NYMEX Light Sweet Crude Oil Future August 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 |
76.00 |
76.56 |
0.56 |
0.7% |
78.69 |
High |
76.57 |
79.19 |
2.62 |
3.4% |
79.94 |
Low |
75.32 |
75.90 |
0.58 |
0.8% |
75.17 |
Close |
76.51 |
78.86 |
2.35 |
3.1% |
78.86 |
Range |
1.25 |
3.29 |
2.04 |
163.2% |
4.77 |
ATR |
2.30 |
2.37 |
0.07 |
3.1% |
0.00 |
Volume |
365,038 |
260,401 |
-104,637 |
-28.7% |
1,368,420 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.85 |
86.65 |
80.67 |
|
R3 |
84.56 |
83.36 |
79.76 |
|
R2 |
81.27 |
81.27 |
79.46 |
|
R1 |
80.07 |
80.07 |
79.16 |
80.67 |
PP |
77.98 |
77.98 |
77.98 |
78.29 |
S1 |
76.78 |
76.78 |
78.56 |
77.38 |
S2 |
74.69 |
74.69 |
78.26 |
|
S3 |
71.40 |
73.49 |
77.96 |
|
S4 |
68.11 |
70.20 |
77.05 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.30 |
90.35 |
81.48 |
|
R3 |
87.53 |
85.58 |
80.17 |
|
R2 |
82.76 |
82.76 |
79.73 |
|
R1 |
80.81 |
80.81 |
79.30 |
81.79 |
PP |
77.99 |
77.99 |
77.99 |
78.48 |
S1 |
76.04 |
76.04 |
78.42 |
77.02 |
S2 |
73.22 |
73.22 |
77.99 |
|
S3 |
68.45 |
71.27 |
77.55 |
|
S4 |
63.68 |
66.50 |
76.24 |
|
|
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 |
6.0% |
2.20 |
2.8% |
77% |
False |
False |
273,684 |
10 |
79.94 |
75.17 |
4.77 |
6.0% |
2.05 |
2.6% |
77% |
False |
False |
228,240 |
20 |
79.94 |
70.93 |
9.01 |
11.4% |
2.39 |
3.0% |
88% |
False |
False |
186,956 |
40 |
91.38 |
68.59 |
22.79 |
28.9% |
2.64 |
3.3% |
45% |
False |
False |
138,763 |
60 |
91.38 |
68.59 |
22.79 |
28.9% |
2.30 |
2.9% |
45% |
False |
False |
108,488 |
80 |
91.38 |
68.59 |
22.79 |
28.9% |
2.11 |
2.7% |
45% |
False |
False |
84,209 |
100 |
91.38 |
68.59 |
22.79 |
28.9% |
2.10 |
2.7% |
45% |
False |
False |
68,746 |
120 |
91.38 |
68.59 |
22.79 |
28.9% |
1.97 |
2.5% |
45% |
False |
False |
57,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.17 |
2.618 |
87.80 |
1.618 |
84.51 |
1.000 |
82.48 |
0.618 |
81.22 |
HIGH |
79.19 |
0.618 |
77.93 |
0.500 |
77.55 |
0.382 |
77.16 |
LOW |
75.90 |
0.618 |
73.87 |
1.000 |
72.61 |
1.618 |
70.58 |
2.618 |
67.29 |
4.250 |
61.92 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
78.42 |
78.30 |
PP |
77.98 |
77.74 |
S1 |
77.55 |
77.18 |
|