |
|
1.000 |
70.46 |
|
1.618 |
69.13 |
|
2.618 |
66.98 |
|
4.250 |
63.47 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.32 |
74.07 |
| PP |
74.00 |
73.49 |
| S1 |
73.69 |
72.92 |
|