NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
74.25 |
77.03 |
2.78 |
3.7% |
77.23 |
| High |
75.22 |
77.25 |
2.03 |
2.7% |
78.54 |
| Low |
73.93 |
74.76 |
0.83 |
1.1% |
74.07 |
| Close |
74.78 |
77.03 |
2.25 |
3.0% |
74.64 |
| Range |
1.29 |
2.49 |
1.20 |
93.0% |
4.47 |
| ATR |
2.53 |
2.53 |
0.00 |
-0.1% |
0.00 |
| Volume |
20,520 |
30,411 |
9,891 |
48.2% |
81,103 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.82 |
82.91 |
78.40 |
|
| R3 |
81.33 |
80.42 |
77.71 |
|
| R2 |
78.84 |
78.84 |
77.49 |
|
| R1 |
77.93 |
77.93 |
77.26 |
78.28 |
| PP |
76.35 |
76.35 |
76.35 |
76.52 |
| S1 |
75.44 |
75.44 |
76.80 |
75.79 |
| S2 |
73.86 |
73.86 |
76.57 |
|
| S3 |
71.37 |
72.95 |
76.35 |
|
| S4 |
68.88 |
70.46 |
75.66 |
|
|
| 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 |
7.1% |
2.47 |
3.2% |
72% |
False |
False |
24,247 |
| 10 |
78.54 |
71.97 |
6.57 |
8.5% |
2.71 |
3.5% |
77% |
False |
False |
21,063 |
| 20 |
85.35 |
70.35 |
15.00 |
19.5% |
2.60 |
3.4% |
45% |
False |
False |
19,912 |
| 40 |
92.75 |
70.35 |
22.40 |
29.1% |
2.30 |
3.0% |
30% |
False |
False |
18,359 |
| 60 |
92.75 |
70.35 |
22.40 |
29.1% |
1.92 |
2.5% |
30% |
False |
False |
14,975 |
| 80 |
92.75 |
70.35 |
22.40 |
29.1% |
1.80 |
2.3% |
30% |
False |
False |
12,310 |
| 100 |
92.75 |
70.35 |
22.40 |
29.1% |
1.70 |
2.2% |
30% |
False |
False |
10,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.83 |
|
2.618 |
83.77 |
|
1.618 |
81.28 |
|
1.000 |
79.74 |
|
0.618 |
78.79 |
|
HIGH |
77.25 |
|
0.618 |
76.30 |
|
0.500 |
76.01 |
|
0.382 |
75.71 |
|
LOW |
74.76 |
|
0.618 |
73.22 |
|
1.000 |
72.27 |
|
1.618 |
70.73 |
|
2.618 |
68.24 |
|
4.250 |
64.18 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.69 |
76.40 |
| PP |
76.35 |
75.78 |
| S1 |
76.01 |
75.15 |
|