NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
73.25 |
74.25 |
1.00 |
1.4% |
76.03 |
| High |
74.41 |
76.56 |
2.15 |
2.9% |
77.86 |
| Low |
73.00 |
73.88 |
0.88 |
1.2% |
73.16 |
| Close |
73.98 |
76.33 |
2.35 |
3.2% |
73.77 |
| Range |
1.41 |
2.68 |
1.27 |
90.1% |
4.70 |
| ATR |
2.65 |
2.65 |
0.00 |
0.1% |
0.00 |
| Volume |
73,862 |
78,048 |
4,186 |
5.7% |
221,025 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.63 |
82.66 |
77.80 |
|
| R3 |
80.95 |
79.98 |
77.07 |
|
| R2 |
78.27 |
78.27 |
76.82 |
|
| R1 |
77.30 |
77.30 |
76.58 |
77.79 |
| PP |
75.59 |
75.59 |
75.59 |
75.83 |
| S1 |
74.62 |
74.62 |
76.08 |
75.11 |
| S2 |
72.91 |
72.91 |
75.84 |
|
| S3 |
70.23 |
71.94 |
75.59 |
|
| S4 |
67.55 |
69.26 |
74.86 |
|
|
| 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 |
7.8% |
2.66 |
3.5% |
74% |
False |
False |
70,417 |
| 10 |
77.86 |
71.27 |
6.59 |
8.6% |
2.84 |
3.7% |
77% |
False |
False |
57,585 |
| 20 |
84.50 |
69.62 |
14.88 |
19.5% |
2.71 |
3.6% |
45% |
False |
False |
53,416 |
| 40 |
92.21 |
69.62 |
22.59 |
29.6% |
2.44 |
3.2% |
30% |
False |
False |
45,908 |
| 60 |
92.21 |
69.62 |
22.59 |
29.6% |
2.10 |
2.8% |
30% |
False |
False |
35,789 |
| 80 |
92.21 |
69.62 |
22.59 |
29.6% |
2.01 |
2.6% |
30% |
False |
False |
28,766 |
| 100 |
92.21 |
69.62 |
22.59 |
29.6% |
1.93 |
2.5% |
30% |
False |
False |
24,068 |
| 120 |
92.21 |
69.62 |
22.59 |
29.6% |
1.77 |
2.3% |
30% |
False |
False |
20,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.95 |
|
2.618 |
83.58 |
|
1.618 |
80.90 |
|
1.000 |
79.24 |
|
0.618 |
78.22 |
|
HIGH |
76.56 |
|
0.618 |
75.54 |
|
0.500 |
75.22 |
|
0.382 |
74.90 |
|
LOW |
73.88 |
|
0.618 |
72.22 |
|
1.000 |
71.20 |
|
1.618 |
69.54 |
|
2.618 |
66.86 |
|
4.250 |
62.49 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.96 |
75.63 |
| PP |
75.59 |
74.94 |
| S1 |
75.22 |
74.24 |
|