NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.74 |
76.03 |
-0.71 |
-0.9% |
72.90 |
| High |
77.66 |
77.54 |
-0.12 |
-0.2% |
77.66 |
| Low |
75.18 |
73.78 |
-1.40 |
-1.9% |
69.62 |
| Close |
76.12 |
74.90 |
-1.22 |
-1.6% |
76.12 |
| Range |
2.48 |
3.76 |
1.28 |
51.6% |
8.04 |
| ATR |
2.58 |
2.66 |
0.08 |
3.3% |
0.00 |
| Volume |
46,855 |
40,082 |
-6,773 |
-14.5% |
224,934 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.69 |
84.55 |
76.97 |
|
| R3 |
82.93 |
80.79 |
75.93 |
|
| R2 |
79.17 |
79.17 |
75.59 |
|
| R1 |
77.03 |
77.03 |
75.24 |
76.22 |
| PP |
75.41 |
75.41 |
75.41 |
75.00 |
| S1 |
73.27 |
73.27 |
74.56 |
72.46 |
| S2 |
71.65 |
71.65 |
74.21 |
|
| S3 |
67.89 |
69.51 |
73.87 |
|
| S4 |
64.13 |
65.75 |
72.83 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.59 |
95.39 |
80.54 |
|
| R3 |
90.55 |
87.35 |
78.33 |
|
| R2 |
82.51 |
82.51 |
77.59 |
|
| R1 |
79.31 |
79.31 |
76.86 |
80.91 |
| PP |
74.47 |
74.47 |
74.47 |
75.27 |
| S1 |
71.27 |
71.27 |
75.38 |
72.87 |
| S2 |
66.43 |
66.43 |
74.65 |
|
| S3 |
58.39 |
63.23 |
73.91 |
|
| S4 |
50.35 |
55.19 |
71.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.66 |
69.62 |
8.04 |
10.7% |
3.04 |
4.1% |
66% |
False |
False |
42,577 |
| 10 |
77.84 |
69.62 |
8.22 |
11.0% |
2.77 |
3.7% |
64% |
False |
False |
48,781 |
| 20 |
91.73 |
69.62 |
22.11 |
29.5% |
2.93 |
3.9% |
24% |
False |
False |
45,536 |
| 40 |
92.21 |
69.62 |
22.59 |
30.2% |
2.22 |
3.0% |
23% |
False |
False |
40,470 |
| 60 |
92.21 |
69.62 |
22.59 |
30.2% |
2.00 |
2.7% |
23% |
False |
False |
30,116 |
| 80 |
92.21 |
69.62 |
22.59 |
30.2% |
1.98 |
2.6% |
23% |
False |
False |
24,380 |
| 100 |
92.21 |
69.62 |
22.59 |
30.2% |
1.85 |
2.5% |
23% |
False |
False |
20,328 |
| 120 |
92.21 |
69.62 |
22.59 |
30.2% |
1.70 |
2.3% |
23% |
False |
False |
17,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.52 |
|
2.618 |
87.38 |
|
1.618 |
83.62 |
|
1.000 |
81.30 |
|
0.618 |
79.86 |
|
HIGH |
77.54 |
|
0.618 |
76.10 |
|
0.500 |
75.66 |
|
0.382 |
75.22 |
|
LOW |
73.78 |
|
0.618 |
71.46 |
|
1.000 |
70.02 |
|
1.618 |
67.70 |
|
2.618 |
63.94 |
|
4.250 |
57.80 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.66 |
75.15 |
| PP |
75.41 |
75.06 |
| S1 |
75.15 |
74.98 |
|