NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.36 |
77.93 |
0.57 |
0.7% |
74.78 |
| High |
78.51 |
79.03 |
0.52 |
0.7% |
78.85 |
| Low |
76.70 |
77.09 |
0.39 |
0.5% |
73.05 |
| Close |
77.36 |
77.93 |
0.57 |
0.7% |
77.36 |
| Range |
1.81 |
1.94 |
0.13 |
7.2% |
5.80 |
| ATR |
2.46 |
2.42 |
-0.04 |
-1.5% |
0.00 |
| Volume |
19,093 |
23,625 |
4,532 |
23.7% |
117,081 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.84 |
82.82 |
79.00 |
|
| R3 |
81.90 |
80.88 |
78.46 |
|
| R2 |
79.96 |
79.96 |
78.29 |
|
| R1 |
78.94 |
78.94 |
78.11 |
78.90 |
| PP |
78.02 |
78.02 |
78.02 |
78.00 |
| S1 |
77.00 |
77.00 |
77.75 |
76.96 |
| S2 |
76.08 |
76.08 |
77.57 |
|
| S3 |
74.14 |
75.06 |
77.40 |
|
| S4 |
72.20 |
73.12 |
76.86 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.82 |
91.39 |
80.55 |
|
| R3 |
88.02 |
85.59 |
78.96 |
|
| R2 |
82.22 |
82.22 |
78.42 |
|
| R1 |
79.79 |
79.79 |
77.89 |
81.01 |
| PP |
76.42 |
76.42 |
76.42 |
77.03 |
| S1 |
73.99 |
73.99 |
76.83 |
75.21 |
| S2 |
70.62 |
70.62 |
76.30 |
|
| S3 |
64.82 |
68.19 |
75.77 |
|
| S4 |
59.02 |
62.39 |
74.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.03 |
73.93 |
5.10 |
6.5% |
1.96 |
2.5% |
78% |
True |
False |
23,670 |
| 10 |
79.03 |
73.05 |
5.98 |
7.7% |
2.46 |
3.2% |
82% |
True |
False |
22,180 |
| 20 |
80.03 |
70.35 |
9.68 |
12.4% |
2.53 |
3.2% |
78% |
False |
False |
20,473 |
| 40 |
92.75 |
70.35 |
22.40 |
28.7% |
2.35 |
3.0% |
34% |
False |
False |
18,555 |
| 60 |
92.75 |
70.35 |
22.40 |
28.7% |
1.99 |
2.6% |
34% |
False |
False |
15,837 |
| 80 |
92.75 |
70.35 |
22.40 |
28.7% |
1.83 |
2.3% |
34% |
False |
False |
13,038 |
| 100 |
92.75 |
70.35 |
22.40 |
28.7% |
1.72 |
2.2% |
34% |
False |
False |
11,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.28 |
|
2.618 |
84.11 |
|
1.618 |
82.17 |
|
1.000 |
80.97 |
|
0.618 |
80.23 |
|
HIGH |
79.03 |
|
0.618 |
78.29 |
|
0.500 |
78.06 |
|
0.382 |
77.83 |
|
LOW |
77.09 |
|
0.618 |
75.89 |
|
1.000 |
75.15 |
|
1.618 |
73.95 |
|
2.618 |
72.01 |
|
4.250 |
68.85 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.06 |
77.89 |
| PP |
78.02 |
77.85 |
| S1 |
77.97 |
77.81 |
|