NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.46 |
76.69 |
0.23 |
0.3% |
76.03 |
| High |
77.29 |
77.86 |
0.57 |
0.7% |
77.86 |
| Low |
75.42 |
73.16 |
-2.26 |
-3.0% |
73.16 |
| Close |
77.11 |
73.77 |
-3.34 |
-4.3% |
73.77 |
| Range |
1.87 |
4.70 |
2.83 |
151.3% |
4.70 |
| ATR |
2.60 |
2.75 |
0.15 |
5.8% |
0.00 |
| Volume |
60,081 |
76,441 |
16,360 |
27.2% |
221,025 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
86.10 |
76.36 |
|
| R3 |
84.33 |
81.40 |
75.06 |
|
| R2 |
79.63 |
79.63 |
74.63 |
|
| R1 |
76.70 |
76.70 |
74.20 |
75.82 |
| PP |
74.93 |
74.93 |
74.93 |
74.49 |
| S1 |
72.00 |
72.00 |
73.34 |
71.12 |
| S2 |
70.23 |
70.23 |
72.91 |
|
| S3 |
65.53 |
67.30 |
72.48 |
|
| S4 |
60.83 |
62.60 |
71.19 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
86.10 |
76.36 |
|
| R3 |
84.33 |
81.40 |
75.06 |
|
| R2 |
79.63 |
79.63 |
74.63 |
|
| R1 |
76.70 |
76.70 |
74.20 |
75.82 |
| PP |
74.93 |
74.93 |
74.93 |
74.49 |
| S1 |
72.00 |
72.00 |
73.34 |
71.12 |
| S2 |
70.23 |
70.23 |
72.91 |
|
| S3 |
65.53 |
67.30 |
72.48 |
|
| S4 |
60.83 |
62.60 |
71.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.86 |
73.16 |
4.70 |
6.4% |
3.07 |
4.2% |
13% |
True |
True |
53,576 |
| 10 |
77.86 |
69.62 |
8.24 |
11.2% |
2.80 |
3.8% |
50% |
True |
False |
51,538 |
| 20 |
84.50 |
69.62 |
14.88 |
20.2% |
2.75 |
3.7% |
28% |
False |
False |
48,353 |
| 40 |
92.21 |
69.62 |
22.59 |
30.6% |
2.37 |
3.2% |
18% |
False |
False |
43,419 |
| 60 |
92.21 |
69.62 |
22.59 |
30.6% |
2.07 |
2.8% |
18% |
False |
False |
32,643 |
| 80 |
92.21 |
69.62 |
22.59 |
30.6% |
1.99 |
2.7% |
18% |
False |
False |
26,280 |
| 100 |
92.21 |
69.62 |
22.59 |
30.6% |
1.91 |
2.6% |
18% |
False |
False |
22,050 |
| 120 |
92.21 |
69.62 |
22.59 |
30.6% |
1.73 |
2.3% |
18% |
False |
False |
18,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.84 |
|
2.618 |
90.16 |
|
1.618 |
85.46 |
|
1.000 |
82.56 |
|
0.618 |
80.76 |
|
HIGH |
77.86 |
|
0.618 |
76.06 |
|
0.500 |
75.51 |
|
0.382 |
74.96 |
|
LOW |
73.16 |
|
0.618 |
70.26 |
|
1.000 |
68.46 |
|
1.618 |
65.56 |
|
2.618 |
60.86 |
|
4.250 |
53.19 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.51 |
75.51 |
| PP |
74.93 |
74.93 |
| S1 |
74.35 |
74.35 |
|