NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
70.35 |
71.16 |
0.81 |
1.2% |
73.97 |
High |
72.49 |
72.60 |
0.11 |
0.2% |
75.42 |
Low |
69.51 |
70.75 |
1.24 |
1.8% |
70.73 |
Close |
71.44 |
71.99 |
0.55 |
0.8% |
71.51 |
Range |
2.98 |
1.85 |
-1.13 |
-37.9% |
4.69 |
ATR |
2.89 |
2.82 |
-0.07 |
-2.6% |
0.00 |
Volume |
448,494 |
417,308 |
-31,186 |
-7.0% |
1,689,727 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.33 |
76.51 |
73.01 |
|
R3 |
75.48 |
74.66 |
72.50 |
|
R2 |
73.63 |
73.63 |
72.33 |
|
R1 |
72.81 |
72.81 |
72.16 |
73.22 |
PP |
71.78 |
71.78 |
71.78 |
71.99 |
S1 |
70.96 |
70.96 |
71.82 |
71.37 |
S2 |
69.93 |
69.93 |
71.65 |
|
S3 |
68.08 |
69.11 |
71.48 |
|
S4 |
66.23 |
67.26 |
70.97 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.62 |
83.76 |
74.09 |
|
R3 |
81.93 |
79.07 |
72.80 |
|
R2 |
77.24 |
77.24 |
72.37 |
|
R1 |
74.38 |
74.38 |
71.94 |
73.47 |
PP |
72.55 |
72.55 |
72.55 |
72.10 |
S1 |
69.69 |
69.69 |
71.08 |
68.78 |
S2 |
67.86 |
67.86 |
70.65 |
|
S3 |
63.17 |
65.00 |
70.22 |
|
S4 |
58.48 |
60.31 |
68.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.42 |
69.51 |
5.91 |
8.2% |
2.88 |
4.0% |
42% |
False |
False |
426,971 |
10 |
75.72 |
67.15 |
8.57 |
11.9% |
3.01 |
4.2% |
56% |
False |
False |
403,807 |
20 |
81.24 |
67.15 |
14.09 |
19.6% |
2.82 |
3.9% |
34% |
False |
False |
376,075 |
40 |
89.77 |
67.15 |
22.62 |
31.4% |
2.58 |
3.6% |
21% |
False |
False |
266,317 |
60 |
89.77 |
67.15 |
22.62 |
31.4% |
2.27 |
3.2% |
21% |
False |
False |
190,598 |
80 |
89.77 |
67.15 |
22.62 |
31.4% |
2.18 |
3.0% |
21% |
False |
False |
146,718 |
100 |
89.77 |
67.15 |
22.62 |
31.4% |
2.16 |
3.0% |
21% |
False |
False |
119,216 |
120 |
89.77 |
67.15 |
22.62 |
31.4% |
2.05 |
2.8% |
21% |
False |
False |
100,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.46 |
2.618 |
77.44 |
1.618 |
75.59 |
1.000 |
74.45 |
0.618 |
73.74 |
HIGH |
72.60 |
0.618 |
71.89 |
0.500 |
71.68 |
0.382 |
71.46 |
LOW |
70.75 |
0.618 |
69.61 |
1.000 |
68.90 |
1.618 |
67.76 |
2.618 |
65.91 |
4.250 |
62.89 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
71.89 |
72.47 |
PP |
71.78 |
72.31 |
S1 |
71.68 |
72.15 |
|