NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
78.86 |
79.75 |
0.89 |
1.1% |
76.72 |
| High |
79.56 |
80.82 |
1.26 |
1.6% |
80.11 |
| Low |
77.97 |
78.59 |
0.62 |
0.8% |
76.32 |
| Close |
79.18 |
79.48 |
0.30 |
0.4% |
79.18 |
| Range |
1.59 |
2.23 |
0.64 |
40.3% |
3.79 |
| ATR |
2.34 |
2.33 |
-0.01 |
-0.3% |
0.00 |
| Volume |
89,090 |
47,735 |
-41,355 |
-46.4% |
355,258 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.32 |
85.13 |
80.71 |
|
| R3 |
84.09 |
82.90 |
80.09 |
|
| R2 |
81.86 |
81.86 |
79.89 |
|
| R1 |
80.67 |
80.67 |
79.68 |
80.15 |
| PP |
79.63 |
79.63 |
79.63 |
79.37 |
| S1 |
78.44 |
78.44 |
79.28 |
77.92 |
| S2 |
77.40 |
77.40 |
79.07 |
|
| S3 |
75.17 |
76.21 |
78.87 |
|
| S4 |
72.94 |
73.98 |
78.25 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.91 |
88.33 |
81.26 |
|
| R3 |
86.12 |
84.54 |
80.22 |
|
| R2 |
82.33 |
82.33 |
79.87 |
|
| R1 |
80.75 |
80.75 |
79.53 |
81.54 |
| PP |
78.54 |
78.54 |
78.54 |
78.93 |
| S1 |
76.96 |
76.96 |
78.83 |
77.75 |
| S2 |
74.75 |
74.75 |
78.49 |
|
| S3 |
70.96 |
73.17 |
78.14 |
|
| S4 |
67.17 |
69.38 |
77.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.82 |
76.60 |
4.22 |
5.3% |
1.88 |
2.4% |
68% |
True |
False |
64,818 |
| 10 |
80.82 |
73.00 |
7.82 |
9.8% |
1.98 |
2.5% |
83% |
True |
False |
70,111 |
| 20 |
80.82 |
69.62 |
11.20 |
14.1% |
2.41 |
3.0% |
88% |
True |
False |
60,536 |
| 40 |
92.21 |
69.62 |
22.59 |
28.4% |
2.50 |
3.1% |
44% |
False |
False |
52,381 |
| 60 |
92.21 |
69.62 |
22.59 |
28.4% |
2.16 |
2.7% |
44% |
False |
False |
43,861 |
| 80 |
92.21 |
69.62 |
22.59 |
28.4% |
2.02 |
2.5% |
44% |
False |
False |
34,981 |
| 100 |
92.21 |
69.62 |
22.59 |
28.4% |
2.00 |
2.5% |
44% |
False |
False |
29,228 |
| 120 |
92.21 |
69.62 |
22.59 |
28.4% |
1.84 |
2.3% |
44% |
False |
False |
24,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.30 |
|
2.618 |
86.66 |
|
1.618 |
84.43 |
|
1.000 |
83.05 |
|
0.618 |
82.20 |
|
HIGH |
80.82 |
|
0.618 |
79.97 |
|
0.500 |
79.71 |
|
0.382 |
79.44 |
|
LOW |
78.59 |
|
0.618 |
77.21 |
|
1.000 |
76.36 |
|
1.618 |
74.98 |
|
2.618 |
72.75 |
|
4.250 |
69.11 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.71 |
79.45 |
| PP |
79.63 |
79.42 |
| S1 |
79.56 |
79.40 |
|