NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
77.89 |
80.38 |
2.49 |
3.2% |
80.86 |
High |
78.20 |
80.65 |
2.45 |
3.1% |
82.01 |
Low |
77.19 |
77.60 |
0.41 |
0.5% |
77.19 |
Close |
78.19 |
80.38 |
2.19 |
2.8% |
80.38 |
Range |
1.01 |
3.05 |
2.04 |
202.0% |
4.82 |
ATR |
2.00 |
2.07 |
0.08 |
3.8% |
0.00 |
Volume |
17,715 |
12,706 |
-5,009 |
-28.3% |
58,937 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.69 |
87.59 |
82.06 |
|
R3 |
85.64 |
84.54 |
81.22 |
|
R2 |
82.59 |
82.59 |
80.94 |
|
R1 |
81.49 |
81.49 |
80.66 |
81.91 |
PP |
79.54 |
79.54 |
79.54 |
79.75 |
S1 |
78.44 |
78.44 |
80.10 |
78.86 |
S2 |
76.49 |
76.49 |
79.82 |
|
S3 |
73.44 |
75.39 |
79.54 |
|
S4 |
70.39 |
72.34 |
78.70 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.32 |
92.17 |
83.03 |
|
R3 |
89.50 |
87.35 |
81.71 |
|
R2 |
84.68 |
84.68 |
81.26 |
|
R1 |
82.53 |
82.53 |
80.82 |
81.20 |
PP |
79.86 |
79.86 |
79.86 |
79.19 |
S1 |
77.71 |
77.71 |
79.94 |
76.38 |
S2 |
75.04 |
75.04 |
79.50 |
|
S3 |
70.22 |
72.89 |
79.05 |
|
S4 |
65.40 |
68.07 |
77.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.01 |
77.19 |
4.82 |
6.0% |
1.96 |
2.4% |
66% |
False |
False |
11,787 |
10 |
82.01 |
77.19 |
4.82 |
6.0% |
1.81 |
2.2% |
66% |
False |
False |
12,643 |
20 |
82.01 |
74.23 |
7.78 |
9.7% |
2.05 |
2.5% |
79% |
False |
False |
12,560 |
40 |
93.14 |
70.96 |
22.18 |
27.6% |
2.27 |
2.8% |
42% |
False |
False |
13,199 |
60 |
93.14 |
70.96 |
22.18 |
27.6% |
1.89 |
2.4% |
42% |
False |
False |
12,179 |
80 |
93.14 |
70.96 |
22.18 |
27.6% |
1.70 |
2.1% |
42% |
False |
False |
10,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.61 |
2.618 |
88.63 |
1.618 |
85.58 |
1.000 |
83.70 |
0.618 |
82.53 |
HIGH |
80.65 |
0.618 |
79.48 |
0.500 |
79.13 |
0.382 |
78.77 |
LOW |
77.60 |
0.618 |
75.72 |
1.000 |
74.55 |
1.618 |
72.67 |
2.618 |
69.62 |
4.250 |
64.64 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
79.96 |
79.89 |
PP |
79.54 |
79.41 |
S1 |
79.13 |
78.92 |
|