NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.68 |
77.35 |
0.67 |
0.9% |
79.75 |
| High |
77.22 |
79.78 |
2.56 |
3.3% |
80.82 |
| Low |
76.00 |
76.52 |
0.52 |
0.7% |
76.00 |
| Close |
77.15 |
79.43 |
2.28 |
3.0% |
79.43 |
| Range |
1.22 |
3.26 |
2.04 |
167.2% |
4.82 |
| ATR |
2.22 |
2.30 |
0.07 |
3.3% |
0.00 |
| Volume |
104,190 |
58,471 |
-45,719 |
-43.9% |
340,150 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.36 |
87.15 |
81.22 |
|
| R3 |
85.10 |
83.89 |
80.33 |
|
| R2 |
81.84 |
81.84 |
80.03 |
|
| R1 |
80.63 |
80.63 |
79.73 |
81.24 |
| PP |
78.58 |
78.58 |
78.58 |
78.88 |
| S1 |
77.37 |
77.37 |
79.13 |
77.98 |
| S2 |
75.32 |
75.32 |
78.83 |
|
| S3 |
72.06 |
74.11 |
78.53 |
|
| S4 |
68.80 |
70.85 |
77.64 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.21 |
91.14 |
82.08 |
|
| R3 |
88.39 |
86.32 |
80.76 |
|
| R2 |
83.57 |
83.57 |
80.31 |
|
| R1 |
81.50 |
81.50 |
79.87 |
80.13 |
| PP |
78.75 |
78.75 |
78.75 |
78.06 |
| S1 |
76.68 |
76.68 |
78.99 |
75.31 |
| S2 |
73.93 |
73.93 |
78.55 |
|
| S3 |
69.11 |
71.86 |
78.10 |
|
| S4 |
64.29 |
67.04 |
76.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.82 |
76.00 |
4.82 |
6.1% |
2.18 |
2.7% |
71% |
False |
False |
68,030 |
| 10 |
80.82 |
76.00 |
4.82 |
6.1% |
2.00 |
2.5% |
71% |
False |
False |
69,540 |
| 20 |
80.82 |
71.92 |
8.90 |
11.2% |
2.32 |
2.9% |
84% |
False |
False |
66,253 |
| 40 |
92.21 |
69.62 |
22.59 |
28.4% |
2.55 |
3.2% |
43% |
False |
False |
55,781 |
| 60 |
92.21 |
69.62 |
22.59 |
28.4% |
2.21 |
2.8% |
43% |
False |
False |
48,129 |
| 80 |
92.21 |
69.62 |
22.59 |
28.4% |
2.03 |
2.6% |
43% |
False |
False |
38,297 |
| 100 |
92.21 |
69.62 |
22.59 |
28.4% |
2.03 |
2.6% |
43% |
False |
False |
31,984 |
| 120 |
92.21 |
69.62 |
22.59 |
28.4% |
1.90 |
2.4% |
43% |
False |
False |
27,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.64 |
|
2.618 |
88.31 |
|
1.618 |
85.05 |
|
1.000 |
83.04 |
|
0.618 |
81.79 |
|
HIGH |
79.78 |
|
0.618 |
78.53 |
|
0.500 |
78.15 |
|
0.382 |
77.77 |
|
LOW |
76.52 |
|
0.618 |
74.51 |
|
1.000 |
73.26 |
|
1.618 |
71.25 |
|
2.618 |
67.99 |
|
4.250 |
62.67 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.00 |
78.92 |
| PP |
78.58 |
78.40 |
| S1 |
78.15 |
77.89 |
|