NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.21 |
71.71 |
0.50 |
0.7% |
64.51 |
| High |
72.22 |
73.12 |
0.90 |
1.2% |
70.09 |
| Low |
71.21 |
71.71 |
0.50 |
0.7% |
64.51 |
| Close |
72.22 |
73.04 |
0.82 |
1.1% |
69.97 |
| Range |
1.01 |
1.41 |
0.40 |
39.6% |
5.58 |
| ATR |
|
|
|
|
|
| Volume |
3,308 |
1,807 |
-1,501 |
-45.4% |
8,303 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.85 |
76.36 |
73.82 |
|
| R3 |
75.44 |
74.95 |
73.43 |
|
| R2 |
74.03 |
74.03 |
73.30 |
|
| R1 |
73.54 |
73.54 |
73.17 |
73.79 |
| PP |
72.62 |
72.62 |
72.62 |
72.75 |
| S1 |
72.13 |
72.13 |
72.91 |
72.38 |
| S2 |
71.21 |
71.21 |
72.78 |
|
| S3 |
69.80 |
70.72 |
72.65 |
|
| S4 |
68.39 |
69.31 |
72.26 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.93 |
83.03 |
73.04 |
|
| R3 |
79.35 |
77.45 |
71.50 |
|
| R2 |
73.77 |
73.77 |
70.99 |
|
| R1 |
71.87 |
71.87 |
70.48 |
72.82 |
| PP |
68.19 |
68.19 |
68.19 |
68.67 |
| S1 |
66.29 |
66.29 |
69.46 |
67.24 |
| S2 |
62.61 |
62.61 |
68.95 |
|
| S3 |
57.03 |
60.71 |
68.44 |
|
| S4 |
51.45 |
55.13 |
66.90 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.11 |
|
2.618 |
76.81 |
|
1.618 |
75.40 |
|
1.000 |
74.53 |
|
0.618 |
73.99 |
|
HIGH |
73.12 |
|
0.618 |
72.58 |
|
0.500 |
72.42 |
|
0.382 |
72.25 |
|
LOW |
71.71 |
|
0.618 |
70.84 |
|
1.000 |
70.30 |
|
1.618 |
69.43 |
|
2.618 |
68.02 |
|
4.250 |
65.72 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.83 |
72.45 |
| PP |
72.62 |
71.85 |
| S1 |
72.42 |
71.26 |
|