NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
76.38 |
77.90 |
1.52 |
2.0% |
78.20 |
High |
78.46 |
80.03 |
1.57 |
2.0% |
80.18 |
Low |
75.89 |
77.73 |
1.84 |
2.4% |
75.66 |
Close |
78.21 |
79.55 |
1.34 |
1.7% |
76.17 |
Range |
2.57 |
2.30 |
-0.27 |
-10.5% |
4.52 |
ATR |
2.62 |
2.60 |
-0.02 |
-0.9% |
0.00 |
Volume |
52,048 |
51,881 |
-167 |
-0.3% |
205,672 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.00 |
85.08 |
80.82 |
|
R3 |
83.70 |
82.78 |
80.18 |
|
R2 |
81.40 |
81.40 |
79.97 |
|
R1 |
80.48 |
80.48 |
79.76 |
80.94 |
PP |
79.10 |
79.10 |
79.10 |
79.34 |
S1 |
78.18 |
78.18 |
79.34 |
78.64 |
S2 |
76.80 |
76.80 |
79.13 |
|
S3 |
74.50 |
75.88 |
78.92 |
|
S4 |
72.20 |
73.58 |
78.29 |
|
|
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 |
7.2% |
2.66 |
3.3% |
89% |
False |
False |
55,760 |
10 |
80.18 |
74.48 |
5.70 |
7.2% |
2.80 |
3.5% |
89% |
False |
False |
52,178 |
20 |
86.52 |
71.50 |
15.02 |
18.9% |
2.75 |
3.5% |
54% |
False |
False |
56,340 |
40 |
93.55 |
71.50 |
22.05 |
27.7% |
2.46 |
3.1% |
37% |
False |
False |
56,330 |
60 |
93.55 |
71.50 |
22.05 |
27.7% |
2.13 |
2.7% |
37% |
False |
False |
51,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.81 |
2.618 |
86.05 |
1.618 |
83.75 |
1.000 |
82.33 |
0.618 |
81.45 |
HIGH |
80.03 |
0.618 |
79.15 |
0.500 |
78.88 |
0.382 |
78.61 |
LOW |
77.73 |
0.618 |
76.31 |
1.000 |
75.43 |
1.618 |
74.01 |
2.618 |
71.71 |
4.250 |
67.96 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
79.33 |
78.92 |
PP |
79.10 |
78.29 |
S1 |
78.88 |
77.67 |
|