NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
71.83 |
72.45 |
0.62 |
0.9% |
75.16 |
| High |
73.65 |
73.49 |
-0.16 |
-0.2% |
76.81 |
| Low |
70.93 |
71.99 |
1.06 |
1.5% |
72.15 |
| Close |
72.77 |
73.06 |
0.29 |
0.4% |
72.80 |
| Range |
2.72 |
1.50 |
-1.22 |
-44.9% |
4.66 |
| ATR |
2.81 |
2.72 |
-0.09 |
-3.3% |
0.00 |
| Volume |
143,751 |
157,835 |
14,084 |
9.8% |
479,701 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.35 |
76.70 |
73.89 |
|
| R3 |
75.85 |
75.20 |
73.47 |
|
| R2 |
74.35 |
74.35 |
73.34 |
|
| R1 |
73.70 |
73.70 |
73.20 |
74.03 |
| PP |
72.85 |
72.85 |
72.85 |
73.01 |
| S1 |
72.20 |
72.20 |
72.92 |
72.53 |
| S2 |
71.35 |
71.35 |
72.79 |
|
| S3 |
69.85 |
70.70 |
72.65 |
|
| S4 |
68.35 |
69.20 |
72.24 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.90 |
85.01 |
75.36 |
|
| R3 |
83.24 |
80.35 |
74.08 |
|
| R2 |
78.58 |
78.58 |
73.65 |
|
| R1 |
75.69 |
75.69 |
73.23 |
74.81 |
| PP |
73.92 |
73.92 |
73.92 |
73.48 |
| S1 |
71.03 |
71.03 |
72.37 |
70.15 |
| S2 |
69.26 |
69.26 |
71.95 |
|
| S3 |
64.60 |
66.37 |
71.52 |
|
| S4 |
59.94 |
61.71 |
70.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.81 |
70.93 |
5.88 |
8.0% |
2.70 |
3.7% |
36% |
False |
False |
138,429 |
| 10 |
76.81 |
68.59 |
8.22 |
11.3% |
2.90 |
4.0% |
54% |
False |
False |
118,525 |
| 20 |
83.26 |
68.59 |
14.67 |
20.1% |
2.76 |
3.8% |
30% |
False |
False |
110,177 |
| 40 |
91.38 |
68.59 |
22.79 |
31.2% |
2.49 |
3.4% |
20% |
False |
False |
86,382 |
| 60 |
91.38 |
68.59 |
22.79 |
31.2% |
2.18 |
3.0% |
20% |
False |
False |
63,665 |
| 80 |
91.38 |
68.59 |
22.79 |
31.2% |
2.06 |
2.8% |
20% |
False |
False |
49,774 |
| 100 |
91.38 |
68.59 |
22.79 |
31.2% |
2.00 |
2.7% |
20% |
False |
False |
40,939 |
| 120 |
91.38 |
68.59 |
22.79 |
31.2% |
1.82 |
2.5% |
20% |
False |
False |
34,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.87 |
|
2.618 |
77.42 |
|
1.618 |
75.92 |
|
1.000 |
74.99 |
|
0.618 |
74.42 |
|
HIGH |
73.49 |
|
0.618 |
72.92 |
|
0.500 |
72.74 |
|
0.382 |
72.56 |
|
LOW |
71.99 |
|
0.618 |
71.06 |
|
1.000 |
70.49 |
|
1.618 |
69.56 |
|
2.618 |
68.06 |
|
4.250 |
65.62 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.95 |
73.87 |
| PP |
72.85 |
73.60 |
| S1 |
72.74 |
73.33 |
|