NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
75.86 |
76.38 |
0.52 |
0.7% |
78.20 |
High |
76.74 |
78.46 |
1.72 |
2.2% |
80.18 |
Low |
75.30 |
75.89 |
0.59 |
0.8% |
75.66 |
Close |
76.22 |
78.21 |
1.99 |
2.6% |
76.17 |
Range |
1.44 |
2.57 |
1.13 |
78.5% |
4.52 |
ATR |
2.63 |
2.62 |
0.00 |
-0.2% |
0.00 |
Volume |
46,641 |
52,048 |
5,407 |
11.6% |
205,672 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.23 |
84.29 |
79.62 |
|
R3 |
82.66 |
81.72 |
78.92 |
|
R2 |
80.09 |
80.09 |
78.68 |
|
R1 |
79.15 |
79.15 |
78.45 |
79.62 |
PP |
77.52 |
77.52 |
77.52 |
77.76 |
S1 |
76.58 |
76.58 |
77.97 |
77.05 |
S2 |
74.95 |
74.95 |
77.74 |
|
S3 |
72.38 |
74.01 |
77.50 |
|
S4 |
69.81 |
71.44 |
76.80 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.90 |
88.05 |
78.66 |
|
R3 |
86.38 |
83.53 |
77.41 |
|
R2 |
81.86 |
81.86 |
77.00 |
|
R1 |
79.01 |
79.01 |
76.58 |
78.18 |
PP |
77.34 |
77.34 |
77.34 |
76.92 |
S1 |
74.49 |
74.49 |
75.76 |
73.66 |
S2 |
72.82 |
72.82 |
75.34 |
|
S3 |
68.30 |
69.97 |
74.93 |
|
S4 |
63.78 |
65.45 |
73.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.18 |
74.48 |
5.70 |
7.3% |
2.55 |
3.3% |
65% |
False |
False |
56,450 |
10 |
80.18 |
73.17 |
7.01 |
9.0% |
2.79 |
3.6% |
72% |
False |
False |
53,647 |
20 |
86.52 |
71.50 |
15.02 |
19.2% |
2.71 |
3.5% |
45% |
False |
False |
56,323 |
40 |
93.55 |
71.50 |
22.05 |
28.2% |
2.44 |
3.1% |
30% |
False |
False |
57,221 |
60 |
93.55 |
71.50 |
22.05 |
28.2% |
2.13 |
2.7% |
30% |
False |
False |
51,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.38 |
2.618 |
85.19 |
1.618 |
82.62 |
1.000 |
81.03 |
0.618 |
80.05 |
HIGH |
78.46 |
0.618 |
77.48 |
0.500 |
77.18 |
0.382 |
76.87 |
LOW |
75.89 |
0.618 |
74.30 |
1.000 |
73.32 |
1.618 |
71.73 |
2.618 |
69.16 |
4.250 |
64.97 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
77.87 |
77.63 |
PP |
77.52 |
77.05 |
S1 |
77.18 |
76.47 |
|