NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.20 |
77.66 |
1.46 |
1.9% |
73.32 |
| High |
78.17 |
77.85 |
-0.32 |
-0.4% |
78.17 |
| Low |
75.86 |
75.84 |
-0.02 |
0.0% |
71.92 |
| Close |
77.60 |
76.51 |
-1.09 |
-1.4% |
76.51 |
| Range |
2.31 |
2.01 |
-0.30 |
-13.0% |
6.25 |
| ATR |
2.62 |
2.58 |
-0.04 |
-1.7% |
0.00 |
| Volume |
76,997 |
69,212 |
-7,785 |
-10.1% |
361,772 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.76 |
81.65 |
77.62 |
|
| R3 |
80.75 |
79.64 |
77.06 |
|
| R2 |
78.74 |
78.74 |
76.88 |
|
| R1 |
77.63 |
77.63 |
76.69 |
77.18 |
| PP |
76.73 |
76.73 |
76.73 |
76.51 |
| S1 |
75.62 |
75.62 |
76.33 |
75.17 |
| S2 |
74.72 |
74.72 |
76.14 |
|
| S3 |
72.71 |
73.61 |
75.96 |
|
| S4 |
70.70 |
71.60 |
75.40 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.28 |
91.65 |
79.95 |
|
| R3 |
88.03 |
85.40 |
78.23 |
|
| R2 |
81.78 |
81.78 |
77.66 |
|
| R1 |
79.15 |
79.15 |
77.08 |
80.47 |
| PP |
75.53 |
75.53 |
75.53 |
76.19 |
| S1 |
72.90 |
72.90 |
75.94 |
74.22 |
| S2 |
69.28 |
69.28 |
75.36 |
|
| S3 |
63.03 |
66.65 |
74.79 |
|
| S4 |
56.78 |
60.40 |
73.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.17 |
71.92 |
6.25 |
8.2% |
2.21 |
2.9% |
73% |
False |
False |
72,354 |
| 10 |
78.17 |
71.92 |
6.25 |
8.2% |
2.64 |
3.4% |
73% |
False |
False |
62,965 |
| 20 |
82.50 |
69.62 |
12.88 |
16.8% |
2.75 |
3.6% |
53% |
False |
False |
56,423 |
| 40 |
92.21 |
69.62 |
22.59 |
29.5% |
2.49 |
3.2% |
31% |
False |
False |
47,163 |
| 60 |
92.21 |
69.62 |
22.59 |
29.5% |
2.12 |
2.8% |
31% |
False |
False |
37,956 |
| 80 |
92.21 |
69.62 |
22.59 |
29.5% |
2.01 |
2.6% |
31% |
False |
False |
30,501 |
| 100 |
92.21 |
69.62 |
22.59 |
29.5% |
1.95 |
2.6% |
31% |
False |
False |
25,481 |
| 120 |
92.21 |
69.62 |
22.59 |
29.5% |
1.80 |
2.4% |
31% |
False |
False |
21,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.39 |
|
2.618 |
83.11 |
|
1.618 |
81.10 |
|
1.000 |
79.86 |
|
0.618 |
79.09 |
|
HIGH |
77.85 |
|
0.618 |
77.08 |
|
0.500 |
76.85 |
|
0.382 |
76.61 |
|
LOW |
75.84 |
|
0.618 |
74.60 |
|
1.000 |
73.83 |
|
1.618 |
72.59 |
|
2.618 |
70.58 |
|
4.250 |
67.30 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.85 |
76.35 |
| PP |
76.73 |
76.19 |
| S1 |
76.62 |
76.03 |
|