NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.56 |
72.80 |
0.24 |
0.3% |
64.51 |
| High |
72.74 |
74.24 |
1.50 |
2.1% |
70.09 |
| Low |
70.78 |
72.80 |
2.02 |
2.9% |
64.51 |
| Close |
71.63 |
73.95 |
2.32 |
3.2% |
69.97 |
| Range |
1.96 |
1.44 |
-0.52 |
-26.5% |
5.58 |
| ATR |
0.00 |
1.53 |
1.53 |
|
0.00 |
| Volume |
4,707 |
3,268 |
-1,439 |
-30.6% |
8,303 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.98 |
77.41 |
74.74 |
|
| R3 |
76.54 |
75.97 |
74.35 |
|
| R2 |
75.10 |
75.10 |
74.21 |
|
| R1 |
74.53 |
74.53 |
74.08 |
74.82 |
| PP |
73.66 |
73.66 |
73.66 |
73.81 |
| S1 |
73.09 |
73.09 |
73.82 |
73.38 |
| S2 |
72.22 |
72.22 |
73.69 |
|
| S3 |
70.78 |
71.65 |
73.55 |
|
| S4 |
69.34 |
70.21 |
73.16 |
|
|
| 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 |
80.36 |
|
2.618 |
78.01 |
|
1.618 |
76.57 |
|
1.000 |
75.68 |
|
0.618 |
75.13 |
|
HIGH |
74.24 |
|
0.618 |
73.69 |
|
0.500 |
73.52 |
|
0.382 |
73.35 |
|
LOW |
72.80 |
|
0.618 |
71.91 |
|
1.000 |
71.36 |
|
1.618 |
70.47 |
|
2.618 |
69.03 |
|
4.250 |
66.68 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.81 |
73.47 |
| PP |
73.66 |
72.99 |
| S1 |
73.52 |
72.51 |
|