NYMEX Light Sweet Crude Oil Future July 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 |
74.90 |
73.97 |
-0.93 |
-1.2% |
70.62 |
| High |
75.72 |
75.33 |
-0.39 |
-0.5% |
75.72 |
| Low |
73.13 |
71.64 |
-1.49 |
-2.0% |
67.15 |
| Close |
73.97 |
72.58 |
-1.39 |
-1.9% |
73.97 |
| Range |
2.59 |
3.69 |
1.10 |
42.5% |
8.57 |
| ATR |
2.72 |
2.79 |
0.07 |
2.5% |
0.00 |
| Volume |
401,812 |
420,674 |
18,862 |
4.7% |
1,931,977 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.25 |
82.11 |
74.61 |
|
| R3 |
80.56 |
78.42 |
73.59 |
|
| R2 |
76.87 |
76.87 |
73.26 |
|
| R1 |
74.73 |
74.73 |
72.92 |
73.96 |
| PP |
73.18 |
73.18 |
73.18 |
72.80 |
| S1 |
71.04 |
71.04 |
72.24 |
70.27 |
| S2 |
69.49 |
69.49 |
71.90 |
|
| S3 |
65.80 |
67.35 |
71.57 |
|
| S4 |
62.11 |
63.66 |
70.55 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.99 |
94.55 |
78.68 |
|
| R3 |
89.42 |
85.98 |
76.33 |
|
| R2 |
80.85 |
80.85 |
75.54 |
|
| R1 |
77.41 |
77.41 |
74.76 |
79.13 |
| PP |
72.28 |
72.28 |
72.28 |
73.14 |
| S1 |
68.84 |
68.84 |
73.18 |
70.56 |
| S2 |
63.71 |
63.71 |
72.40 |
|
| S3 |
55.14 |
60.27 |
71.61 |
|
| S4 |
46.57 |
51.70 |
69.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.72 |
67.15 |
8.57 |
11.8% |
3.15 |
4.3% |
63% |
False |
False |
380,644 |
| 10 |
75.72 |
67.15 |
8.57 |
11.8% |
2.90 |
4.0% |
63% |
False |
False |
409,984 |
| 20 |
89.33 |
67.15 |
22.18 |
30.6% |
3.07 |
4.2% |
24% |
False |
False |
318,737 |
| 40 |
89.77 |
67.15 |
22.62 |
31.2% |
2.40 |
3.3% |
24% |
False |
False |
221,795 |
| 60 |
89.77 |
67.15 |
22.62 |
31.2% |
2.17 |
3.0% |
24% |
False |
False |
156,793 |
| 80 |
89.77 |
67.15 |
22.62 |
31.2% |
2.15 |
3.0% |
24% |
False |
False |
120,822 |
| 100 |
89.77 |
67.15 |
22.62 |
31.2% |
2.10 |
2.9% |
24% |
False |
False |
98,167 |
| 120 |
89.77 |
67.15 |
22.62 |
31.2% |
2.00 |
2.8% |
24% |
False |
False |
82,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.01 |
|
2.618 |
84.99 |
|
1.618 |
81.30 |
|
1.000 |
79.02 |
|
0.618 |
77.61 |
|
HIGH |
75.33 |
|
0.618 |
73.92 |
|
0.500 |
73.49 |
|
0.382 |
73.05 |
|
LOW |
71.64 |
|
0.618 |
69.36 |
|
1.000 |
67.95 |
|
1.618 |
65.67 |
|
2.618 |
61.98 |
|
4.250 |
55.96 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.49 |
73.20 |
| PP |
73.18 |
72.99 |
| S1 |
72.88 |
72.79 |
|