NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
73.70 |
74.61 |
0.91 |
1.2% |
73.97 |
| High |
74.95 |
75.42 |
0.47 |
0.6% |
75.42 |
| Low |
72.32 |
70.73 |
-1.59 |
-2.2% |
70.73 |
| Close |
74.61 |
71.51 |
-3.10 |
-4.2% |
71.51 |
| Range |
2.63 |
4.69 |
2.06 |
78.3% |
4.69 |
| ATR |
2.75 |
2.88 |
0.14 |
5.1% |
0.00 |
| Volume |
391,034 |
439,431 |
48,397 |
12.4% |
1,689,727 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.62 |
83.76 |
74.09 |
|
| R3 |
81.93 |
79.07 |
72.80 |
|
| R2 |
77.24 |
77.24 |
72.37 |
|
| R1 |
74.38 |
74.38 |
71.94 |
73.47 |
| PP |
72.55 |
72.55 |
72.55 |
72.10 |
| S1 |
69.69 |
69.69 |
71.08 |
68.78 |
| S2 |
67.86 |
67.86 |
70.65 |
|
| S3 |
63.17 |
65.00 |
70.22 |
|
| S4 |
58.48 |
60.31 |
68.93 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.62 |
83.76 |
74.09 |
|
| R3 |
81.93 |
79.07 |
72.80 |
|
| R2 |
77.24 |
77.24 |
72.37 |
|
| R1 |
74.38 |
74.38 |
71.94 |
73.47 |
| PP |
72.55 |
72.55 |
72.55 |
72.10 |
| S1 |
69.69 |
69.69 |
71.08 |
68.78 |
| S2 |
67.86 |
67.86 |
70.65 |
|
| S3 |
63.17 |
65.00 |
70.22 |
|
| S4 |
58.48 |
60.31 |
68.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.72 |
70.73 |
4.99 |
7.0% |
3.17 |
4.4% |
16% |
False |
True |
418,307 |
| 10 |
75.72 |
67.15 |
8.57 |
12.0% |
2.89 |
4.0% |
51% |
False |
False |
417,544 |
| 20 |
82.08 |
67.15 |
14.93 |
20.9% |
2.90 |
4.1% |
29% |
False |
False |
354,743 |
| 40 |
89.77 |
67.15 |
22.62 |
31.6% |
2.55 |
3.6% |
19% |
False |
False |
249,941 |
| 60 |
89.77 |
67.15 |
22.62 |
31.6% |
2.25 |
3.1% |
19% |
False |
False |
176,965 |
| 80 |
89.77 |
67.15 |
22.62 |
31.6% |
2.17 |
3.0% |
19% |
False |
False |
136,176 |
| 100 |
89.77 |
67.15 |
22.62 |
31.6% |
2.16 |
3.0% |
19% |
False |
False |
110,690 |
| 120 |
89.77 |
67.15 |
22.62 |
31.6% |
2.02 |
2.8% |
19% |
False |
False |
92,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.35 |
|
2.618 |
87.70 |
|
1.618 |
83.01 |
|
1.000 |
80.11 |
|
0.618 |
78.32 |
|
HIGH |
75.42 |
|
0.618 |
73.63 |
|
0.500 |
73.08 |
|
0.382 |
72.52 |
|
LOW |
70.73 |
|
0.618 |
67.83 |
|
1.000 |
66.04 |
|
1.618 |
63.14 |
|
2.618 |
58.45 |
|
4.250 |
50.80 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.08 |
73.08 |
| PP |
72.55 |
72.55 |
| S1 |
72.03 |
72.03 |
|