NYMEX Light Sweet Crude Oil Future October 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 |
77.62 |
79.65 |
2.03 |
2.6% |
74.78 |
| High |
79.51 |
80.68 |
1.17 |
1.5% |
78.85 |
| Low |
77.31 |
78.89 |
1.58 |
2.0% |
73.05 |
| Close |
79.42 |
80.30 |
0.88 |
1.1% |
77.36 |
| Range |
2.20 |
1.79 |
-0.41 |
-18.6% |
5.80 |
| ATR |
2.41 |
2.36 |
-0.04 |
-1.8% |
0.00 |
| Volume |
17,115 |
16,535 |
-580 |
-3.4% |
117,081 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.33 |
84.60 |
81.28 |
|
| R3 |
83.54 |
82.81 |
80.79 |
|
| R2 |
81.75 |
81.75 |
80.63 |
|
| R1 |
81.02 |
81.02 |
80.46 |
81.39 |
| PP |
79.96 |
79.96 |
79.96 |
80.14 |
| S1 |
79.23 |
79.23 |
80.14 |
79.60 |
| S2 |
78.17 |
78.17 |
79.97 |
|
| S3 |
76.38 |
77.44 |
79.81 |
|
| S4 |
74.59 |
75.65 |
79.32 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.82 |
91.39 |
80.55 |
|
| R3 |
88.02 |
85.59 |
78.96 |
|
| R2 |
82.22 |
82.22 |
78.42 |
|
| R1 |
79.79 |
79.79 |
77.89 |
81.01 |
| PP |
76.42 |
76.42 |
76.42 |
77.03 |
| S1 |
73.99 |
73.99 |
76.83 |
75.21 |
| S2 |
70.62 |
70.62 |
76.30 |
|
| S3 |
64.82 |
68.19 |
75.77 |
|
| S4 |
59.02 |
62.39 |
74.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.68 |
76.59 |
4.09 |
5.1% |
2.00 |
2.5% |
91% |
True |
False |
20,214 |
| 10 |
80.68 |
73.05 |
7.63 |
9.5% |
2.24 |
2.8% |
95% |
True |
False |
22,230 |
| 20 |
80.68 |
70.35 |
10.33 |
12.9% |
2.43 |
3.0% |
96% |
True |
False |
20,066 |
| 40 |
92.75 |
70.35 |
22.40 |
27.9% |
2.38 |
3.0% |
44% |
False |
False |
18,768 |
| 60 |
92.75 |
70.35 |
22.40 |
27.9% |
2.00 |
2.5% |
44% |
False |
False |
16,225 |
| 80 |
92.75 |
70.35 |
22.40 |
27.9% |
1.85 |
2.3% |
44% |
False |
False |
13,348 |
| 100 |
92.75 |
70.35 |
22.40 |
27.9% |
1.74 |
2.2% |
44% |
False |
False |
11,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.29 |
|
2.618 |
85.37 |
|
1.618 |
83.58 |
|
1.000 |
82.47 |
|
0.618 |
81.79 |
|
HIGH |
80.68 |
|
0.618 |
80.00 |
|
0.500 |
79.79 |
|
0.382 |
79.57 |
|
LOW |
78.89 |
|
0.618 |
77.78 |
|
1.000 |
77.10 |
|
1.618 |
75.99 |
|
2.618 |
74.20 |
|
4.250 |
71.28 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.13 |
79.83 |
| PP |
79.96 |
79.36 |
| S1 |
79.79 |
78.89 |
|