NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
73.21 |
75.35 |
2.14 |
2.9% |
72.13 |
| High |
75.47 |
76.29 |
0.82 |
1.1% |
76.79 |
| Low |
73.04 |
74.10 |
1.06 |
1.5% |
68.59 |
| Close |
74.50 |
76.05 |
1.55 |
2.1% |
75.16 |
| Range |
2.43 |
2.19 |
-0.24 |
-9.9% |
8.20 |
| ATR |
2.71 |
2.68 |
-0.04 |
-1.4% |
0.00 |
| Volume |
110,776 |
123,632 |
12,856 |
11.6% |
517,110 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.05 |
81.24 |
77.25 |
|
| R3 |
79.86 |
79.05 |
76.65 |
|
| R2 |
77.67 |
77.67 |
76.45 |
|
| R1 |
76.86 |
76.86 |
76.25 |
77.27 |
| PP |
75.48 |
75.48 |
75.48 |
75.68 |
| S1 |
74.67 |
74.67 |
75.85 |
75.08 |
| S2 |
73.29 |
73.29 |
75.65 |
|
| S3 |
71.10 |
72.48 |
75.45 |
|
| S4 |
68.91 |
70.29 |
74.85 |
|
|
| 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 |
71.75 |
5.04 |
6.6% |
2.99 |
3.9% |
85% |
False |
False |
110,694 |
| 10 |
76.79 |
68.59 |
8.20 |
10.8% |
2.80 |
3.7% |
91% |
False |
False |
109,736 |
| 20 |
84.87 |
68.59 |
16.28 |
21.4% |
2.87 |
3.8% |
46% |
False |
False |
98,252 |
| 40 |
91.38 |
68.59 |
22.79 |
30.0% |
2.38 |
3.1% |
33% |
False |
False |
78,311 |
| 60 |
91.38 |
68.59 |
22.79 |
30.0% |
2.11 |
2.8% |
33% |
False |
False |
56,582 |
| 80 |
91.38 |
68.59 |
22.79 |
30.0% |
2.03 |
2.7% |
33% |
False |
False |
44,266 |
| 100 |
91.38 |
68.59 |
22.79 |
30.0% |
1.96 |
2.6% |
33% |
False |
False |
36,458 |
| 120 |
91.38 |
68.59 |
22.79 |
30.0% |
1.76 |
2.3% |
33% |
False |
False |
30,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.60 |
|
2.618 |
82.02 |
|
1.618 |
79.83 |
|
1.000 |
78.48 |
|
0.618 |
77.64 |
|
HIGH |
76.29 |
|
0.618 |
75.45 |
|
0.500 |
75.20 |
|
0.382 |
74.94 |
|
LOW |
74.10 |
|
0.618 |
72.75 |
|
1.000 |
71.91 |
|
1.618 |
70.56 |
|
2.618 |
68.37 |
|
4.250 |
64.79 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.77 |
75.60 |
| PP |
75.48 |
75.15 |
| S1 |
75.20 |
74.70 |
|