NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
73.87 |
75.52 |
1.65 |
2.2% |
70.35 |
| High |
76.30 |
75.64 |
-0.66 |
-0.9% |
76.30 |
| Low |
73.72 |
73.26 |
-0.46 |
-0.6% |
69.51 |
| Close |
75.48 |
73.78 |
-1.70 |
-2.3% |
73.78 |
| Range |
2.58 |
2.38 |
-0.20 |
-7.8% |
6.79 |
| ATR |
2.81 |
2.78 |
-0.03 |
-1.1% |
0.00 |
| Volume |
436,981 |
430,042 |
-6,939 |
-1.6% |
2,154,791 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.37 |
79.95 |
75.09 |
|
| R3 |
78.99 |
77.57 |
74.43 |
|
| R2 |
76.61 |
76.61 |
74.22 |
|
| R1 |
75.19 |
75.19 |
74.00 |
74.71 |
| PP |
74.23 |
74.23 |
74.23 |
73.99 |
| S1 |
72.81 |
72.81 |
73.56 |
72.33 |
| S2 |
71.85 |
71.85 |
73.34 |
|
| S3 |
69.47 |
70.43 |
73.13 |
|
| S4 |
67.09 |
68.05 |
72.47 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.57 |
90.46 |
77.51 |
|
| R3 |
86.78 |
83.67 |
75.65 |
|
| R2 |
79.99 |
79.99 |
75.02 |
|
| R1 |
76.88 |
76.88 |
74.40 |
78.44 |
| PP |
73.20 |
73.20 |
73.20 |
73.97 |
| S1 |
70.09 |
70.09 |
73.16 |
71.65 |
| S2 |
66.41 |
66.41 |
72.54 |
|
| S3 |
59.62 |
63.30 |
71.91 |
|
| S4 |
52.83 |
56.51 |
70.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.30 |
69.51 |
6.79 |
9.2% |
2.54 |
3.4% |
63% |
False |
False |
430,958 |
| 10 |
76.30 |
69.51 |
6.79 |
9.2% |
2.86 |
3.9% |
63% |
False |
False |
424,633 |
| 20 |
78.78 |
67.15 |
11.63 |
15.8% |
2.91 |
3.9% |
57% |
False |
False |
405,430 |
| 40 |
89.77 |
67.15 |
22.62 |
30.7% |
2.67 |
3.6% |
29% |
False |
False |
287,510 |
| 60 |
89.77 |
67.15 |
22.62 |
30.7% |
2.31 |
3.1% |
29% |
False |
False |
211,071 |
| 80 |
89.77 |
67.15 |
22.62 |
30.7% |
2.20 |
3.0% |
29% |
False |
False |
162,455 |
| 100 |
89.77 |
67.15 |
22.62 |
30.7% |
2.19 |
3.0% |
29% |
False |
False |
131,919 |
| 120 |
89.77 |
67.15 |
22.62 |
30.7% |
2.08 |
2.8% |
29% |
False |
False |
110,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.76 |
|
2.618 |
81.87 |
|
1.618 |
79.49 |
|
1.000 |
78.02 |
|
0.618 |
77.11 |
|
HIGH |
75.64 |
|
0.618 |
74.73 |
|
0.500 |
74.45 |
|
0.382 |
74.17 |
|
LOW |
73.26 |
|
0.618 |
71.79 |
|
1.000 |
70.88 |
|
1.618 |
69.41 |
|
2.618 |
67.03 |
|
4.250 |
63.15 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.45 |
74.17 |
| PP |
74.23 |
74.04 |
| S1 |
74.00 |
73.91 |
|