NYMEX Light Sweet Crude Oil Future September 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 |
74.25 |
76.20 |
1.95 |
2.6% |
76.03 |
| High |
76.56 |
78.17 |
1.61 |
2.1% |
77.86 |
| Low |
73.88 |
75.86 |
1.98 |
2.7% |
73.16 |
| Close |
76.33 |
77.60 |
1.27 |
1.7% |
73.77 |
| Range |
2.68 |
2.31 |
-0.37 |
-13.8% |
4.70 |
| ATR |
2.65 |
2.62 |
-0.02 |
-0.9% |
0.00 |
| Volume |
78,048 |
76,997 |
-1,051 |
-1.3% |
221,025 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.14 |
83.18 |
78.87 |
|
| R3 |
81.83 |
80.87 |
78.24 |
|
| R2 |
79.52 |
79.52 |
78.02 |
|
| R1 |
78.56 |
78.56 |
77.81 |
79.04 |
| PP |
77.21 |
77.21 |
77.21 |
77.45 |
| S1 |
76.25 |
76.25 |
77.39 |
76.73 |
| S2 |
74.90 |
74.90 |
77.18 |
|
| S3 |
72.59 |
73.94 |
76.96 |
|
| S4 |
70.28 |
71.63 |
76.33 |
|
|
| 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 |
78.17 |
71.92 |
6.25 |
8.1% |
2.75 |
3.5% |
91% |
True |
False |
73,800 |
| 10 |
78.17 |
71.92 |
6.25 |
8.1% |
2.84 |
3.7% |
91% |
True |
False |
60,310 |
| 20 |
84.50 |
69.62 |
14.88 |
19.2% |
2.76 |
3.6% |
54% |
False |
False |
55,282 |
| 40 |
92.21 |
69.62 |
22.59 |
29.1% |
2.46 |
3.2% |
35% |
False |
False |
46,593 |
| 60 |
92.21 |
69.62 |
22.59 |
29.1% |
2.10 |
2.7% |
35% |
False |
False |
36,983 |
| 80 |
92.21 |
69.62 |
22.59 |
29.1% |
2.00 |
2.6% |
35% |
False |
False |
29,680 |
| 100 |
92.21 |
69.62 |
22.59 |
29.1% |
1.95 |
2.5% |
35% |
False |
False |
24,813 |
| 120 |
92.21 |
69.62 |
22.59 |
29.1% |
1.79 |
2.3% |
35% |
False |
False |
21,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.99 |
|
2.618 |
84.22 |
|
1.618 |
81.91 |
|
1.000 |
80.48 |
|
0.618 |
79.60 |
|
HIGH |
78.17 |
|
0.618 |
77.29 |
|
0.500 |
77.02 |
|
0.382 |
76.74 |
|
LOW |
75.86 |
|
0.618 |
74.43 |
|
1.000 |
73.55 |
|
1.618 |
72.12 |
|
2.618 |
69.81 |
|
4.250 |
66.04 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.41 |
76.93 |
| PP |
77.21 |
76.26 |
| S1 |
77.02 |
75.59 |
|