NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
75.35 |
75.82 |
0.47 |
0.6% |
75.16 |
| High |
76.29 |
76.81 |
0.52 |
0.7% |
76.81 |
| Low |
74.10 |
72.15 |
-1.95 |
-2.6% |
72.15 |
| Close |
76.05 |
72.80 |
-3.25 |
-4.3% |
72.80 |
| Range |
2.19 |
4.66 |
2.47 |
112.8% |
4.66 |
| ATR |
2.68 |
2.82 |
0.14 |
5.3% |
0.00 |
| Volume |
123,632 |
156,155 |
32,523 |
26.3% |
479,701 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.90 |
85.01 |
75.36 |
|
| R3 |
83.24 |
80.35 |
74.08 |
|
| R2 |
78.58 |
78.58 |
73.65 |
|
| R1 |
75.69 |
75.69 |
73.23 |
74.81 |
| PP |
73.92 |
73.92 |
73.92 |
73.48 |
| S1 |
71.03 |
71.03 |
72.37 |
70.15 |
| S2 |
69.26 |
69.26 |
71.95 |
|
| S3 |
64.60 |
66.37 |
71.52 |
|
| S4 |
59.94 |
61.71 |
70.24 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.90 |
85.01 |
75.36 |
|
| R3 |
83.24 |
80.35 |
74.08 |
|
| R2 |
78.58 |
78.58 |
73.65 |
|
| R1 |
75.69 |
75.69 |
73.23 |
74.81 |
| PP |
73.92 |
73.92 |
73.92 |
73.48 |
| S1 |
71.03 |
71.03 |
72.37 |
70.15 |
| S2 |
69.26 |
69.26 |
71.95 |
|
| S3 |
64.60 |
66.37 |
71.52 |
|
| S4 |
59.94 |
61.71 |
70.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.81 |
72.15 |
4.66 |
6.4% |
3.11 |
4.3% |
14% |
True |
True |
119,459 |
| 10 |
76.81 |
68.59 |
8.22 |
11.3% |
2.84 |
3.9% |
51% |
True |
False |
113,209 |
| 20 |
83.67 |
68.59 |
15.08 |
20.7% |
2.84 |
3.9% |
28% |
False |
False |
102,207 |
| 40 |
91.38 |
68.59 |
22.79 |
31.3% |
2.46 |
3.4% |
18% |
False |
False |
81,189 |
| 60 |
91.38 |
68.59 |
22.79 |
31.3% |
2.16 |
3.0% |
18% |
False |
False |
58,981 |
| 80 |
91.38 |
68.59 |
22.79 |
31.3% |
2.05 |
2.8% |
18% |
False |
False |
46,157 |
| 100 |
91.38 |
68.59 |
22.79 |
31.3% |
1.99 |
2.7% |
18% |
False |
False |
37,996 |
| 120 |
91.38 |
68.59 |
22.79 |
31.3% |
1.79 |
2.5% |
18% |
False |
False |
31,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.62 |
|
2.618 |
89.01 |
|
1.618 |
84.35 |
|
1.000 |
81.47 |
|
0.618 |
79.69 |
|
HIGH |
76.81 |
|
0.618 |
75.03 |
|
0.500 |
74.48 |
|
0.382 |
73.93 |
|
LOW |
72.15 |
|
0.618 |
69.27 |
|
1.000 |
67.49 |
|
1.618 |
64.61 |
|
2.618 |
59.95 |
|
4.250 |
52.35 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.48 |
74.48 |
| PP |
73.92 |
73.92 |
| S1 |
73.36 |
73.36 |
|