NYMEX Light Sweet Crude Oil Future January 2011
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 |
79.06 |
81.21 |
2.15 |
2.7% |
81.82 |
High |
79.13 |
81.30 |
2.17 |
2.7% |
83.00 |
Low |
78.25 |
79.19 |
0.94 |
1.2% |
78.25 |
Close |
79.06 |
81.21 |
2.15 |
2.7% |
81.21 |
Range |
0.88 |
2.11 |
1.23 |
139.8% |
4.75 |
ATR |
1.75 |
1.79 |
0.03 |
2.0% |
0.00 |
Volume |
3,919 |
3,722 |
-197 |
-5.0% |
17,079 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.90 |
86.16 |
82.37 |
|
R3 |
84.79 |
84.05 |
81.79 |
|
R2 |
82.68 |
82.68 |
81.60 |
|
R1 |
81.94 |
81.94 |
81.40 |
82.27 |
PP |
80.57 |
80.57 |
80.57 |
80.73 |
S1 |
79.83 |
79.83 |
81.02 |
80.16 |
S2 |
78.46 |
78.46 |
80.82 |
|
S3 |
76.35 |
77.72 |
80.63 |
|
S4 |
74.24 |
75.61 |
80.05 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.07 |
92.89 |
83.82 |
|
R3 |
90.32 |
88.14 |
82.52 |
|
R2 |
85.57 |
85.57 |
82.08 |
|
R1 |
83.39 |
83.39 |
81.65 |
82.11 |
PP |
80.82 |
80.82 |
80.82 |
80.18 |
S1 |
78.64 |
78.64 |
80.77 |
77.36 |
S2 |
76.07 |
76.07 |
80.34 |
|
S3 |
71.32 |
73.89 |
79.90 |
|
S4 |
66.57 |
69.14 |
78.60 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.27 |
2.618 |
86.82 |
1.618 |
84.71 |
1.000 |
83.41 |
0.618 |
82.60 |
HIGH |
81.30 |
0.618 |
80.49 |
0.500 |
80.25 |
0.382 |
80.00 |
LOW |
79.19 |
0.618 |
77.89 |
1.000 |
77.08 |
1.618 |
75.78 |
2.618 |
73.67 |
4.250 |
70.22 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
80.89 |
80.73 |
PP |
80.57 |
80.25 |
S1 |
80.25 |
79.78 |
|