NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.72 |
76.78 |
0.06 |
0.1% |
73.32 |
| High |
78.30 |
78.86 |
0.56 |
0.7% |
78.17 |
| Low |
76.32 |
76.60 |
0.28 |
0.4% |
71.92 |
| Close |
77.16 |
78.71 |
1.55 |
2.0% |
76.51 |
| Range |
1.98 |
2.26 |
0.28 |
14.1% |
6.25 |
| ATR |
2.54 |
2.52 |
-0.02 |
-0.8% |
0.00 |
| Volume |
78,902 |
58,642 |
-20,260 |
-25.7% |
361,772 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.84 |
84.03 |
79.95 |
|
| R3 |
82.58 |
81.77 |
79.33 |
|
| R2 |
80.32 |
80.32 |
79.12 |
|
| R1 |
79.51 |
79.51 |
78.92 |
79.92 |
| PP |
78.06 |
78.06 |
78.06 |
78.26 |
| S1 |
77.25 |
77.25 |
78.50 |
77.66 |
| S2 |
75.80 |
75.80 |
78.30 |
|
| S3 |
73.54 |
74.99 |
78.09 |
|
| S4 |
71.28 |
72.73 |
77.47 |
|
|
| 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 |
78.86 |
73.88 |
4.98 |
6.3% |
2.25 |
2.9% |
97% |
True |
False |
72,360 |
| 10 |
78.86 |
71.92 |
6.94 |
8.8% |
2.44 |
3.1% |
98% |
True |
False |
68,025 |
| 20 |
78.86 |
69.62 |
9.24 |
11.7% |
2.60 |
3.3% |
98% |
True |
False |
58,403 |
| 40 |
92.21 |
69.62 |
22.59 |
28.7% |
2.48 |
3.2% |
40% |
False |
False |
48,983 |
| 60 |
92.21 |
69.62 |
22.59 |
28.7% |
2.14 |
2.7% |
40% |
False |
False |
39,920 |
| 80 |
92.21 |
69.62 |
22.59 |
28.7% |
2.01 |
2.6% |
40% |
False |
False |
32,085 |
| 100 |
92.21 |
69.62 |
22.59 |
28.7% |
1.98 |
2.5% |
40% |
False |
False |
26,766 |
| 120 |
92.21 |
69.62 |
22.59 |
28.7% |
1.83 |
2.3% |
40% |
False |
False |
22,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.47 |
|
2.618 |
84.78 |
|
1.618 |
82.52 |
|
1.000 |
81.12 |
|
0.618 |
80.26 |
|
HIGH |
78.86 |
|
0.618 |
78.00 |
|
0.500 |
77.73 |
|
0.382 |
77.46 |
|
LOW |
76.60 |
|
0.618 |
75.20 |
|
1.000 |
74.34 |
|
1.618 |
72.94 |
|
2.618 |
70.68 |
|
4.250 |
67.00 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.38 |
78.26 |
| PP |
78.06 |
77.80 |
| S1 |
77.73 |
77.35 |
|