NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
72.51 |
73.87 |
1.36 |
1.9% |
73.97 |
| High |
74.96 |
76.30 |
1.34 |
1.8% |
75.42 |
| Low |
72.03 |
73.72 |
1.69 |
2.3% |
70.73 |
| Close |
74.38 |
75.48 |
1.10 |
1.5% |
71.51 |
| Range |
2.93 |
2.58 |
-0.35 |
-11.9% |
4.69 |
| ATR |
2.83 |
2.81 |
-0.02 |
-0.6% |
0.00 |
| Volume |
421,966 |
436,981 |
15,015 |
3.6% |
1,689,727 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.91 |
81.77 |
76.90 |
|
| R3 |
80.33 |
79.19 |
76.19 |
|
| R2 |
77.75 |
77.75 |
75.95 |
|
| R1 |
76.61 |
76.61 |
75.72 |
77.18 |
| PP |
75.17 |
75.17 |
75.17 |
75.45 |
| S1 |
74.03 |
74.03 |
75.24 |
74.60 |
| S2 |
72.59 |
72.59 |
75.01 |
|
| S3 |
70.01 |
71.45 |
74.77 |
|
| S4 |
67.43 |
68.87 |
74.06 |
|
|
| 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 |
76.30 |
69.51 |
6.79 |
9.0% |
3.01 |
4.0% |
88% |
True |
False |
432,836 |
| 10 |
76.30 |
69.51 |
6.79 |
9.0% |
3.03 |
4.0% |
88% |
True |
False |
422,180 |
| 20 |
80.59 |
67.15 |
13.44 |
17.8% |
2.90 |
3.8% |
62% |
False |
False |
398,618 |
| 40 |
89.77 |
67.15 |
22.62 |
30.0% |
2.63 |
3.5% |
37% |
False |
False |
280,372 |
| 60 |
89.77 |
67.15 |
22.62 |
30.0% |
2.29 |
3.0% |
37% |
False |
False |
204,291 |
| 80 |
89.77 |
67.15 |
22.62 |
30.0% |
2.18 |
2.9% |
37% |
False |
False |
157,159 |
| 100 |
89.77 |
67.15 |
22.62 |
30.0% |
2.19 |
2.9% |
37% |
False |
False |
127,682 |
| 120 |
89.77 |
67.15 |
22.62 |
30.0% |
2.07 |
2.7% |
37% |
False |
False |
107,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.27 |
|
2.618 |
83.05 |
|
1.618 |
80.47 |
|
1.000 |
78.88 |
|
0.618 |
77.89 |
|
HIGH |
76.30 |
|
0.618 |
75.31 |
|
0.500 |
75.01 |
|
0.382 |
74.71 |
|
LOW |
73.72 |
|
0.618 |
72.13 |
|
1.000 |
71.14 |
|
1.618 |
69.55 |
|
2.618 |
66.97 |
|
4.250 |
62.76 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.32 |
74.83 |
| PP |
75.17 |
74.18 |
| S1 |
75.01 |
73.53 |
|