NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
78.08 |
77.52 |
-0.56 |
-0.7% |
75.59 |
| High |
78.90 |
77.83 |
-1.07 |
-1.4% |
79.17 |
| Low |
77.33 |
75.17 |
-2.16 |
-2.8% |
75.40 |
| Close |
77.85 |
76.35 |
-1.50 |
-1.9% |
78.26 |
| Range |
1.57 |
2.66 |
1.09 |
69.4% |
3.77 |
| ATR |
2.36 |
2.38 |
0.02 |
1.0% |
0.00 |
| Volume |
285,720 |
285,495 |
-225 |
-0.1% |
913,981 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.43 |
83.05 |
77.81 |
|
| R3 |
81.77 |
80.39 |
77.08 |
|
| R2 |
79.11 |
79.11 |
76.84 |
|
| R1 |
77.73 |
77.73 |
76.59 |
77.09 |
| PP |
76.45 |
76.45 |
76.45 |
76.13 |
| S1 |
75.07 |
75.07 |
76.11 |
74.43 |
| S2 |
73.79 |
73.79 |
75.86 |
|
| S3 |
71.13 |
72.41 |
75.62 |
|
| S4 |
68.47 |
69.75 |
74.89 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.92 |
87.36 |
80.33 |
|
| R3 |
85.15 |
83.59 |
79.30 |
|
| R2 |
81.38 |
81.38 |
78.95 |
|
| R1 |
79.82 |
79.82 |
78.61 |
80.60 |
| PP |
77.61 |
77.61 |
77.61 |
78.00 |
| S1 |
76.05 |
76.05 |
77.91 |
76.83 |
| S2 |
73.84 |
73.84 |
77.57 |
|
| S3 |
70.07 |
72.28 |
77.22 |
|
| S4 |
66.30 |
68.51 |
76.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.94 |
75.17 |
4.77 |
6.2% |
1.93 |
2.5% |
25% |
False |
True |
229,978 |
| 10 |
79.94 |
74.74 |
5.20 |
6.8% |
2.07 |
2.7% |
31% |
False |
False |
203,684 |
| 20 |
79.94 |
70.42 |
9.52 |
12.5% |
2.49 |
3.3% |
62% |
False |
False |
166,224 |
| 40 |
91.38 |
68.59 |
22.79 |
29.8% |
2.62 |
3.4% |
34% |
False |
False |
127,091 |
| 60 |
91.38 |
68.59 |
22.79 |
29.8% |
2.26 |
3.0% |
34% |
False |
False |
98,517 |
| 80 |
91.38 |
68.59 |
22.79 |
29.8% |
2.10 |
2.7% |
34% |
False |
False |
76,551 |
| 100 |
91.38 |
68.59 |
22.79 |
29.8% |
2.10 |
2.7% |
34% |
False |
False |
62,586 |
| 120 |
91.38 |
68.59 |
22.79 |
29.8% |
1.94 |
2.5% |
34% |
False |
False |
52,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.14 |
|
2.618 |
84.79 |
|
1.618 |
82.13 |
|
1.000 |
80.49 |
|
0.618 |
79.47 |
|
HIGH |
77.83 |
|
0.618 |
76.81 |
|
0.500 |
76.50 |
|
0.382 |
76.19 |
|
LOW |
75.17 |
|
0.618 |
73.53 |
|
1.000 |
72.51 |
|
1.618 |
70.87 |
|
2.618 |
68.21 |
|
4.250 |
63.87 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.50 |
77.56 |
| PP |
76.45 |
77.15 |
| S1 |
76.40 |
76.75 |
|