NYMEX Light Sweet Crude Oil Future October 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 |
79.48 |
79.34 |
-0.14 |
-0.2% |
80.21 |
| High |
80.40 |
79.52 |
-0.88 |
-1.1% |
81.51 |
| Low |
78.91 |
76.38 |
-2.53 |
-3.2% |
76.57 |
| Close |
79.48 |
77.10 |
-2.38 |
-3.0% |
79.90 |
| Range |
1.49 |
3.14 |
1.65 |
110.7% |
4.94 |
| ATR |
2.15 |
2.22 |
0.07 |
3.3% |
0.00 |
| Volume |
22,662 |
27,114 |
4,452 |
19.6% |
112,947 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.09 |
85.23 |
78.83 |
|
| R3 |
83.95 |
82.09 |
77.96 |
|
| R2 |
80.81 |
80.81 |
77.68 |
|
| R1 |
78.95 |
78.95 |
77.39 |
78.31 |
| PP |
77.67 |
77.67 |
77.67 |
77.35 |
| S1 |
75.81 |
75.81 |
76.81 |
75.17 |
| S2 |
74.53 |
74.53 |
76.52 |
|
| S3 |
71.39 |
72.67 |
76.24 |
|
| S4 |
68.25 |
69.53 |
75.37 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.15 |
91.96 |
82.62 |
|
| R3 |
89.21 |
87.02 |
81.26 |
|
| R2 |
84.27 |
84.27 |
80.81 |
|
| R1 |
82.08 |
82.08 |
80.35 |
80.71 |
| PP |
79.33 |
79.33 |
79.33 |
78.64 |
| S1 |
77.14 |
77.14 |
79.45 |
75.77 |
| S2 |
74.39 |
74.39 |
78.99 |
|
| S3 |
69.45 |
72.20 |
78.54 |
|
| S4 |
64.51 |
67.26 |
77.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.40 |
76.38 |
4.02 |
5.2% |
2.33 |
3.0% |
18% |
False |
True |
25,474 |
| 10 |
81.51 |
76.38 |
5.13 |
6.7% |
1.97 |
2.6% |
14% |
False |
True |
23,416 |
| 20 |
81.51 |
73.05 |
8.46 |
11.0% |
2.14 |
2.8% |
48% |
False |
False |
22,903 |
| 40 |
92.33 |
70.35 |
21.98 |
28.5% |
2.48 |
3.2% |
31% |
False |
False |
20,828 |
| 60 |
92.75 |
70.35 |
22.40 |
29.1% |
2.11 |
2.7% |
30% |
False |
False |
19,023 |
| 80 |
92.75 |
70.35 |
22.40 |
29.1% |
1.89 |
2.5% |
30% |
False |
False |
15,574 |
| 100 |
92.75 |
70.35 |
22.40 |
29.1% |
1.83 |
2.4% |
30% |
False |
False |
13,315 |
| 120 |
92.75 |
70.35 |
22.40 |
29.1% |
1.70 |
2.2% |
30% |
False |
False |
11,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.87 |
|
2.618 |
87.74 |
|
1.618 |
84.60 |
|
1.000 |
82.66 |
|
0.618 |
81.46 |
|
HIGH |
79.52 |
|
0.618 |
78.32 |
|
0.500 |
77.95 |
|
0.382 |
77.58 |
|
LOW |
76.38 |
|
0.618 |
74.44 |
|
1.000 |
73.24 |
|
1.618 |
71.30 |
|
2.618 |
68.16 |
|
4.250 |
63.04 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.95 |
78.39 |
| PP |
77.67 |
77.96 |
| S1 |
77.38 |
77.53 |
|