NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
80.55 |
80.39 |
-0.16 |
-0.2% |
81.42 |
High |
81.28 |
80.55 |
-0.73 |
-0.9% |
82.77 |
Low |
79.94 |
77.35 |
-2.59 |
-3.2% |
77.60 |
Close |
80.55 |
78.08 |
-2.47 |
-3.1% |
80.84 |
Range |
1.34 |
3.20 |
1.86 |
138.8% |
5.17 |
ATR |
2.18 |
2.25 |
0.07 |
3.4% |
0.00 |
Volume |
39,799 |
32,425 |
-7,374 |
-18.5% |
182,310 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.26 |
86.37 |
79.84 |
|
R3 |
85.06 |
83.17 |
78.96 |
|
R2 |
81.86 |
81.86 |
78.67 |
|
R1 |
79.97 |
79.97 |
78.37 |
79.32 |
PP |
78.66 |
78.66 |
78.66 |
78.33 |
S1 |
76.77 |
76.77 |
77.79 |
76.12 |
S2 |
75.46 |
75.46 |
77.49 |
|
S3 |
72.26 |
73.57 |
77.20 |
|
S4 |
69.06 |
70.37 |
76.32 |
|
|
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 |
81.28 |
77.35 |
3.93 |
5.0% |
2.27 |
2.9% |
19% |
False |
True |
39,503 |
10 |
82.77 |
77.35 |
5.42 |
6.9% |
1.96 |
2.5% |
13% |
False |
True |
39,573 |
20 |
82.77 |
74.48 |
8.29 |
10.6% |
2.17 |
2.8% |
43% |
False |
False |
44,382 |
40 |
93.08 |
71.50 |
21.58 |
27.6% |
2.56 |
3.3% |
30% |
False |
False |
51,458 |
60 |
93.55 |
71.50 |
22.05 |
28.2% |
2.21 |
2.8% |
30% |
False |
False |
52,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.15 |
2.618 |
88.93 |
1.618 |
85.73 |
1.000 |
83.75 |
0.618 |
82.53 |
HIGH |
80.55 |
0.618 |
79.33 |
0.500 |
78.95 |
0.382 |
78.57 |
LOW |
77.35 |
0.618 |
75.37 |
1.000 |
74.15 |
1.618 |
72.17 |
2.618 |
68.97 |
4.250 |
63.75 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
78.95 |
79.32 |
PP |
78.66 |
78.90 |
S1 |
78.37 |
78.49 |
|