NYMEX Light Sweet Crude Oil Future September 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 |
73.32 |
73.25 |
-0.07 |
-0.1% |
76.03 |
| High |
74.57 |
74.41 |
-0.16 |
-0.2% |
77.86 |
| Low |
71.92 |
73.00 |
1.08 |
1.5% |
73.16 |
| Close |
73.85 |
73.98 |
0.13 |
0.2% |
73.77 |
| Range |
2.65 |
1.41 |
-1.24 |
-46.8% |
4.70 |
| ATR |
2.74 |
2.65 |
-0.10 |
-3.5% |
0.00 |
| Volume |
63,653 |
73,862 |
10,209 |
16.0% |
221,025 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.03 |
77.41 |
74.76 |
|
| R3 |
76.62 |
76.00 |
74.37 |
|
| R2 |
75.21 |
75.21 |
74.24 |
|
| R1 |
74.59 |
74.59 |
74.11 |
74.90 |
| PP |
73.80 |
73.80 |
73.80 |
73.95 |
| S1 |
73.18 |
73.18 |
73.85 |
73.49 |
| S2 |
72.39 |
72.39 |
73.72 |
|
| S3 |
70.98 |
71.77 |
73.59 |
|
| S4 |
69.57 |
70.36 |
73.20 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
86.10 |
76.36 |
|
| R3 |
84.33 |
81.40 |
75.06 |
|
| R2 |
79.63 |
79.63 |
74.63 |
|
| R1 |
76.70 |
76.70 |
74.20 |
75.82 |
| PP |
74.93 |
74.93 |
74.93 |
74.49 |
| S1 |
72.00 |
72.00 |
73.34 |
71.12 |
| S2 |
70.23 |
70.23 |
72.91 |
|
| S3 |
65.53 |
67.30 |
72.48 |
|
| S4 |
60.83 |
62.60 |
71.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.86 |
71.92 |
5.94 |
8.0% |
2.63 |
3.6% |
35% |
False |
False |
63,691 |
| 10 |
77.86 |
69.62 |
8.24 |
11.1% |
2.84 |
3.8% |
53% |
False |
False |
53,134 |
| 20 |
84.50 |
69.62 |
14.88 |
20.1% |
2.68 |
3.6% |
29% |
False |
False |
50,834 |
| 40 |
92.21 |
69.62 |
22.59 |
30.5% |
2.40 |
3.3% |
19% |
False |
False |
44,901 |
| 60 |
92.21 |
69.62 |
22.59 |
30.5% |
2.09 |
2.8% |
19% |
False |
False |
34,662 |
| 80 |
92.21 |
69.62 |
22.59 |
30.5% |
2.00 |
2.7% |
19% |
False |
False |
27,868 |
| 100 |
92.21 |
69.62 |
22.59 |
30.5% |
1.92 |
2.6% |
19% |
False |
False |
23,331 |
| 120 |
92.21 |
69.62 |
22.59 |
30.5% |
1.76 |
2.4% |
19% |
False |
False |
19,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.40 |
|
2.618 |
78.10 |
|
1.618 |
76.69 |
|
1.000 |
75.82 |
|
0.618 |
75.28 |
|
HIGH |
74.41 |
|
0.618 |
73.87 |
|
0.500 |
73.71 |
|
0.382 |
73.54 |
|
LOW |
73.00 |
|
0.618 |
72.13 |
|
1.000 |
71.59 |
|
1.618 |
70.72 |
|
2.618 |
69.31 |
|
4.250 |
67.01 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.89 |
74.89 |
| PP |
73.80 |
74.59 |
| S1 |
73.71 |
74.28 |
|