NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.22 |
77.23 |
0.01 |
0.0% |
73.72 |
| High |
78.30 |
78.28 |
-0.02 |
0.0% |
78.30 |
| Low |
75.87 |
74.60 |
-1.27 |
-1.7% |
70.35 |
| Close |
76.88 |
75.71 |
-1.17 |
-1.5% |
76.88 |
| Range |
2.43 |
3.68 |
1.25 |
51.4% |
7.95 |
| ATR |
2.48 |
2.57 |
0.09 |
3.4% |
0.00 |
| Volume |
17,085 |
15,017 |
-2,068 |
-12.1% |
88,725 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.24 |
85.15 |
77.73 |
|
| R3 |
83.56 |
81.47 |
76.72 |
|
| R2 |
79.88 |
79.88 |
76.38 |
|
| R1 |
77.79 |
77.79 |
76.05 |
77.00 |
| PP |
76.20 |
76.20 |
76.20 |
75.80 |
| S1 |
74.11 |
74.11 |
75.37 |
73.32 |
| S2 |
72.52 |
72.52 |
75.04 |
|
| S3 |
68.84 |
70.43 |
74.70 |
|
| S4 |
65.16 |
66.75 |
73.69 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.03 |
95.90 |
81.25 |
|
| R3 |
91.08 |
87.95 |
79.07 |
|
| R2 |
83.13 |
83.13 |
78.34 |
|
| R1 |
80.00 |
80.00 |
77.61 |
81.57 |
| PP |
75.18 |
75.18 |
75.18 |
75.96 |
| S1 |
72.05 |
72.05 |
76.15 |
73.62 |
| S2 |
67.23 |
67.23 |
75.42 |
|
| S3 |
59.28 |
64.10 |
74.69 |
|
| S4 |
51.33 |
56.15 |
72.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.30 |
70.35 |
7.95 |
10.5% |
2.89 |
3.8% |
67% |
False |
False |
16,663 |
| 10 |
78.38 |
70.35 |
8.03 |
10.6% |
2.64 |
3.5% |
67% |
False |
False |
18,161 |
| 20 |
92.33 |
70.35 |
21.98 |
29.0% |
2.82 |
3.7% |
24% |
False |
False |
18,754 |
| 40 |
92.75 |
70.35 |
22.40 |
29.6% |
2.10 |
2.8% |
24% |
False |
False |
17,083 |
| 60 |
92.75 |
70.35 |
22.40 |
29.6% |
1.81 |
2.4% |
24% |
False |
False |
13,131 |
| 80 |
92.75 |
70.35 |
22.40 |
29.6% |
1.75 |
2.3% |
24% |
False |
False |
10,918 |
| 100 |
92.75 |
70.35 |
22.40 |
29.6% |
1.62 |
2.1% |
24% |
False |
False |
9,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.92 |
|
2.618 |
87.91 |
|
1.618 |
84.23 |
|
1.000 |
81.96 |
|
0.618 |
80.55 |
|
HIGH |
78.28 |
|
0.618 |
76.87 |
|
0.500 |
76.44 |
|
0.382 |
76.01 |
|
LOW |
74.60 |
|
0.618 |
72.33 |
|
1.000 |
70.92 |
|
1.618 |
68.65 |
|
2.618 |
64.97 |
|
4.250 |
58.96 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.44 |
75.89 |
| PP |
76.20 |
75.83 |
| S1 |
75.95 |
75.77 |
|