NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
79.75 |
78.89 |
-0.86 |
-1.1% |
76.72 |
High |
80.82 |
79.69 |
-1.13 |
-1.4% |
80.11 |
Low |
78.59 |
78.20 |
-0.39 |
-0.5% |
76.32 |
Close |
79.48 |
78.66 |
-0.82 |
-1.0% |
79.18 |
Range |
2.23 |
1.49 |
-0.74 |
-33.2% |
3.79 |
ATR |
2.33 |
2.27 |
-0.06 |
-2.6% |
0.00 |
Volume |
47,735 |
60,352 |
12,617 |
26.4% |
355,258 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.32 |
82.48 |
79.48 |
|
R3 |
81.83 |
80.99 |
79.07 |
|
R2 |
80.34 |
80.34 |
78.93 |
|
R1 |
79.50 |
79.50 |
78.80 |
79.18 |
PP |
78.85 |
78.85 |
78.85 |
78.69 |
S1 |
78.01 |
78.01 |
78.52 |
77.69 |
S2 |
77.36 |
77.36 |
78.39 |
|
S3 |
75.87 |
76.52 |
78.25 |
|
S4 |
74.38 |
75.03 |
77.84 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.91 |
88.33 |
81.26 |
|
R3 |
86.12 |
84.54 |
80.22 |
|
R2 |
82.33 |
82.33 |
79.87 |
|
R1 |
80.75 |
80.75 |
79.53 |
81.54 |
PP |
78.54 |
78.54 |
78.54 |
78.93 |
S1 |
76.96 |
76.96 |
78.83 |
77.75 |
S2 |
74.75 |
74.75 |
78.49 |
|
S3 |
70.96 |
73.17 |
78.14 |
|
S4 |
67.17 |
69.38 |
77.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.82 |
77.97 |
2.85 |
3.6% |
1.72 |
2.2% |
24% |
False |
False |
65,160 |
10 |
80.82 |
73.88 |
6.94 |
8.8% |
1.99 |
2.5% |
69% |
False |
False |
68,760 |
20 |
80.82 |
69.62 |
11.20 |
14.2% |
2.41 |
3.1% |
81% |
False |
False |
60,947 |
40 |
92.21 |
69.62 |
22.59 |
28.7% |
2.51 |
3.2% |
40% |
False |
False |
53,127 |
60 |
92.21 |
69.62 |
22.59 |
28.7% |
2.16 |
2.7% |
40% |
False |
False |
44,711 |
80 |
92.21 |
69.62 |
22.59 |
28.7% |
2.02 |
2.6% |
40% |
False |
False |
35,668 |
100 |
92.21 |
69.62 |
22.59 |
28.7% |
2.01 |
2.6% |
40% |
False |
False |
29,797 |
120 |
92.21 |
69.62 |
22.59 |
28.7% |
1.85 |
2.4% |
40% |
False |
False |
25,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.02 |
2.618 |
83.59 |
1.618 |
82.10 |
1.000 |
81.18 |
0.618 |
80.61 |
HIGH |
79.69 |
0.618 |
79.12 |
0.500 |
78.95 |
0.382 |
78.77 |
LOW |
78.20 |
0.618 |
77.28 |
1.000 |
76.71 |
1.618 |
75.79 |
2.618 |
74.30 |
4.250 |
71.87 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
78.95 |
79.40 |
PP |
78.85 |
79.15 |
S1 |
78.76 |
78.91 |
|