NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
78.15 |
75.46 |
-2.69 |
-3.4% |
78.69 |
| High |
78.32 |
76.83 |
-1.49 |
-1.9% |
79.94 |
| Low |
75.21 |
74.39 |
-0.82 |
-1.1% |
75.17 |
| Close |
75.94 |
75.63 |
-0.31 |
-0.4% |
78.86 |
| Range |
3.11 |
2.44 |
-0.67 |
-21.5% |
4.77 |
| ATR |
2.38 |
2.38 |
0.00 |
0.2% |
0.00 |
| Volume |
223,305 |
323,267 |
99,962 |
44.8% |
1,368,420 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.94 |
81.72 |
76.97 |
|
| R3 |
80.50 |
79.28 |
76.30 |
|
| R2 |
78.06 |
78.06 |
76.08 |
|
| R1 |
76.84 |
76.84 |
75.85 |
77.45 |
| PP |
75.62 |
75.62 |
75.62 |
75.92 |
| S1 |
74.40 |
74.40 |
75.41 |
75.01 |
| S2 |
73.18 |
73.18 |
75.18 |
|
| S3 |
70.74 |
71.96 |
74.96 |
|
| S4 |
68.30 |
69.52 |
74.29 |
|
|
| 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 |
79.38 |
74.39 |
4.99 |
6.6% |
2.35 |
3.1% |
25% |
False |
True |
297,693 |
| 10 |
79.94 |
74.39 |
5.55 |
7.3% |
2.14 |
2.8% |
22% |
False |
True |
263,836 |
| 20 |
79.94 |
70.93 |
9.01 |
11.9% |
2.32 |
3.1% |
52% |
False |
False |
214,232 |
| 40 |
87.58 |
68.59 |
18.99 |
25.1% |
2.63 |
3.5% |
37% |
False |
False |
155,081 |
| 60 |
91.38 |
68.59 |
22.79 |
30.1% |
2.34 |
3.1% |
31% |
False |
False |
122,005 |
| 80 |
91.38 |
68.59 |
22.79 |
30.1% |
2.15 |
2.8% |
31% |
False |
False |
94,563 |
| 100 |
91.38 |
68.59 |
22.79 |
30.1% |
2.08 |
2.7% |
31% |
False |
False |
77,188 |
| 120 |
91.38 |
68.59 |
22.79 |
30.1% |
2.01 |
2.7% |
31% |
False |
False |
65,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.20 |
|
2.618 |
83.22 |
|
1.618 |
80.78 |
|
1.000 |
79.27 |
|
0.618 |
78.34 |
|
HIGH |
76.83 |
|
0.618 |
75.90 |
|
0.500 |
75.61 |
|
0.382 |
75.32 |
|
LOW |
74.39 |
|
0.618 |
72.88 |
|
1.000 |
71.95 |
|
1.618 |
70.44 |
|
2.618 |
68.00 |
|
4.250 |
64.02 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.62 |
76.89 |
| PP |
75.62 |
76.47 |
| S1 |
75.61 |
76.05 |
|