NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.06 |
77.45 |
0.39 |
0.5% |
70.35 |
| High |
78.13 |
77.79 |
-0.34 |
-0.4% |
76.30 |
| Low |
76.06 |
76.17 |
0.11 |
0.1% |
69.51 |
| Close |
77.67 |
76.79 |
-0.88 |
-1.1% |
73.78 |
| Range |
2.07 |
1.62 |
-0.45 |
-21.7% |
6.79 |
| ATR |
2.68 |
2.60 |
-0.08 |
-2.8% |
0.00 |
| Volume |
308,294 |
323,357 |
15,063 |
4.9% |
2,154,791 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.78 |
80.90 |
77.68 |
|
| R3 |
80.16 |
79.28 |
77.24 |
|
| R2 |
78.54 |
78.54 |
77.09 |
|
| R1 |
77.66 |
77.66 |
76.94 |
77.29 |
| PP |
76.92 |
76.92 |
76.92 |
76.73 |
| S1 |
76.04 |
76.04 |
76.64 |
75.67 |
| S2 |
75.30 |
75.30 |
76.49 |
|
| S3 |
73.68 |
74.42 |
76.34 |
|
| S4 |
72.06 |
72.80 |
75.90 |
|
|
| 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% |
2.11 |
2.8% |
72% |
False |
False |
361,020 |
| 10 |
78.13 |
69.51 |
8.62 |
11.2% |
2.56 |
3.3% |
84% |
False |
False |
396,928 |
| 20 |
78.13 |
67.15 |
10.98 |
14.3% |
2.71 |
3.5% |
88% |
False |
False |
410,974 |
| 40 |
89.77 |
67.15 |
22.62 |
29.5% |
2.68 |
3.5% |
43% |
False |
False |
310,828 |
| 60 |
89.77 |
67.15 |
22.62 |
29.5% |
2.33 |
3.0% |
43% |
False |
False |
232,178 |
| 80 |
89.77 |
67.15 |
22.62 |
29.5% |
2.21 |
2.9% |
43% |
False |
False |
179,139 |
| 100 |
89.77 |
67.15 |
22.62 |
29.5% |
2.20 |
2.9% |
43% |
False |
False |
145,371 |
| 120 |
89.77 |
67.15 |
22.62 |
29.5% |
2.08 |
2.7% |
43% |
False |
False |
122,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.68 |
|
2.618 |
82.03 |
|
1.618 |
80.41 |
|
1.000 |
79.41 |
|
0.618 |
78.79 |
|
HIGH |
77.79 |
|
0.618 |
77.17 |
|
0.500 |
76.98 |
|
0.382 |
76.79 |
|
LOW |
76.17 |
|
0.618 |
75.17 |
|
1.000 |
74.55 |
|
1.618 |
73.55 |
|
2.618 |
71.93 |
|
4.250 |
69.29 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.98 |
76.65 |
| PP |
76.92 |
76.51 |
| S1 |
76.85 |
76.38 |
|