NYMEX Light Sweet Crude Oil Future March 2011
| 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 |
81.59 |
79.11 |
-2.48 |
-3.0% |
82.55 |
| High |
81.41 |
80.30 |
-1.11 |
-1.4% |
83.72 |
| Low |
81.16 |
78.53 |
-2.63 |
-3.2% |
79.03 |
| Close |
81.59 |
79.11 |
-2.48 |
-3.0% |
81.85 |
| Range |
0.25 |
1.77 |
1.52 |
608.0% |
4.69 |
| ATR |
|
|
|
|
|
| Volume |
2,350 |
2,024 |
-326 |
-13.9% |
10,883 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.62 |
83.64 |
80.08 |
|
| R3 |
82.85 |
81.87 |
79.60 |
|
| R2 |
81.08 |
81.08 |
79.43 |
|
| R1 |
80.10 |
80.10 |
79.27 |
80.00 |
| PP |
79.31 |
79.31 |
79.31 |
79.26 |
| S1 |
78.33 |
78.33 |
78.95 |
78.23 |
| S2 |
77.54 |
77.54 |
78.79 |
|
| S3 |
75.77 |
76.56 |
78.62 |
|
| S4 |
74.00 |
74.79 |
78.14 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.60 |
93.42 |
84.43 |
|
| R3 |
90.91 |
88.73 |
83.14 |
|
| R2 |
86.22 |
86.22 |
82.71 |
|
| R1 |
84.04 |
84.04 |
82.28 |
82.79 |
| PP |
81.53 |
81.53 |
81.53 |
80.91 |
| S1 |
79.35 |
79.35 |
81.42 |
78.10 |
| S2 |
76.84 |
76.84 |
80.99 |
|
| S3 |
72.15 |
74.66 |
80.56 |
|
| S4 |
67.46 |
69.97 |
79.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.82 |
|
2.618 |
84.93 |
|
1.618 |
83.16 |
|
1.000 |
82.07 |
|
0.618 |
81.39 |
|
HIGH |
80.30 |
|
0.618 |
79.62 |
|
0.500 |
79.42 |
|
0.382 |
79.21 |
|
LOW |
78.53 |
|
0.618 |
77.44 |
|
1.000 |
76.76 |
|
1.618 |
75.67 |
|
2.618 |
73.90 |
|
4.250 |
71.01 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.42 |
80.22 |
| PP |
79.31 |
79.85 |
| S1 |
79.21 |
79.48 |
|