NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
75.87 |
77.92 |
2.05 |
2.7% |
71.83 |
| High |
78.07 |
79.17 |
1.10 |
1.4% |
77.35 |
| Low |
75.71 |
77.17 |
1.46 |
1.9% |
70.93 |
| Close |
77.91 |
78.72 |
0.81 |
1.0% |
75.34 |
| Range |
2.36 |
2.00 |
-0.36 |
-15.3% |
6.42 |
| ATR |
2.61 |
2.57 |
-0.04 |
-1.7% |
0.00 |
| Volume |
145,483 |
149,234 |
3,751 |
2.6% |
859,441 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.35 |
83.54 |
79.82 |
|
| R3 |
82.35 |
81.54 |
79.27 |
|
| R2 |
80.35 |
80.35 |
79.09 |
|
| R1 |
79.54 |
79.54 |
78.90 |
79.95 |
| PP |
78.35 |
78.35 |
78.35 |
78.56 |
| S1 |
77.54 |
77.54 |
78.54 |
77.95 |
| S2 |
76.35 |
76.35 |
78.35 |
|
| S3 |
74.35 |
75.54 |
78.17 |
|
| S4 |
72.35 |
73.54 |
77.62 |
|
|
| 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 |
79.17 |
74.74 |
4.43 |
5.6% |
2.20 |
2.8% |
90% |
True |
False |
177,389 |
| 10 |
79.17 |
70.93 |
8.24 |
10.5% |
2.50 |
3.2% |
95% |
True |
False |
164,629 |
| 20 |
79.17 |
68.59 |
10.58 |
13.4% |
2.64 |
3.4% |
96% |
True |
False |
136,945 |
| 40 |
91.38 |
68.59 |
22.79 |
29.0% |
2.60 |
3.3% |
44% |
False |
False |
105,720 |
| 60 |
91.38 |
68.59 |
22.79 |
29.0% |
2.23 |
2.8% |
44% |
False |
False |
80,285 |
| 80 |
91.38 |
68.59 |
22.79 |
29.0% |
2.10 |
2.7% |
44% |
False |
False |
62,710 |
| 100 |
91.38 |
68.59 |
22.79 |
29.0% |
2.06 |
2.6% |
44% |
False |
False |
51,367 |
| 120 |
91.38 |
68.59 |
22.79 |
29.0% |
1.90 |
2.4% |
44% |
False |
False |
43,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.67 |
|
2.618 |
84.41 |
|
1.618 |
82.41 |
|
1.000 |
81.17 |
|
0.618 |
80.41 |
|
HIGH |
79.17 |
|
0.618 |
78.41 |
|
0.500 |
78.17 |
|
0.382 |
77.93 |
|
LOW |
77.17 |
|
0.618 |
75.93 |
|
1.000 |
75.17 |
|
1.618 |
73.93 |
|
2.618 |
71.93 |
|
4.250 |
68.67 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.54 |
78.24 |
| PP |
78.35 |
77.76 |
| S1 |
78.17 |
77.29 |
|