NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.65 |
77.45 |
-0.20 |
-0.3% |
77.74 |
| High |
77.85 |
79.43 |
1.58 |
2.0% |
79.20 |
| Low |
75.44 |
77.20 |
1.76 |
2.3% |
74.90 |
| Close |
77.65 |
78.97 |
1.32 |
1.7% |
75.43 |
| Range |
2.41 |
2.23 |
-0.18 |
-7.5% |
4.30 |
| ATR |
2.36 |
2.35 |
-0.01 |
-0.4% |
0.00 |
| Volume |
15,792 |
16,035 |
243 |
1.5% |
48,860 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.22 |
84.33 |
80.20 |
|
| R3 |
82.99 |
82.10 |
79.58 |
|
| R2 |
80.76 |
80.76 |
79.38 |
|
| R1 |
79.87 |
79.87 |
79.17 |
80.32 |
| PP |
78.53 |
78.53 |
78.53 |
78.76 |
| S1 |
77.64 |
77.64 |
78.77 |
78.09 |
| S2 |
76.30 |
76.30 |
78.56 |
|
| S3 |
74.07 |
75.41 |
78.36 |
|
| S4 |
71.84 |
73.18 |
77.74 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.41 |
86.72 |
77.80 |
|
| R3 |
85.11 |
82.42 |
76.61 |
|
| R2 |
80.81 |
80.81 |
76.22 |
|
| R1 |
78.12 |
78.12 |
75.82 |
77.32 |
| PP |
76.51 |
76.51 |
76.51 |
76.11 |
| S1 |
73.82 |
73.82 |
75.04 |
73.02 |
| S2 |
72.21 |
72.21 |
74.64 |
|
| S3 |
67.91 |
69.52 |
74.25 |
|
| S4 |
63.61 |
65.22 |
73.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.43 |
74.23 |
5.20 |
6.6% |
2.42 |
3.1% |
91% |
True |
False |
14,042 |
| 10 |
79.43 |
73.94 |
5.49 |
7.0% |
2.50 |
3.2% |
92% |
True |
False |
12,719 |
| 20 |
85.75 |
70.96 |
14.79 |
18.7% |
2.50 |
3.2% |
54% |
False |
False |
12,951 |
| 40 |
93.14 |
70.96 |
22.18 |
28.1% |
2.12 |
2.7% |
36% |
False |
False |
12,501 |
| 60 |
93.14 |
70.96 |
22.18 |
28.1% |
1.79 |
2.3% |
36% |
False |
False |
10,663 |
| 80 |
93.14 |
70.96 |
22.18 |
28.1% |
1.62 |
2.1% |
36% |
False |
False |
9,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.91 |
|
2.618 |
85.27 |
|
1.618 |
83.04 |
|
1.000 |
81.66 |
|
0.618 |
80.81 |
|
HIGH |
79.43 |
|
0.618 |
78.58 |
|
0.500 |
78.32 |
|
0.382 |
78.05 |
|
LOW |
77.20 |
|
0.618 |
75.82 |
|
1.000 |
74.97 |
|
1.618 |
73.59 |
|
2.618 |
71.36 |
|
4.250 |
67.72 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.75 |
78.33 |
| PP |
78.53 |
77.69 |
| S1 |
78.32 |
77.05 |
|