NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.45 |
78.05 |
0.60 |
0.8% |
74.67 |
| High |
79.43 |
79.19 |
-0.24 |
-0.3% |
79.43 |
| Low |
77.20 |
77.40 |
0.20 |
0.3% |
74.23 |
| Close |
78.97 |
78.05 |
-0.92 |
-1.2% |
78.05 |
| Range |
2.23 |
1.79 |
-0.44 |
-19.7% |
5.20 |
| ATR |
2.35 |
2.31 |
-0.04 |
-1.7% |
0.00 |
| Volume |
16,035 |
10,480 |
-5,555 |
-34.6% |
65,077 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.58 |
82.61 |
79.03 |
|
| R3 |
81.79 |
80.82 |
78.54 |
|
| R2 |
80.00 |
80.00 |
78.38 |
|
| R1 |
79.03 |
79.03 |
78.21 |
78.95 |
| PP |
78.21 |
78.21 |
78.21 |
78.17 |
| S1 |
77.24 |
77.24 |
77.89 |
77.16 |
| S2 |
76.42 |
76.42 |
77.72 |
|
| S3 |
74.63 |
75.45 |
77.56 |
|
| S4 |
72.84 |
73.66 |
77.07 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.84 |
90.64 |
80.91 |
|
| R3 |
87.64 |
85.44 |
79.48 |
|
| R2 |
82.44 |
82.44 |
79.00 |
|
| R1 |
80.24 |
80.24 |
78.53 |
81.34 |
| PP |
77.24 |
77.24 |
77.24 |
77.79 |
| S1 |
75.04 |
75.04 |
77.57 |
76.14 |
| S2 |
72.04 |
72.04 |
77.10 |
|
| S3 |
66.84 |
69.84 |
76.62 |
|
| S4 |
61.64 |
64.64 |
75.19 |
|
|
| 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 |
6.7% |
1.92 |
2.5% |
73% |
False |
False |
13,015 |
| 10 |
79.43 |
74.23 |
5.20 |
6.7% |
2.29 |
2.9% |
73% |
False |
False |
12,477 |
| 20 |
83.87 |
70.96 |
12.91 |
16.5% |
2.50 |
3.2% |
55% |
False |
False |
12,787 |
| 40 |
93.14 |
70.96 |
22.18 |
28.4% |
2.14 |
2.7% |
32% |
False |
False |
12,444 |
| 60 |
93.14 |
70.96 |
22.18 |
28.4% |
1.80 |
2.3% |
32% |
False |
False |
10,736 |
| 80 |
93.14 |
70.96 |
22.18 |
28.4% |
1.64 |
2.1% |
32% |
False |
False |
9,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.80 |
|
2.618 |
83.88 |
|
1.618 |
82.09 |
|
1.000 |
80.98 |
|
0.618 |
80.30 |
|
HIGH |
79.19 |
|
0.618 |
78.51 |
|
0.500 |
78.30 |
|
0.382 |
78.08 |
|
LOW |
77.40 |
|
0.618 |
76.29 |
|
1.000 |
75.61 |
|
1.618 |
74.50 |
|
2.618 |
72.71 |
|
4.250 |
69.79 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.30 |
77.85 |
| PP |
78.21 |
77.64 |
| S1 |
78.13 |
77.44 |
|