NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
79.66 |
78.76 |
-0.90 |
-1.1% |
75.39 |
High |
79.92 |
80.27 |
0.35 |
0.4% |
80.03 |
Low |
77.98 |
78.33 |
0.35 |
0.4% |
74.48 |
Close |
78.64 |
79.16 |
0.52 |
0.7% |
78.64 |
Range |
1.94 |
1.94 |
0.00 |
0.0% |
5.55 |
ATR |
2.55 |
2.51 |
-0.04 |
-1.7% |
0.00 |
Volume |
42,894 |
38,739 |
-4,155 |
-9.7% |
255,977 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.07 |
84.06 |
80.23 |
|
R3 |
83.13 |
82.12 |
79.69 |
|
R2 |
81.19 |
81.19 |
79.52 |
|
R1 |
80.18 |
80.18 |
79.34 |
80.69 |
PP |
79.25 |
79.25 |
79.25 |
79.51 |
S1 |
78.24 |
78.24 |
78.98 |
78.75 |
S2 |
77.31 |
77.31 |
78.80 |
|
S3 |
75.37 |
76.30 |
78.63 |
|
S4 |
73.43 |
74.36 |
78.09 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.37 |
92.05 |
81.69 |
|
R3 |
88.82 |
86.50 |
80.17 |
|
R2 |
83.27 |
83.27 |
79.66 |
|
R1 |
80.95 |
80.95 |
79.15 |
82.11 |
PP |
77.72 |
77.72 |
77.72 |
78.30 |
S1 |
75.40 |
75.40 |
78.13 |
76.56 |
S2 |
72.17 |
72.17 |
77.62 |
|
S3 |
66.62 |
69.85 |
77.11 |
|
S4 |
61.07 |
64.30 |
75.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.27 |
75.30 |
4.97 |
6.3% |
2.04 |
2.6% |
78% |
True |
False |
46,440 |
10 |
80.27 |
74.48 |
5.79 |
7.3% |
2.53 |
3.2% |
81% |
True |
False |
50,038 |
20 |
81.50 |
71.50 |
10.00 |
12.6% |
2.64 |
3.3% |
77% |
False |
False |
55,509 |
40 |
93.55 |
71.50 |
22.05 |
27.9% |
2.48 |
3.1% |
35% |
False |
False |
55,377 |
60 |
93.55 |
71.50 |
22.05 |
27.9% |
2.16 |
2.7% |
35% |
False |
False |
51,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.52 |
2.618 |
85.35 |
1.618 |
83.41 |
1.000 |
82.21 |
0.618 |
81.47 |
HIGH |
80.27 |
0.618 |
79.53 |
0.500 |
79.30 |
0.382 |
79.07 |
LOW |
78.33 |
0.618 |
77.13 |
1.000 |
76.39 |
1.618 |
75.19 |
2.618 |
73.25 |
4.250 |
70.09 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
79.30 |
79.11 |
PP |
79.25 |
79.05 |
S1 |
79.21 |
79.00 |
|