NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
79.00 |
78.15 |
-0.85 |
-1.1% |
78.69 |
| High |
79.38 |
78.32 |
-1.06 |
-1.3% |
79.94 |
| Low |
77.72 |
75.21 |
-2.51 |
-3.2% |
75.17 |
| Close |
78.25 |
75.94 |
-2.31 |
-3.0% |
78.86 |
| Range |
1.66 |
3.11 |
1.45 |
87.3% |
4.77 |
| ATR |
2.32 |
2.38 |
0.06 |
2.4% |
0.00 |
| Volume |
316,456 |
223,305 |
-93,151 |
-29.4% |
1,368,420 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.82 |
83.99 |
77.65 |
|
| R3 |
82.71 |
80.88 |
76.80 |
|
| R2 |
79.60 |
79.60 |
76.51 |
|
| R1 |
77.77 |
77.77 |
76.23 |
77.13 |
| PP |
76.49 |
76.49 |
76.49 |
76.17 |
| S1 |
74.66 |
74.66 |
75.65 |
74.02 |
| S2 |
73.38 |
73.38 |
75.37 |
|
| S3 |
70.27 |
71.55 |
75.08 |
|
| S4 |
67.16 |
68.44 |
74.23 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.30 |
90.35 |
81.48 |
|
| R3 |
87.53 |
85.58 |
80.17 |
|
| R2 |
82.76 |
82.76 |
79.73 |
|
| R1 |
80.81 |
80.81 |
79.30 |
81.79 |
| PP |
77.99 |
77.99 |
77.99 |
78.48 |
| S1 |
76.04 |
76.04 |
78.42 |
77.02 |
| S2 |
73.22 |
73.22 |
77.99 |
|
| S3 |
68.45 |
71.27 |
77.55 |
|
| S4 |
63.68 |
66.50 |
76.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.38 |
75.17 |
4.21 |
5.5% |
2.39 |
3.2% |
18% |
False |
False |
290,139 |
| 10 |
79.94 |
75.17 |
4.77 |
6.3% |
2.10 |
2.8% |
16% |
False |
False |
246,432 |
| 20 |
79.94 |
70.93 |
9.01 |
11.9% |
2.32 |
3.1% |
56% |
False |
False |
203,608 |
| 40 |
90.90 |
68.59 |
22.31 |
29.4% |
2.67 |
3.5% |
33% |
False |
False |
148,412 |
| 60 |
91.38 |
68.59 |
22.79 |
30.0% |
2.32 |
3.1% |
32% |
False |
False |
116,953 |
| 80 |
91.38 |
68.59 |
22.79 |
30.0% |
2.14 |
2.8% |
32% |
False |
False |
90,636 |
| 100 |
91.38 |
68.59 |
22.79 |
30.0% |
2.09 |
2.8% |
32% |
False |
False |
74,029 |
| 120 |
91.38 |
68.59 |
22.79 |
30.0% |
1.99 |
2.6% |
32% |
False |
False |
62,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.54 |
|
2.618 |
86.46 |
|
1.618 |
83.35 |
|
1.000 |
81.43 |
|
0.618 |
80.24 |
|
HIGH |
78.32 |
|
0.618 |
77.13 |
|
0.500 |
76.77 |
|
0.382 |
76.40 |
|
LOW |
75.21 |
|
0.618 |
73.29 |
|
1.000 |
72.10 |
|
1.618 |
70.18 |
|
2.618 |
67.07 |
|
4.250 |
61.99 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.77 |
77.30 |
| PP |
76.49 |
76.84 |
| S1 |
76.22 |
76.39 |
|