NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
75.52 |
74.06 |
-1.46 |
-1.9% |
70.35 |
| High |
75.64 |
75.99 |
0.35 |
0.5% |
76.30 |
| Low |
73.26 |
74.04 |
0.78 |
1.1% |
69.51 |
| Close |
73.78 |
75.12 |
1.34 |
1.8% |
73.78 |
| Range |
2.38 |
1.95 |
-0.43 |
-18.1% |
6.79 |
| ATR |
2.78 |
2.74 |
-0.04 |
-1.5% |
0.00 |
| Volume |
430,042 |
421,739 |
-8,303 |
-1.9% |
2,154,791 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.90 |
79.96 |
76.19 |
|
| R3 |
78.95 |
78.01 |
75.66 |
|
| R2 |
77.00 |
77.00 |
75.48 |
|
| R1 |
76.06 |
76.06 |
75.30 |
76.53 |
| PP |
75.05 |
75.05 |
75.05 |
75.29 |
| S1 |
74.11 |
74.11 |
74.94 |
74.58 |
| S2 |
73.10 |
73.10 |
74.76 |
|
| S3 |
71.15 |
72.16 |
74.58 |
|
| S4 |
69.20 |
70.21 |
74.05 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.57 |
90.46 |
77.51 |
|
| R3 |
86.78 |
83.67 |
75.65 |
|
| R2 |
79.99 |
79.99 |
75.02 |
|
| R1 |
76.88 |
76.88 |
74.40 |
78.44 |
| PP |
73.20 |
73.20 |
73.20 |
73.97 |
| S1 |
70.09 |
70.09 |
73.16 |
71.65 |
| S2 |
66.41 |
66.41 |
72.54 |
|
| S3 |
59.62 |
63.30 |
71.91 |
|
| S4 |
52.83 |
56.51 |
70.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.30 |
70.75 |
5.55 |
7.4% |
2.34 |
3.1% |
79% |
False |
False |
425,607 |
| 10 |
76.30 |
69.51 |
6.79 |
9.0% |
2.79 |
3.7% |
83% |
False |
False |
426,625 |
| 20 |
76.30 |
67.15 |
9.15 |
12.2% |
2.82 |
3.8% |
87% |
False |
False |
409,725 |
| 40 |
89.77 |
67.15 |
22.62 |
30.1% |
2.65 |
3.5% |
35% |
False |
False |
295,208 |
| 60 |
89.77 |
67.15 |
22.62 |
30.1% |
2.33 |
3.1% |
35% |
False |
False |
217,700 |
| 80 |
89.77 |
67.15 |
22.62 |
30.1% |
2.19 |
2.9% |
35% |
False |
False |
167,631 |
| 100 |
89.77 |
67.15 |
22.62 |
30.1% |
2.20 |
2.9% |
35% |
False |
False |
136,054 |
| 120 |
89.77 |
67.15 |
22.62 |
30.1% |
2.08 |
2.8% |
35% |
False |
False |
114,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.28 |
|
2.618 |
81.10 |
|
1.618 |
79.15 |
|
1.000 |
77.94 |
|
0.618 |
77.20 |
|
HIGH |
75.99 |
|
0.618 |
75.25 |
|
0.500 |
75.02 |
|
0.382 |
74.78 |
|
LOW |
74.04 |
|
0.618 |
72.83 |
|
1.000 |
72.09 |
|
1.618 |
70.88 |
|
2.618 |
68.93 |
|
4.250 |
65.75 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.09 |
75.01 |
| PP |
75.05 |
74.89 |
| S1 |
75.02 |
74.78 |
|