NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
80.70 |
80.58 |
-0.12 |
-0.1% |
78.20 |
High |
81.50 |
81.09 |
-0.41 |
-0.5% |
81.50 |
Low |
80.39 |
79.59 |
-0.80 |
-1.0% |
77.78 |
Close |
80.70 |
80.58 |
-0.12 |
-0.1% |
80.58 |
Range |
1.11 |
1.50 |
0.39 |
35.1% |
3.72 |
ATR |
2.15 |
2.10 |
-0.05 |
-2.2% |
0.00 |
Volume |
13,151 |
15,912 |
2,761 |
21.0% |
67,495 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.92 |
84.25 |
81.41 |
|
R3 |
83.42 |
82.75 |
80.99 |
|
R2 |
81.92 |
81.92 |
80.86 |
|
R1 |
81.25 |
81.25 |
80.72 |
81.33 |
PP |
80.42 |
80.42 |
80.42 |
80.46 |
S1 |
79.75 |
79.75 |
80.44 |
79.83 |
S2 |
78.92 |
78.92 |
80.31 |
|
S3 |
77.42 |
78.25 |
80.17 |
|
S4 |
75.92 |
76.75 |
79.76 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.11 |
89.57 |
82.63 |
|
R3 |
87.39 |
85.85 |
81.60 |
|
R2 |
83.67 |
83.67 |
81.26 |
|
R1 |
82.13 |
82.13 |
80.92 |
82.90 |
PP |
79.95 |
79.95 |
79.95 |
80.34 |
S1 |
78.41 |
78.41 |
80.24 |
79.18 |
S2 |
76.23 |
76.23 |
79.90 |
|
S3 |
72.51 |
74.69 |
79.56 |
|
S4 |
68.79 |
70.97 |
78.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.50 |
77.78 |
3.72 |
4.6% |
1.66 |
2.1% |
75% |
False |
False |
13,499 |
10 |
81.50 |
74.23 |
7.27 |
9.0% |
1.79 |
2.2% |
87% |
False |
False |
13,257 |
20 |
81.50 |
70.96 |
10.54 |
13.1% |
2.17 |
2.7% |
91% |
False |
False |
12,921 |
40 |
93.14 |
70.96 |
22.18 |
27.5% |
2.18 |
2.7% |
43% |
False |
False |
12,996 |
60 |
93.14 |
70.96 |
22.18 |
27.5% |
1.82 |
2.3% |
43% |
False |
False |
11,578 |
80 |
93.14 |
70.96 |
22.18 |
27.5% |
1.67 |
2.1% |
43% |
False |
False |
9,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.47 |
2.618 |
85.02 |
1.618 |
83.52 |
1.000 |
82.59 |
0.618 |
82.02 |
HIGH |
81.09 |
0.618 |
80.52 |
0.500 |
80.34 |
0.382 |
80.16 |
LOW |
79.59 |
0.618 |
78.66 |
1.000 |
78.09 |
1.618 |
77.16 |
2.618 |
75.66 |
4.250 |
73.22 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
80.50 |
80.56 |
PP |
80.42 |
80.53 |
S1 |
80.34 |
80.51 |
|