NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.55 |
77.50 |
0.95 |
1.2% |
74.06 |
| High |
77.45 |
78.92 |
1.47 |
1.9% |
78.13 |
| Low |
75.56 |
76.88 |
1.32 |
1.7% |
74.04 |
| Close |
77.18 |
77.82 |
0.64 |
0.8% |
77.18 |
| Range |
1.89 |
2.04 |
0.15 |
7.9% |
4.09 |
| ATR |
2.55 |
2.51 |
-0.04 |
-1.4% |
0.00 |
| Volume |
303,284 |
157,434 |
-145,850 |
-48.1% |
1,678,345 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.99 |
82.95 |
78.94 |
|
| R3 |
81.95 |
80.91 |
78.38 |
|
| R2 |
79.91 |
79.91 |
78.19 |
|
| R1 |
78.87 |
78.87 |
78.01 |
79.39 |
| PP |
77.87 |
77.87 |
77.87 |
78.14 |
| S1 |
76.83 |
76.83 |
77.63 |
77.35 |
| S2 |
75.83 |
75.83 |
77.45 |
|
| S3 |
73.79 |
74.79 |
77.26 |
|
| S4 |
71.75 |
72.75 |
76.70 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.72 |
87.04 |
79.43 |
|
| R3 |
84.63 |
82.95 |
78.30 |
|
| R2 |
80.54 |
80.54 |
77.93 |
|
| R1 |
78.86 |
78.86 |
77.55 |
79.70 |
| PP |
76.45 |
76.45 |
76.45 |
76.87 |
| S1 |
74.77 |
74.77 |
76.81 |
75.61 |
| S2 |
72.36 |
72.36 |
76.43 |
|
| S3 |
68.27 |
70.68 |
76.06 |
|
| S4 |
64.18 |
66.59 |
74.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.92 |
74.62 |
4.30 |
5.5% |
2.03 |
2.6% |
74% |
True |
False |
282,808 |
| 10 |
78.92 |
70.75 |
8.17 |
10.5% |
2.19 |
2.8% |
87% |
True |
False |
354,207 |
| 20 |
78.92 |
67.15 |
11.77 |
15.1% |
2.58 |
3.3% |
91% |
True |
False |
380,613 |
| 40 |
89.77 |
67.15 |
22.62 |
29.1% |
2.67 |
3.4% |
47% |
False |
False |
314,335 |
| 60 |
89.77 |
67.15 |
22.62 |
29.1% |
2.35 |
3.0% |
47% |
False |
False |
239,003 |
| 80 |
89.77 |
67.15 |
22.62 |
29.1% |
2.19 |
2.8% |
47% |
False |
False |
184,555 |
| 100 |
89.77 |
67.15 |
22.62 |
29.1% |
2.21 |
2.8% |
47% |
False |
False |
149,801 |
| 120 |
89.77 |
67.15 |
22.62 |
29.1% |
2.09 |
2.7% |
47% |
False |
False |
125,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.59 |
|
2.618 |
84.26 |
|
1.618 |
82.22 |
|
1.000 |
80.96 |
|
0.618 |
80.18 |
|
HIGH |
78.92 |
|
0.618 |
78.14 |
|
0.500 |
77.90 |
|
0.382 |
77.66 |
|
LOW |
76.88 |
|
0.618 |
75.62 |
|
1.000 |
74.84 |
|
1.618 |
73.58 |
|
2.618 |
71.54 |
|
4.250 |
68.21 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.90 |
77.63 |
| PP |
77.87 |
77.43 |
| S1 |
77.85 |
77.24 |
|