NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
71.94 |
73.70 |
1.76 |
2.4% |
70.62 |
| High |
73.93 |
74.95 |
1.02 |
1.4% |
75.72 |
| Low |
71.68 |
72.32 |
0.64 |
0.9% |
67.15 |
| Close |
72.86 |
74.61 |
1.75 |
2.4% |
73.97 |
| Range |
2.25 |
2.63 |
0.38 |
16.9% |
8.57 |
| ATR |
2.75 |
2.75 |
-0.01 |
-0.3% |
0.00 |
| Volume |
438,588 |
391,034 |
-47,554 |
-10.8% |
1,931,977 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.85 |
80.86 |
76.06 |
|
| R3 |
79.22 |
78.23 |
75.33 |
|
| R2 |
76.59 |
76.59 |
75.09 |
|
| R1 |
75.60 |
75.60 |
74.85 |
76.10 |
| PP |
73.96 |
73.96 |
73.96 |
74.21 |
| S1 |
72.97 |
72.97 |
74.37 |
73.47 |
| S2 |
71.33 |
71.33 |
74.13 |
|
| S3 |
68.70 |
70.34 |
73.89 |
|
| S4 |
66.07 |
67.71 |
73.16 |
|
|
| 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 |
70.67 |
5.05 |
6.8% |
3.05 |
4.1% |
78% |
False |
False |
411,525 |
| 10 |
75.72 |
67.15 |
8.57 |
11.5% |
2.87 |
3.8% |
87% |
False |
False |
425,020 |
| 20 |
83.36 |
67.15 |
16.21 |
21.7% |
2.94 |
3.9% |
46% |
False |
False |
342,341 |
| 40 |
89.77 |
67.15 |
22.62 |
30.3% |
2.46 |
3.3% |
33% |
False |
False |
240,617 |
| 60 |
89.77 |
67.15 |
22.62 |
30.3% |
2.20 |
3.0% |
33% |
False |
False |
169,996 |
| 80 |
89.77 |
67.15 |
22.62 |
30.3% |
2.14 |
2.9% |
33% |
False |
False |
130,791 |
| 100 |
89.77 |
67.15 |
22.62 |
30.3% |
2.13 |
2.8% |
33% |
False |
False |
106,363 |
| 120 |
89.77 |
67.15 |
22.62 |
30.3% |
1.99 |
2.7% |
33% |
False |
False |
89,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.13 |
|
2.618 |
81.84 |
|
1.618 |
79.21 |
|
1.000 |
77.58 |
|
0.618 |
76.58 |
|
HIGH |
74.95 |
|
0.618 |
73.95 |
|
0.500 |
73.64 |
|
0.382 |
73.32 |
|
LOW |
72.32 |
|
0.618 |
70.69 |
|
1.000 |
69.69 |
|
1.618 |
68.06 |
|
2.618 |
65.43 |
|
4.250 |
61.14 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.29 |
74.24 |
| PP |
73.96 |
73.86 |
| S1 |
73.64 |
73.49 |
|