NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.78 |
78.85 |
2.07 |
2.7% |
73.32 |
| High |
78.86 |
80.00 |
1.14 |
1.4% |
78.17 |
| Low |
76.60 |
78.09 |
1.49 |
1.9% |
71.92 |
| Close |
78.71 |
79.60 |
0.89 |
1.1% |
76.51 |
| Range |
2.26 |
1.91 |
-0.35 |
-15.5% |
6.25 |
| ATR |
2.52 |
2.47 |
-0.04 |
-1.7% |
0.00 |
| Volume |
58,642 |
57,667 |
-975 |
-1.7% |
361,772 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.96 |
84.19 |
80.65 |
|
| R3 |
83.05 |
82.28 |
80.13 |
|
| R2 |
81.14 |
81.14 |
79.95 |
|
| R1 |
80.37 |
80.37 |
79.78 |
80.76 |
| PP |
79.23 |
79.23 |
79.23 |
79.42 |
| S1 |
78.46 |
78.46 |
79.42 |
78.85 |
| S2 |
77.32 |
77.32 |
79.25 |
|
| S3 |
75.41 |
76.55 |
79.07 |
|
| S4 |
73.50 |
74.64 |
78.55 |
|
|
| 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 |
80.00 |
75.84 |
4.16 |
5.2% |
2.09 |
2.6% |
90% |
True |
False |
68,284 |
| 10 |
80.00 |
71.92 |
8.08 |
10.2% |
2.38 |
3.0% |
95% |
True |
False |
69,350 |
| 20 |
80.00 |
69.62 |
10.38 |
13.0% |
2.55 |
3.2% |
96% |
True |
False |
59,059 |
| 40 |
92.21 |
69.62 |
22.59 |
28.4% |
2.50 |
3.1% |
44% |
False |
False |
49,860 |
| 60 |
92.21 |
69.62 |
22.59 |
28.4% |
2.13 |
2.7% |
44% |
False |
False |
40,734 |
| 80 |
92.21 |
69.62 |
22.59 |
28.4% |
2.03 |
2.5% |
44% |
False |
False |
32,704 |
| 100 |
92.21 |
69.62 |
22.59 |
28.4% |
1.98 |
2.5% |
44% |
False |
False |
27,307 |
| 120 |
92.21 |
69.62 |
22.59 |
28.4% |
1.83 |
2.3% |
44% |
False |
False |
23,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.12 |
|
2.618 |
85.00 |
|
1.618 |
83.09 |
|
1.000 |
81.91 |
|
0.618 |
81.18 |
|
HIGH |
80.00 |
|
0.618 |
79.27 |
|
0.500 |
79.05 |
|
0.382 |
78.82 |
|
LOW |
78.09 |
|
0.618 |
76.91 |
|
1.000 |
76.18 |
|
1.618 |
75.00 |
|
2.618 |
73.09 |
|
4.250 |
69.97 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.42 |
79.12 |
| PP |
79.23 |
78.64 |
| S1 |
79.05 |
78.16 |
|