NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
74.64 |
74.78 |
0.14 |
0.2% |
77.23 |
| High |
78.54 |
75.37 |
-3.17 |
-4.0% |
78.54 |
| Low |
74.07 |
73.05 |
-1.02 |
-1.4% |
74.07 |
| Close |
74.64 |
74.78 |
0.14 |
0.2% |
74.64 |
| Range |
4.47 |
2.32 |
-2.15 |
-48.1% |
4.47 |
| ATR |
2.65 |
2.63 |
-0.02 |
-0.9% |
0.00 |
| Volume |
27,065 |
22,354 |
-4,711 |
-17.4% |
81,103 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.36 |
80.39 |
76.06 |
|
| R3 |
79.04 |
78.07 |
75.42 |
|
| R2 |
76.72 |
76.72 |
75.21 |
|
| R1 |
75.75 |
75.75 |
74.99 |
75.94 |
| PP |
74.40 |
74.40 |
74.40 |
74.50 |
| S1 |
73.43 |
73.43 |
74.57 |
73.62 |
| S2 |
72.08 |
72.08 |
74.35 |
|
| S3 |
69.76 |
71.11 |
74.14 |
|
| S4 |
67.44 |
68.79 |
73.50 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.16 |
86.37 |
77.10 |
|
| R3 |
84.69 |
81.90 |
75.87 |
|
| R2 |
80.22 |
80.22 |
75.46 |
|
| R1 |
77.43 |
77.43 |
75.05 |
76.59 |
| PP |
75.75 |
75.75 |
75.75 |
75.33 |
| S1 |
72.96 |
72.96 |
74.23 |
72.12 |
| S2 |
71.28 |
71.28 |
73.82 |
|
| S3 |
66.81 |
68.49 |
73.41 |
|
| S4 |
62.34 |
64.02 |
72.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.54 |
73.05 |
5.49 |
7.3% |
2.96 |
4.0% |
32% |
False |
True |
20,691 |
| 10 |
78.54 |
70.35 |
8.19 |
11.0% |
2.69 |
3.6% |
54% |
False |
False |
19,218 |
| 20 |
85.35 |
70.35 |
15.00 |
20.1% |
2.61 |
3.5% |
30% |
False |
False |
19,133 |
| 40 |
92.75 |
70.35 |
22.40 |
30.0% |
2.27 |
3.0% |
20% |
False |
False |
18,157 |
| 60 |
92.75 |
70.35 |
22.40 |
30.0% |
1.92 |
2.6% |
20% |
False |
False |
14,273 |
| 80 |
92.75 |
70.35 |
22.40 |
30.0% |
1.81 |
2.4% |
20% |
False |
False |
11,745 |
| 100 |
92.75 |
70.35 |
22.40 |
30.0% |
1.68 |
2.2% |
20% |
False |
False |
10,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.23 |
|
2.618 |
81.44 |
|
1.618 |
79.12 |
|
1.000 |
77.69 |
|
0.618 |
76.80 |
|
HIGH |
75.37 |
|
0.618 |
74.48 |
|
0.500 |
74.21 |
|
0.382 |
73.94 |
|
LOW |
73.05 |
|
0.618 |
71.62 |
|
1.000 |
70.73 |
|
1.618 |
69.30 |
|
2.618 |
66.98 |
|
4.250 |
63.19 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.59 |
75.80 |
| PP |
74.40 |
75.46 |
| S1 |
74.21 |
75.12 |
|