NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
78.89 |
78.41 |
-0.48 |
-0.6% |
76.72 |
| High |
79.69 |
78.70 |
-0.99 |
-1.2% |
80.11 |
| Low |
78.20 |
76.00 |
-2.20 |
-2.8% |
76.32 |
| Close |
78.66 |
77.03 |
-1.63 |
-2.1% |
79.18 |
| Range |
1.49 |
2.70 |
1.21 |
81.2% |
3.79 |
| ATR |
2.27 |
2.30 |
0.03 |
1.3% |
0.00 |
| Volume |
60,352 |
69,402 |
9,050 |
15.0% |
355,258 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.34 |
83.89 |
78.52 |
|
| R3 |
82.64 |
81.19 |
77.77 |
|
| R2 |
79.94 |
79.94 |
77.53 |
|
| R1 |
78.49 |
78.49 |
77.28 |
77.87 |
| PP |
77.24 |
77.24 |
77.24 |
76.93 |
| S1 |
75.79 |
75.79 |
76.78 |
75.17 |
| S2 |
74.54 |
74.54 |
76.54 |
|
| S3 |
71.84 |
73.09 |
76.29 |
|
| S4 |
69.14 |
70.39 |
75.55 |
|
|
| 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 |
76.00 |
4.82 |
6.3% |
1.88 |
2.4% |
21% |
False |
True |
67,507 |
| 10 |
80.82 |
75.84 |
4.98 |
6.5% |
1.99 |
2.6% |
24% |
False |
False |
67,895 |
| 20 |
80.82 |
71.27 |
9.55 |
12.4% |
2.41 |
3.1% |
60% |
False |
False |
62,740 |
| 40 |
92.21 |
69.62 |
22.59 |
29.3% |
2.53 |
3.3% |
33% |
False |
False |
54,162 |
| 60 |
92.21 |
69.62 |
22.59 |
29.3% |
2.16 |
2.8% |
33% |
False |
False |
45,765 |
| 80 |
92.21 |
69.62 |
22.59 |
29.3% |
2.02 |
2.6% |
33% |
False |
False |
36,429 |
| 100 |
92.21 |
69.62 |
22.59 |
29.3% |
2.03 |
2.6% |
33% |
False |
False |
30,449 |
| 120 |
92.21 |
69.62 |
22.59 |
29.3% |
1.87 |
2.4% |
33% |
False |
False |
25,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.18 |
|
2.618 |
85.77 |
|
1.618 |
83.07 |
|
1.000 |
81.40 |
|
0.618 |
80.37 |
|
HIGH |
78.70 |
|
0.618 |
77.67 |
|
0.500 |
77.35 |
|
0.382 |
77.03 |
|
LOW |
76.00 |
|
0.618 |
74.33 |
|
1.000 |
73.30 |
|
1.618 |
71.63 |
|
2.618 |
68.93 |
|
4.250 |
64.53 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.35 |
78.41 |
| PP |
77.24 |
77.95 |
| S1 |
77.14 |
77.49 |
|