NYMEX Light Sweet Crude Oil Future November 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 |
75.45 |
77.65 |
2.20 |
2.9% |
77.74 |
| High |
75.94 |
77.85 |
1.91 |
2.5% |
79.20 |
| Low |
74.66 |
75.44 |
0.78 |
1.0% |
74.90 |
| Close |
75.53 |
77.65 |
2.12 |
2.8% |
75.43 |
| Range |
1.28 |
2.41 |
1.13 |
88.3% |
4.30 |
| ATR |
2.36 |
2.36 |
0.00 |
0.2% |
0.00 |
| Volume |
11,804 |
15,792 |
3,988 |
33.8% |
48,860 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.21 |
83.34 |
78.98 |
|
| R3 |
81.80 |
80.93 |
78.31 |
|
| R2 |
79.39 |
79.39 |
78.09 |
|
| R1 |
78.52 |
78.52 |
77.87 |
78.86 |
| PP |
76.98 |
76.98 |
76.98 |
77.15 |
| S1 |
76.11 |
76.11 |
77.43 |
76.45 |
| S2 |
74.57 |
74.57 |
77.21 |
|
| S3 |
72.16 |
73.70 |
76.99 |
|
| S4 |
69.75 |
71.29 |
76.32 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.41 |
86.72 |
77.80 |
|
| R3 |
85.11 |
82.42 |
76.61 |
|
| R2 |
80.81 |
80.81 |
76.22 |
|
| R1 |
78.12 |
78.12 |
75.82 |
77.32 |
| PP |
76.51 |
76.51 |
76.51 |
76.11 |
| S1 |
73.82 |
73.82 |
75.04 |
73.02 |
| S2 |
72.21 |
72.21 |
74.64 |
|
| S3 |
67.91 |
69.52 |
74.25 |
|
| S4 |
63.61 |
65.22 |
73.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.20 |
74.23 |
4.97 |
6.4% |
2.32 |
3.0% |
69% |
False |
False |
13,208 |
| 10 |
79.20 |
72.61 |
6.59 |
8.5% |
2.50 |
3.2% |
76% |
False |
False |
12,542 |
| 20 |
85.75 |
70.96 |
14.79 |
19.0% |
2.43 |
3.1% |
45% |
False |
False |
12,728 |
| 40 |
93.14 |
70.96 |
22.18 |
28.6% |
2.10 |
2.7% |
30% |
False |
False |
12,604 |
| 60 |
93.14 |
70.96 |
22.18 |
28.6% |
1.76 |
2.3% |
30% |
False |
False |
10,428 |
| 80 |
93.14 |
70.96 |
22.18 |
28.6% |
1.60 |
2.1% |
30% |
False |
False |
8,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.09 |
|
2.618 |
84.16 |
|
1.618 |
81.75 |
|
1.000 |
80.26 |
|
0.618 |
79.34 |
|
HIGH |
77.85 |
|
0.618 |
76.93 |
|
0.500 |
76.65 |
|
0.382 |
76.36 |
|
LOW |
75.44 |
|
0.618 |
73.95 |
|
1.000 |
73.03 |
|
1.618 |
71.54 |
|
2.618 |
69.13 |
|
4.250 |
65.20 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.32 |
77.11 |
| PP |
76.98 |
76.58 |
| S1 |
76.65 |
76.04 |
|