NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
78.20 |
80.04 |
1.84 |
2.4% |
74.67 |
| High |
79.69 |
80.12 |
0.43 |
0.5% |
79.43 |
| Low |
77.78 |
78.04 |
0.26 |
0.3% |
74.23 |
| Close |
78.59 |
80.04 |
1.45 |
1.8% |
78.05 |
| Range |
1.91 |
2.08 |
0.17 |
8.9% |
5.20 |
| ATR |
2.28 |
2.27 |
-0.01 |
-0.6% |
0.00 |
| Volume |
15,194 |
12,350 |
-2,844 |
-18.7% |
65,077 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.64 |
84.92 |
81.18 |
|
| R3 |
83.56 |
82.84 |
80.61 |
|
| R2 |
81.48 |
81.48 |
80.42 |
|
| R1 |
80.76 |
80.76 |
80.23 |
81.08 |
| PP |
79.40 |
79.40 |
79.40 |
79.56 |
| S1 |
78.68 |
78.68 |
79.85 |
79.00 |
| S2 |
77.32 |
77.32 |
79.66 |
|
| S3 |
75.24 |
76.60 |
79.47 |
|
| S4 |
73.16 |
74.52 |
78.90 |
|
|
| 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 |
80.12 |
75.44 |
4.68 |
5.8% |
2.08 |
2.6% |
98% |
True |
False |
13,970 |
| 10 |
80.12 |
74.23 |
5.89 |
7.4% |
2.19 |
2.7% |
99% |
True |
False |
13,012 |
| 20 |
80.12 |
70.96 |
9.16 |
11.4% |
2.36 |
2.9% |
99% |
True |
False |
12,814 |
| 40 |
93.14 |
70.96 |
22.18 |
27.7% |
2.17 |
2.7% |
41% |
False |
False |
12,668 |
| 60 |
93.14 |
70.96 |
22.18 |
27.7% |
1.82 |
2.3% |
41% |
False |
False |
11,081 |
| 80 |
93.14 |
70.96 |
22.18 |
27.7% |
1.66 |
2.1% |
41% |
False |
False |
9,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.96 |
|
2.618 |
85.57 |
|
1.618 |
83.49 |
|
1.000 |
82.20 |
|
0.618 |
81.41 |
|
HIGH |
80.12 |
|
0.618 |
79.33 |
|
0.500 |
79.08 |
|
0.382 |
78.83 |
|
LOW |
78.04 |
|
0.618 |
76.75 |
|
1.000 |
75.96 |
|
1.618 |
74.67 |
|
2.618 |
72.59 |
|
4.250 |
69.20 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.72 |
79.61 |
| PP |
79.40 |
79.19 |
| S1 |
79.08 |
78.76 |
|