NYMEX Light Sweet Crude Oil Future September 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 |
77.66 |
76.72 |
-0.94 |
-1.2% |
73.32 |
| High |
77.85 |
78.30 |
0.45 |
0.6% |
78.17 |
| Low |
75.84 |
76.32 |
0.48 |
0.6% |
71.92 |
| Close |
76.51 |
77.16 |
0.65 |
0.8% |
76.51 |
| Range |
2.01 |
1.98 |
-0.03 |
-1.5% |
6.25 |
| ATR |
2.58 |
2.54 |
-0.04 |
-1.7% |
0.00 |
| Volume |
69,212 |
78,902 |
9,690 |
14.0% |
361,772 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.20 |
82.16 |
78.25 |
|
| R3 |
81.22 |
80.18 |
77.70 |
|
| R2 |
79.24 |
79.24 |
77.52 |
|
| R1 |
78.20 |
78.20 |
77.34 |
78.72 |
| PP |
77.26 |
77.26 |
77.26 |
77.52 |
| S1 |
76.22 |
76.22 |
76.98 |
76.74 |
| S2 |
75.28 |
75.28 |
76.80 |
|
| S3 |
73.30 |
74.24 |
76.62 |
|
| S4 |
71.32 |
72.26 |
76.07 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.28 |
91.65 |
79.95 |
|
| R3 |
88.03 |
85.40 |
78.23 |
|
| R2 |
81.78 |
81.78 |
77.66 |
|
| R1 |
79.15 |
79.15 |
77.08 |
80.47 |
| PP |
75.53 |
75.53 |
75.53 |
76.19 |
| S1 |
72.90 |
72.90 |
75.94 |
74.22 |
| S2 |
69.28 |
69.28 |
75.36 |
|
| S3 |
63.03 |
66.65 |
74.79 |
|
| S4 |
56.78 |
60.40 |
73.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.30 |
73.00 |
5.30 |
6.9% |
2.08 |
2.7% |
78% |
True |
False |
75,404 |
| 10 |
78.30 |
71.92 |
6.38 |
8.3% |
2.59 |
3.4% |
82% |
True |
False |
66,169 |
| 20 |
79.19 |
69.62 |
9.57 |
12.4% |
2.65 |
3.4% |
79% |
False |
False |
57,639 |
| 40 |
92.21 |
69.62 |
22.59 |
29.3% |
2.47 |
3.2% |
33% |
False |
False |
48,353 |
| 60 |
92.21 |
69.62 |
22.59 |
29.3% |
2.14 |
2.8% |
33% |
False |
False |
39,122 |
| 80 |
92.21 |
69.62 |
22.59 |
29.3% |
2.01 |
2.6% |
33% |
False |
False |
31,430 |
| 100 |
92.21 |
69.62 |
22.59 |
29.3% |
1.97 |
2.6% |
33% |
False |
False |
26,237 |
| 120 |
92.21 |
69.62 |
22.59 |
29.3% |
1.81 |
2.3% |
33% |
False |
False |
22,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.72 |
|
2.618 |
83.48 |
|
1.618 |
81.50 |
|
1.000 |
80.28 |
|
0.618 |
79.52 |
|
HIGH |
78.30 |
|
0.618 |
77.54 |
|
0.500 |
77.31 |
|
0.382 |
77.08 |
|
LOW |
76.32 |
|
0.618 |
75.10 |
|
1.000 |
74.34 |
|
1.618 |
73.12 |
|
2.618 |
71.14 |
|
4.250 |
67.91 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.31 |
77.13 |
| PP |
77.26 |
77.10 |
| S1 |
77.21 |
77.07 |
|