NYMEX Light Sweet Crude Oil Future December 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 |
81.50 |
81.11 |
-0.39 |
-0.5% |
78.76 |
High |
82.12 |
81.67 |
-0.45 |
-0.5% |
82.12 |
Low |
80.86 |
80.16 |
-0.70 |
-0.9% |
78.33 |
Close |
81.25 |
81.15 |
-0.10 |
-0.1% |
81.15 |
Range |
1.26 |
1.51 |
0.25 |
19.8% |
3.79 |
ATR |
2.35 |
2.29 |
-0.06 |
-2.6% |
0.00 |
Volume |
49,249 |
57,605 |
8,356 |
17.0% |
212,466 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.52 |
84.85 |
81.98 |
|
R3 |
84.01 |
83.34 |
81.57 |
|
R2 |
82.50 |
82.50 |
81.43 |
|
R1 |
81.83 |
81.83 |
81.29 |
82.17 |
PP |
80.99 |
80.99 |
80.99 |
81.16 |
S1 |
80.32 |
80.32 |
81.01 |
80.66 |
S2 |
79.48 |
79.48 |
80.87 |
|
S3 |
77.97 |
78.81 |
80.73 |
|
S4 |
76.46 |
77.30 |
80.32 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.90 |
90.32 |
83.23 |
|
R3 |
88.11 |
86.53 |
82.19 |
|
R2 |
84.32 |
84.32 |
81.84 |
|
R1 |
82.74 |
82.74 |
81.50 |
83.53 |
PP |
80.53 |
80.53 |
80.53 |
80.93 |
S1 |
78.95 |
78.95 |
80.80 |
79.74 |
S2 |
76.74 |
76.74 |
80.46 |
|
S3 |
72.95 |
75.16 |
80.11 |
|
S4 |
69.16 |
71.37 |
79.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.12 |
78.33 |
3.79 |
4.7% |
1.73 |
2.1% |
74% |
False |
False |
42,493 |
10 |
82.12 |
74.48 |
7.64 |
9.4% |
1.94 |
2.4% |
87% |
False |
False |
46,844 |
20 |
82.12 |
71.50 |
10.62 |
13.1% |
2.37 |
2.9% |
91% |
False |
False |
51,262 |
40 |
93.55 |
71.50 |
22.05 |
27.2% |
2.47 |
3.0% |
44% |
False |
False |
54,450 |
60 |
93.55 |
71.50 |
22.05 |
27.2% |
2.15 |
2.6% |
44% |
False |
False |
52,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.09 |
2.618 |
85.62 |
1.618 |
84.11 |
1.000 |
83.18 |
0.618 |
82.60 |
HIGH |
81.67 |
0.618 |
81.09 |
0.500 |
80.92 |
0.382 |
80.74 |
LOW |
80.16 |
0.618 |
79.23 |
1.000 |
78.65 |
1.618 |
77.72 |
2.618 |
76.21 |
4.250 |
73.74 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
81.07 |
81.12 |
PP |
80.99 |
81.09 |
S1 |
80.92 |
81.06 |
|