NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.35 |
79.61 |
2.26 |
2.9% |
79.75 |
| High |
79.78 |
79.97 |
0.19 |
0.2% |
80.82 |
| Low |
76.52 |
78.38 |
1.86 |
2.4% |
76.00 |
| Close |
79.43 |
78.90 |
-0.53 |
-0.7% |
79.43 |
| Range |
3.26 |
1.59 |
-1.67 |
-51.2% |
4.82 |
| ATR |
2.30 |
2.25 |
-0.05 |
-2.2% |
0.00 |
| Volume |
58,471 |
69,179 |
10,708 |
18.3% |
340,150 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.85 |
82.97 |
79.77 |
|
| R3 |
82.26 |
81.38 |
79.34 |
|
| R2 |
80.67 |
80.67 |
79.19 |
|
| R1 |
79.79 |
79.79 |
79.05 |
79.44 |
| PP |
79.08 |
79.08 |
79.08 |
78.91 |
| S1 |
78.20 |
78.20 |
78.75 |
77.85 |
| S2 |
77.49 |
77.49 |
78.61 |
|
| S3 |
75.90 |
76.61 |
78.46 |
|
| S4 |
74.31 |
75.02 |
78.03 |
|
|
| 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 |
79.97 |
76.00 |
3.97 |
5.0% |
2.05 |
2.6% |
73% |
True |
False |
72,318 |
| 10 |
80.82 |
76.00 |
4.82 |
6.1% |
1.97 |
2.5% |
60% |
False |
False |
68,568 |
| 20 |
80.82 |
71.92 |
8.90 |
11.3% |
2.28 |
2.9% |
78% |
False |
False |
67,369 |
| 40 |
92.21 |
69.62 |
22.59 |
28.6% |
2.56 |
3.2% |
41% |
False |
False |
56,347 |
| 60 |
92.21 |
69.62 |
22.59 |
28.6% |
2.20 |
2.8% |
41% |
False |
False |
49,060 |
| 80 |
92.21 |
69.62 |
22.59 |
28.6% |
2.04 |
2.6% |
41% |
False |
False |
39,030 |
| 100 |
92.21 |
69.62 |
22.59 |
28.6% |
2.04 |
2.6% |
41% |
False |
False |
32,617 |
| 120 |
92.21 |
69.62 |
22.59 |
28.6% |
1.91 |
2.4% |
41% |
False |
False |
27,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.73 |
|
2.618 |
84.13 |
|
1.618 |
82.54 |
|
1.000 |
81.56 |
|
0.618 |
80.95 |
|
HIGH |
79.97 |
|
0.618 |
79.36 |
|
0.500 |
79.18 |
|
0.382 |
78.99 |
|
LOW |
78.38 |
|
0.618 |
77.40 |
|
1.000 |
76.79 |
|
1.618 |
75.81 |
|
2.618 |
74.22 |
|
4.250 |
71.62 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.18 |
78.60 |
| PP |
79.08 |
78.29 |
| S1 |
78.99 |
77.99 |
|