NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
74.06 |
74.77 |
0.71 |
1.0% |
70.35 |
| High |
75.99 |
77.16 |
1.17 |
1.5% |
76.30 |
| Low |
74.04 |
74.62 |
0.58 |
0.8% |
69.51 |
| Close |
75.12 |
76.94 |
1.82 |
2.4% |
73.78 |
| Range |
1.95 |
2.54 |
0.59 |
30.3% |
6.79 |
| ATR |
2.74 |
2.72 |
-0.01 |
-0.5% |
0.00 |
| Volume |
421,739 |
321,671 |
-100,068 |
-23.7% |
2,154,791 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.86 |
82.94 |
78.34 |
|
| R3 |
81.32 |
80.40 |
77.64 |
|
| R2 |
78.78 |
78.78 |
77.41 |
|
| R1 |
77.86 |
77.86 |
77.17 |
78.32 |
| PP |
76.24 |
76.24 |
76.24 |
76.47 |
| S1 |
75.32 |
75.32 |
76.71 |
75.78 |
| S2 |
73.70 |
73.70 |
76.47 |
|
| S3 |
71.16 |
72.78 |
76.24 |
|
| S4 |
68.62 |
70.24 |
75.54 |
|
|
| 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 |
77.16 |
72.03 |
5.13 |
6.7% |
2.48 |
3.2% |
96% |
True |
False |
406,479 |
| 10 |
77.16 |
69.51 |
7.65 |
9.9% |
2.68 |
3.5% |
97% |
True |
False |
416,725 |
| 20 |
77.16 |
67.15 |
10.01 |
13.0% |
2.79 |
3.6% |
98% |
True |
False |
413,354 |
| 40 |
89.77 |
67.15 |
22.62 |
29.4% |
2.66 |
3.5% |
43% |
False |
False |
300,366 |
| 60 |
89.77 |
67.15 |
22.62 |
29.4% |
2.33 |
3.0% |
43% |
False |
False |
222,463 |
| 80 |
89.77 |
67.15 |
22.62 |
29.4% |
2.20 |
2.9% |
43% |
False |
False |
171,524 |
| 100 |
89.77 |
67.15 |
22.62 |
29.4% |
2.20 |
2.9% |
43% |
False |
False |
139,200 |
| 120 |
89.77 |
67.15 |
22.62 |
29.4% |
2.08 |
2.7% |
43% |
False |
False |
116,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.96 |
|
2.618 |
83.81 |
|
1.618 |
81.27 |
|
1.000 |
79.70 |
|
0.618 |
78.73 |
|
HIGH |
77.16 |
|
0.618 |
76.19 |
|
0.500 |
75.89 |
|
0.382 |
75.59 |
|
LOW |
74.62 |
|
0.618 |
73.05 |
|
1.000 |
72.08 |
|
1.618 |
70.51 |
|
2.618 |
67.97 |
|
4.250 |
63.83 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.59 |
76.36 |
| PP |
76.24 |
75.79 |
| S1 |
75.89 |
75.21 |
|