NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
77.52 |
76.00 |
-1.52 |
-2.0% |
75.59 |
High |
77.83 |
76.57 |
-1.26 |
-1.6% |
79.17 |
Low |
75.17 |
75.32 |
0.15 |
0.2% |
75.40 |
Close |
76.35 |
76.51 |
0.16 |
0.2% |
78.26 |
Range |
2.66 |
1.25 |
-1.41 |
-53.0% |
3.77 |
ATR |
2.38 |
2.30 |
-0.08 |
-3.4% |
0.00 |
Volume |
285,495 |
365,038 |
79,543 |
27.9% |
913,981 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.88 |
79.45 |
77.20 |
|
R3 |
78.63 |
78.20 |
76.85 |
|
R2 |
77.38 |
77.38 |
76.74 |
|
R1 |
76.95 |
76.95 |
76.62 |
77.17 |
PP |
76.13 |
76.13 |
76.13 |
76.24 |
S1 |
75.70 |
75.70 |
76.40 |
75.92 |
S2 |
74.88 |
74.88 |
76.28 |
|
S3 |
73.63 |
74.45 |
76.17 |
|
S4 |
72.38 |
73.20 |
75.82 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.92 |
87.36 |
80.33 |
|
R3 |
85.15 |
83.59 |
79.30 |
|
R2 |
81.38 |
81.38 |
78.95 |
|
R1 |
79.82 |
79.82 |
78.61 |
80.60 |
PP |
77.61 |
77.61 |
77.61 |
78.00 |
S1 |
76.05 |
76.05 |
77.91 |
76.83 |
S2 |
73.84 |
73.84 |
77.57 |
|
S3 |
70.07 |
72.28 |
77.22 |
|
S4 |
66.30 |
68.51 |
76.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.94 |
75.17 |
4.77 |
6.2% |
1.88 |
2.5% |
28% |
False |
False |
267,241 |
10 |
79.94 |
74.74 |
5.20 |
6.8% |
1.94 |
2.5% |
34% |
False |
False |
220,697 |
20 |
79.94 |
70.93 |
9.01 |
11.8% |
2.43 |
3.2% |
62% |
False |
False |
179,553 |
40 |
91.38 |
68.59 |
22.79 |
29.8% |
2.61 |
3.4% |
35% |
False |
False |
134,234 |
60 |
91.38 |
68.59 |
22.79 |
29.8% |
2.27 |
3.0% |
35% |
False |
False |
104,339 |
80 |
91.38 |
68.59 |
22.79 |
29.8% |
2.09 |
2.7% |
35% |
False |
False |
81,034 |
100 |
91.38 |
68.59 |
22.79 |
29.8% |
2.09 |
2.7% |
35% |
False |
False |
66,187 |
120 |
91.38 |
68.59 |
22.79 |
29.8% |
1.94 |
2.5% |
35% |
False |
False |
55,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.88 |
2.618 |
79.84 |
1.618 |
78.59 |
1.000 |
77.82 |
0.618 |
77.34 |
HIGH |
76.57 |
0.618 |
76.09 |
0.500 |
75.95 |
0.382 |
75.80 |
LOW |
75.32 |
0.618 |
74.55 |
1.000 |
74.07 |
1.618 |
73.30 |
2.618 |
72.05 |
4.250 |
70.01 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
76.32 |
77.04 |
PP |
76.13 |
76.86 |
S1 |
75.95 |
76.69 |
|