NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.69 |
73.32 |
-3.37 |
-4.4% |
76.03 |
| High |
77.86 |
74.57 |
-3.29 |
-4.2% |
77.86 |
| Low |
73.16 |
71.92 |
-1.24 |
-1.7% |
73.16 |
| Close |
73.77 |
73.85 |
0.08 |
0.1% |
73.77 |
| Range |
4.70 |
2.65 |
-2.05 |
-43.6% |
4.70 |
| ATR |
2.75 |
2.74 |
-0.01 |
-0.3% |
0.00 |
| Volume |
76,441 |
63,653 |
-12,788 |
-16.7% |
221,025 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.40 |
80.27 |
75.31 |
|
| R3 |
78.75 |
77.62 |
74.58 |
|
| R2 |
76.10 |
76.10 |
74.34 |
|
| R1 |
74.97 |
74.97 |
74.09 |
75.54 |
| PP |
73.45 |
73.45 |
73.45 |
73.73 |
| S1 |
72.32 |
72.32 |
73.61 |
72.89 |
| S2 |
70.80 |
70.80 |
73.36 |
|
| S3 |
68.15 |
69.67 |
73.12 |
|
| S4 |
65.50 |
67.02 |
72.39 |
|
|
| 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 |
71.92 |
5.94 |
8.0% |
3.10 |
4.2% |
32% |
False |
True |
56,935 |
| 10 |
77.86 |
69.62 |
8.24 |
11.2% |
2.84 |
3.8% |
51% |
False |
False |
50,961 |
| 20 |
84.50 |
69.62 |
14.88 |
20.1% |
2.72 |
3.7% |
28% |
False |
False |
49,060 |
| 40 |
92.21 |
69.62 |
22.59 |
30.6% |
2.40 |
3.2% |
19% |
False |
False |
44,396 |
| 60 |
92.21 |
69.62 |
22.59 |
30.6% |
2.10 |
2.9% |
19% |
False |
False |
33,565 |
| 80 |
92.21 |
69.62 |
22.59 |
30.6% |
2.00 |
2.7% |
19% |
False |
False |
26,986 |
| 100 |
92.21 |
69.62 |
22.59 |
30.6% |
1.92 |
2.6% |
19% |
False |
False |
22,660 |
| 120 |
92.21 |
69.62 |
22.59 |
30.6% |
1.75 |
2.4% |
19% |
False |
False |
19,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.83 |
|
2.618 |
81.51 |
|
1.618 |
78.86 |
|
1.000 |
77.22 |
|
0.618 |
76.21 |
|
HIGH |
74.57 |
|
0.618 |
73.56 |
|
0.500 |
73.25 |
|
0.382 |
72.93 |
|
LOW |
71.92 |
|
0.618 |
70.28 |
|
1.000 |
69.27 |
|
1.618 |
67.63 |
|
2.618 |
64.98 |
|
4.250 |
60.66 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.65 |
74.89 |
| PP |
73.45 |
74.54 |
| S1 |
73.25 |
74.20 |
|