NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
72.45 |
73.33 |
0.88 |
1.2% |
75.16 |
| High |
73.49 |
75.85 |
2.36 |
3.2% |
76.81 |
| Low |
71.99 |
72.97 |
0.98 |
1.4% |
72.15 |
| Close |
73.06 |
75.44 |
2.38 |
3.3% |
72.80 |
| Range |
1.50 |
2.88 |
1.38 |
92.0% |
4.66 |
| ATR |
2.72 |
2.73 |
0.01 |
0.4% |
0.00 |
| Volume |
157,835 |
177,977 |
20,142 |
12.8% |
479,701 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.39 |
82.30 |
77.02 |
|
| R3 |
80.51 |
79.42 |
76.23 |
|
| R2 |
77.63 |
77.63 |
75.97 |
|
| R1 |
76.54 |
76.54 |
75.70 |
77.09 |
| PP |
74.75 |
74.75 |
74.75 |
75.03 |
| S1 |
73.66 |
73.66 |
75.18 |
74.21 |
| S2 |
71.87 |
71.87 |
74.91 |
|
| S3 |
68.99 |
70.78 |
74.65 |
|
| S4 |
66.11 |
67.90 |
73.86 |
|
|
| 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 |
70.93 |
5.88 |
7.8% |
2.79 |
3.7% |
77% |
False |
False |
151,870 |
| 10 |
76.81 |
70.42 |
6.39 |
8.5% |
2.91 |
3.9% |
79% |
False |
False |
128,764 |
| 20 |
83.26 |
68.59 |
14.67 |
19.4% |
2.79 |
3.7% |
47% |
False |
False |
116,480 |
| 40 |
91.38 |
68.59 |
22.79 |
30.2% |
2.53 |
3.4% |
30% |
False |
False |
89,609 |
| 60 |
91.38 |
68.59 |
22.79 |
30.2% |
2.19 |
2.9% |
30% |
False |
False |
66,476 |
| 80 |
91.38 |
68.59 |
22.79 |
30.2% |
2.07 |
2.7% |
30% |
False |
False |
51,945 |
| 100 |
91.38 |
68.59 |
22.79 |
30.2% |
2.02 |
2.7% |
30% |
False |
False |
42,685 |
| 120 |
91.38 |
68.59 |
22.79 |
30.2% |
1.84 |
2.4% |
30% |
False |
False |
35,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.09 |
|
2.618 |
83.39 |
|
1.618 |
80.51 |
|
1.000 |
78.73 |
|
0.618 |
77.63 |
|
HIGH |
75.85 |
|
0.618 |
74.75 |
|
0.500 |
74.41 |
|
0.382 |
74.07 |
|
LOW |
72.97 |
|
0.618 |
71.19 |
|
1.000 |
70.09 |
|
1.618 |
68.31 |
|
2.618 |
65.43 |
|
4.250 |
60.73 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.10 |
74.76 |
| PP |
74.75 |
74.07 |
| S1 |
74.41 |
73.39 |
|