NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
74.77 |
77.06 |
2.29 |
3.1% |
70.35 |
| High |
77.16 |
78.13 |
0.97 |
1.3% |
76.30 |
| Low |
74.62 |
76.06 |
1.44 |
1.9% |
69.51 |
| Close |
76.94 |
77.67 |
0.73 |
0.9% |
73.78 |
| Range |
2.54 |
2.07 |
-0.47 |
-18.5% |
6.79 |
| ATR |
2.72 |
2.68 |
-0.05 |
-1.7% |
0.00 |
| Volume |
321,671 |
308,294 |
-13,377 |
-4.2% |
2,154,791 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.50 |
82.65 |
78.81 |
|
| R3 |
81.43 |
80.58 |
78.24 |
|
| R2 |
79.36 |
79.36 |
78.05 |
|
| R1 |
78.51 |
78.51 |
77.86 |
78.94 |
| PP |
77.29 |
77.29 |
77.29 |
77.50 |
| S1 |
76.44 |
76.44 |
77.48 |
76.87 |
| S2 |
75.22 |
75.22 |
77.29 |
|
| S3 |
73.15 |
74.37 |
77.10 |
|
| S4 |
71.08 |
72.30 |
76.53 |
|
|
| 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 |
78.13 |
73.26 |
4.87 |
6.3% |
2.30 |
3.0% |
91% |
True |
False |
383,745 |
| 10 |
78.13 |
69.51 |
8.62 |
11.1% |
2.66 |
3.4% |
95% |
True |
False |
403,696 |
| 20 |
78.13 |
67.15 |
10.98 |
14.1% |
2.74 |
3.5% |
96% |
True |
False |
415,492 |
| 40 |
89.77 |
67.15 |
22.62 |
29.1% |
2.68 |
3.4% |
47% |
False |
False |
305,765 |
| 60 |
89.77 |
67.15 |
22.62 |
29.1% |
2.32 |
3.0% |
47% |
False |
False |
227,210 |
| 80 |
89.77 |
67.15 |
22.62 |
29.1% |
2.21 |
2.8% |
47% |
False |
False |
175,262 |
| 100 |
89.77 |
67.15 |
22.62 |
29.1% |
2.20 |
2.8% |
47% |
False |
False |
142,233 |
| 120 |
89.77 |
67.15 |
22.62 |
29.1% |
2.09 |
2.7% |
47% |
False |
False |
119,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.93 |
|
2.618 |
83.55 |
|
1.618 |
81.48 |
|
1.000 |
80.20 |
|
0.618 |
79.41 |
|
HIGH |
78.13 |
|
0.618 |
77.34 |
|
0.500 |
77.10 |
|
0.382 |
76.85 |
|
LOW |
76.06 |
|
0.618 |
74.78 |
|
1.000 |
73.99 |
|
1.618 |
72.71 |
|
2.618 |
70.64 |
|
4.250 |
67.26 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.48 |
77.14 |
| PP |
77.29 |
76.61 |
| S1 |
77.10 |
76.09 |
|