NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
74.90 |
76.71 |
1.81 |
2.4% |
71.83 |
| High |
77.35 |
76.91 |
-0.44 |
-0.6% |
77.35 |
| Low |
74.79 |
74.74 |
-0.05 |
-0.1% |
70.93 |
| Close |
76.68 |
75.34 |
-1.34 |
-1.7% |
75.34 |
| Range |
2.56 |
2.17 |
-0.39 |
-15.2% |
6.42 |
| ATR |
2.72 |
2.68 |
-0.04 |
-1.4% |
0.00 |
| Volume |
194,904 |
184,974 |
-9,930 |
-5.1% |
859,441 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.17 |
80.93 |
76.53 |
|
| R3 |
80.00 |
78.76 |
75.94 |
|
| R2 |
77.83 |
77.83 |
75.74 |
|
| R1 |
76.59 |
76.59 |
75.54 |
76.13 |
| PP |
75.66 |
75.66 |
75.66 |
75.43 |
| S1 |
74.42 |
74.42 |
75.14 |
73.96 |
| S2 |
73.49 |
73.49 |
74.94 |
|
| S3 |
71.32 |
72.25 |
74.74 |
|
| S4 |
69.15 |
70.08 |
74.15 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.80 |
90.99 |
78.87 |
|
| R3 |
87.38 |
84.57 |
77.11 |
|
| R2 |
80.96 |
80.96 |
76.52 |
|
| R1 |
78.15 |
78.15 |
75.93 |
79.56 |
| PP |
74.54 |
74.54 |
74.54 |
75.24 |
| S1 |
71.73 |
71.73 |
74.75 |
73.14 |
| S2 |
68.12 |
68.12 |
74.16 |
|
| S3 |
61.70 |
65.31 |
73.57 |
|
| S4 |
55.28 |
58.89 |
71.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.35 |
70.93 |
6.42 |
8.5% |
2.37 |
3.1% |
69% |
False |
False |
171,888 |
| 10 |
77.35 |
70.93 |
6.42 |
8.5% |
2.74 |
3.6% |
69% |
False |
False |
145,673 |
| 20 |
81.30 |
68.59 |
12.71 |
16.9% |
2.83 |
3.8% |
53% |
False |
False |
126,432 |
| 40 |
91.38 |
68.59 |
22.79 |
30.2% |
2.59 |
3.4% |
30% |
False |
False |
96,026 |
| 60 |
91.38 |
68.59 |
22.79 |
30.2% |
2.22 |
2.9% |
30% |
False |
False |
72,531 |
| 80 |
91.38 |
68.59 |
22.79 |
30.2% |
2.08 |
2.8% |
30% |
False |
False |
56,591 |
| 100 |
91.38 |
68.59 |
22.79 |
30.2% |
2.04 |
2.7% |
30% |
False |
False |
46,431 |
| 120 |
91.38 |
68.59 |
22.79 |
30.2% |
1.87 |
2.5% |
30% |
False |
False |
39,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.13 |
|
2.618 |
82.59 |
|
1.618 |
80.42 |
|
1.000 |
79.08 |
|
0.618 |
78.25 |
|
HIGH |
76.91 |
|
0.618 |
76.08 |
|
0.500 |
75.83 |
|
0.382 |
75.57 |
|
LOW |
74.74 |
|
0.618 |
73.40 |
|
1.000 |
72.57 |
|
1.618 |
71.23 |
|
2.618 |
69.06 |
|
4.250 |
65.52 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.83 |
75.28 |
| PP |
75.66 |
75.22 |
| S1 |
75.50 |
75.16 |
|