NYMEX Light Sweet Crude Oil Future January 2011
Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
78.46 |
77.85 |
-0.61 |
-0.8% |
81.82 |
High |
80.76 |
78.55 |
-2.21 |
-2.7% |
83.00 |
Low |
78.03 |
77.00 |
-1.03 |
-1.3% |
78.25 |
Close |
78.46 |
77.85 |
-0.61 |
-0.8% |
81.21 |
Range |
2.73 |
1.55 |
-1.18 |
-43.2% |
4.75 |
ATR |
1.79 |
1.78 |
-0.02 |
-1.0% |
0.00 |
Volume |
4,400 |
4,068 |
-332 |
-7.5% |
17,079 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.45 |
81.70 |
78.70 |
|
R3 |
80.90 |
80.15 |
78.28 |
|
R2 |
79.35 |
79.35 |
78.13 |
|
R1 |
78.60 |
78.60 |
77.99 |
78.63 |
PP |
77.80 |
77.80 |
77.80 |
77.81 |
S1 |
77.05 |
77.05 |
77.71 |
77.08 |
S2 |
76.25 |
76.25 |
77.57 |
|
S3 |
74.70 |
75.50 |
77.42 |
|
S4 |
73.15 |
73.95 |
77.00 |
|
|
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 |
85.14 |
2.618 |
82.61 |
1.618 |
81.06 |
1.000 |
80.10 |
0.618 |
79.51 |
HIGH |
78.55 |
0.618 |
77.96 |
0.500 |
77.78 |
0.382 |
77.59 |
LOW |
77.00 |
0.618 |
76.04 |
1.000 |
75.45 |
1.618 |
74.49 |
2.618 |
72.94 |
4.250 |
70.41 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
77.83 |
78.97 |
PP |
77.80 |
78.59 |
S1 |
77.78 |
78.22 |
|