NYMEX Light Sweet Crude Oil Future December 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 |
78.50 |
78.79 |
0.29 |
0.4% |
81.42 |
High |
78.80 |
81.08 |
2.28 |
2.9% |
82.77 |
Low |
77.60 |
78.03 |
0.43 |
0.6% |
77.60 |
Close |
78.68 |
80.84 |
2.16 |
2.7% |
80.84 |
Range |
1.20 |
3.05 |
1.85 |
154.2% |
5.17 |
ATR |
2.18 |
2.24 |
0.06 |
2.9% |
0.00 |
Volume |
54,510 |
37,225 |
-17,285 |
-31.7% |
182,310 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.13 |
88.04 |
82.52 |
|
R3 |
86.08 |
84.99 |
81.68 |
|
R2 |
83.03 |
83.03 |
81.40 |
|
R1 |
81.94 |
81.94 |
81.12 |
82.49 |
PP |
79.98 |
79.98 |
79.98 |
80.26 |
S1 |
78.89 |
78.89 |
80.56 |
79.44 |
S2 |
76.93 |
76.93 |
80.28 |
|
S3 |
73.88 |
75.84 |
80.00 |
|
S4 |
70.83 |
72.79 |
79.16 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.91 |
93.55 |
83.68 |
|
R3 |
90.74 |
88.38 |
82.26 |
|
R2 |
85.57 |
85.57 |
81.79 |
|
R1 |
83.21 |
83.21 |
81.31 |
81.81 |
PP |
80.40 |
80.40 |
80.40 |
79.70 |
S1 |
78.04 |
78.04 |
80.37 |
76.64 |
S2 |
75.23 |
75.23 |
79.89 |
|
S3 |
70.06 |
72.87 |
79.42 |
|
S4 |
64.89 |
67.70 |
78.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.77 |
77.60 |
5.17 |
6.4% |
2.10 |
2.6% |
63% |
False |
False |
36,462 |
10 |
82.77 |
77.60 |
5.17 |
6.4% |
1.92 |
2.4% |
63% |
False |
False |
39,477 |
20 |
82.77 |
74.48 |
8.29 |
10.3% |
2.25 |
2.8% |
77% |
False |
False |
45,373 |
40 |
93.55 |
71.50 |
22.05 |
27.3% |
2.53 |
3.1% |
42% |
False |
False |
52,683 |
60 |
93.55 |
71.50 |
22.05 |
27.3% |
2.20 |
2.7% |
42% |
False |
False |
53,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.04 |
2.618 |
89.06 |
1.618 |
86.01 |
1.000 |
84.13 |
0.618 |
82.96 |
HIGH |
81.08 |
0.618 |
79.91 |
0.500 |
79.56 |
0.382 |
79.20 |
LOW |
78.03 |
0.618 |
76.15 |
1.000 |
74.98 |
1.618 |
73.10 |
2.618 |
70.05 |
4.250 |
65.07 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
80.41 |
80.34 |
PP |
79.98 |
79.84 |
S1 |
79.56 |
79.34 |
|