NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
75.16 |
73.21 |
-1.95 |
-2.6% |
72.13 |
| High |
76.59 |
75.47 |
-1.12 |
-1.5% |
76.79 |
| Low |
72.80 |
73.04 |
0.24 |
0.3% |
68.59 |
| Close |
73.90 |
74.50 |
0.60 |
0.8% |
75.16 |
| Range |
3.79 |
2.43 |
-1.36 |
-35.9% |
8.20 |
| ATR |
2.74 |
2.71 |
-0.02 |
-0.8% |
0.00 |
| Volume |
89,138 |
110,776 |
21,638 |
24.3% |
517,110 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.63 |
80.49 |
75.84 |
|
| R3 |
79.20 |
78.06 |
75.17 |
|
| R2 |
76.77 |
76.77 |
74.95 |
|
| R1 |
75.63 |
75.63 |
74.72 |
76.20 |
| PP |
74.34 |
74.34 |
74.34 |
74.62 |
| S1 |
73.20 |
73.20 |
74.28 |
73.77 |
| S2 |
71.91 |
71.91 |
74.05 |
|
| S3 |
69.48 |
70.77 |
73.83 |
|
| S4 |
67.05 |
68.34 |
73.16 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.11 |
94.84 |
79.67 |
|
| R3 |
89.91 |
86.64 |
77.42 |
|
| R2 |
81.71 |
81.71 |
76.66 |
|
| R1 |
78.44 |
78.44 |
75.91 |
80.08 |
| PP |
73.51 |
73.51 |
73.51 |
74.33 |
| S1 |
70.24 |
70.24 |
74.41 |
71.88 |
| S2 |
65.31 |
65.31 |
73.66 |
|
| S3 |
57.11 |
62.04 |
72.91 |
|
| S4 |
48.91 |
53.84 |
70.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.79 |
70.42 |
6.37 |
8.6% |
3.02 |
4.1% |
64% |
False |
False |
105,658 |
| 10 |
76.79 |
68.59 |
8.20 |
11.0% |
2.78 |
3.7% |
72% |
False |
False |
109,260 |
| 20 |
87.58 |
68.59 |
18.99 |
25.5% |
2.95 |
4.0% |
31% |
False |
False |
95,931 |
| 40 |
91.38 |
68.59 |
22.79 |
30.6% |
2.35 |
3.2% |
26% |
False |
False |
75,892 |
| 60 |
91.38 |
68.59 |
22.79 |
30.6% |
2.10 |
2.8% |
26% |
False |
False |
54,673 |
| 80 |
91.38 |
68.59 |
22.79 |
30.6% |
2.02 |
2.7% |
26% |
False |
False |
42,927 |
| 100 |
91.38 |
68.59 |
22.79 |
30.6% |
1.94 |
2.6% |
26% |
False |
False |
35,233 |
| 120 |
91.38 |
68.59 |
22.79 |
30.6% |
1.76 |
2.4% |
26% |
False |
False |
29,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.80 |
|
2.618 |
81.83 |
|
1.618 |
79.40 |
|
1.000 |
77.90 |
|
0.618 |
76.97 |
|
HIGH |
75.47 |
|
0.618 |
74.54 |
|
0.500 |
74.26 |
|
0.382 |
73.97 |
|
LOW |
73.04 |
|
0.618 |
71.54 |
|
1.000 |
70.61 |
|
1.618 |
69.11 |
|
2.618 |
66.68 |
|
4.250 |
62.71 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.42 |
74.80 |
| PP |
74.34 |
74.70 |
| S1 |
74.26 |
74.60 |
|