NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
78.85 |
79.52 |
0.67 |
0.8% |
73.32 |
| High |
80.00 |
80.11 |
0.11 |
0.1% |
78.17 |
| Low |
78.09 |
78.71 |
0.62 |
0.8% |
71.92 |
| Close |
79.60 |
79.12 |
-0.48 |
-0.6% |
76.51 |
| Range |
1.91 |
1.40 |
-0.51 |
-26.7% |
6.25 |
| ATR |
2.47 |
2.40 |
-0.08 |
-3.1% |
0.00 |
| Volume |
57,667 |
70,957 |
13,290 |
23.0% |
361,772 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.51 |
82.72 |
79.89 |
|
| R3 |
82.11 |
81.32 |
79.51 |
|
| R2 |
80.71 |
80.71 |
79.38 |
|
| R1 |
79.92 |
79.92 |
79.25 |
79.62 |
| PP |
79.31 |
79.31 |
79.31 |
79.16 |
| S1 |
78.52 |
78.52 |
78.99 |
78.22 |
| S2 |
77.91 |
77.91 |
78.86 |
|
| S3 |
76.51 |
77.12 |
78.74 |
|
| S4 |
75.11 |
75.72 |
78.35 |
|
|
| 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 |
80.11 |
75.84 |
4.27 |
5.4% |
1.91 |
2.4% |
77% |
True |
False |
67,076 |
| 10 |
80.11 |
71.92 |
8.19 |
10.4% |
2.33 |
2.9% |
88% |
True |
False |
70,438 |
| 20 |
80.11 |
69.62 |
10.49 |
13.3% |
2.53 |
3.2% |
91% |
True |
False |
60,276 |
| 40 |
92.21 |
69.62 |
22.59 |
28.6% |
2.50 |
3.2% |
42% |
False |
False |
50,995 |
| 60 |
92.21 |
69.62 |
22.59 |
28.6% |
2.13 |
2.7% |
42% |
False |
False |
41,815 |
| 80 |
92.21 |
69.62 |
22.59 |
28.6% |
2.02 |
2.6% |
42% |
False |
False |
33,463 |
| 100 |
92.21 |
69.62 |
22.59 |
28.6% |
1.98 |
2.5% |
42% |
False |
False |
27,953 |
| 120 |
92.21 |
69.62 |
22.59 |
28.6% |
1.83 |
2.3% |
42% |
False |
False |
23,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.06 |
|
2.618 |
83.78 |
|
1.618 |
82.38 |
|
1.000 |
81.51 |
|
0.618 |
80.98 |
|
HIGH |
80.11 |
|
0.618 |
79.58 |
|
0.500 |
79.41 |
|
0.382 |
79.24 |
|
LOW |
78.71 |
|
0.618 |
77.84 |
|
1.000 |
77.31 |
|
1.618 |
76.44 |
|
2.618 |
75.04 |
|
4.250 |
72.76 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.41 |
78.87 |
| PP |
79.31 |
78.61 |
| S1 |
79.22 |
78.36 |
|