NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
75.69 |
74.53 |
-1.16 |
-1.5% |
81.03 |
| High |
75.69 |
74.53 |
-1.16 |
-1.5% |
81.03 |
| Low |
74.85 |
72.06 |
-2.79 |
-3.7% |
73.41 |
| Close |
74.96 |
73.45 |
-1.51 |
-2.0% |
75.15 |
| Range |
0.84 |
2.47 |
1.63 |
194.0% |
7.62 |
| ATR |
1.98 |
2.05 |
0.07 |
3.3% |
0.00 |
| Volume |
8,386 |
4,554 |
-3,832 |
-45.7% |
30,177 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.76 |
79.57 |
74.81 |
|
| R3 |
78.29 |
77.10 |
74.13 |
|
| R2 |
75.82 |
75.82 |
73.90 |
|
| R1 |
74.63 |
74.63 |
73.68 |
73.99 |
| PP |
73.35 |
73.35 |
73.35 |
73.03 |
| S1 |
72.16 |
72.16 |
73.22 |
71.52 |
| S2 |
70.88 |
70.88 |
73.00 |
|
| S3 |
68.41 |
69.69 |
72.77 |
|
| S4 |
65.94 |
67.22 |
72.09 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
94.89 |
79.34 |
|
| R3 |
91.77 |
87.27 |
77.25 |
|
| R2 |
84.15 |
84.15 |
76.55 |
|
| R1 |
79.65 |
79.65 |
75.85 |
78.09 |
| PP |
76.53 |
76.53 |
76.53 |
75.75 |
| S1 |
72.03 |
72.03 |
74.45 |
70.47 |
| S2 |
68.91 |
68.91 |
73.75 |
|
| S3 |
61.29 |
64.41 |
73.05 |
|
| S4 |
53.67 |
56.79 |
70.96 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.03 |
|
2.618 |
81.00 |
|
1.618 |
78.53 |
|
1.000 |
77.00 |
|
0.618 |
76.06 |
|
HIGH |
74.53 |
|
0.618 |
73.59 |
|
0.500 |
73.30 |
|
0.382 |
73.00 |
|
LOW |
72.06 |
|
0.618 |
70.53 |
|
1.000 |
69.59 |
|
1.618 |
68.06 |
|
2.618 |
65.59 |
|
4.250 |
61.56 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.40 |
73.88 |
| PP |
73.35 |
73.73 |
| S1 |
73.30 |
73.59 |
|