NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.80 |
73.10 |
0.30 |
0.4% |
71.21 |
| High |
74.24 |
74.05 |
-0.19 |
-0.3% |
74.24 |
| Low |
72.80 |
73.10 |
0.30 |
0.4% |
70.78 |
| Close |
73.95 |
73.87 |
-0.08 |
-0.1% |
73.87 |
| Range |
1.44 |
0.95 |
-0.49 |
-34.0% |
3.46 |
| ATR |
1.53 |
1.49 |
-0.04 |
-2.7% |
0.00 |
| Volume |
3,268 |
1,858 |
-1,410 |
-43.1% |
14,948 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.52 |
76.15 |
74.39 |
|
| R3 |
75.57 |
75.20 |
74.13 |
|
| R2 |
74.62 |
74.62 |
74.04 |
|
| R1 |
74.25 |
74.25 |
73.96 |
74.44 |
| PP |
73.67 |
73.67 |
73.67 |
73.77 |
| S1 |
73.30 |
73.30 |
73.78 |
73.49 |
| S2 |
72.72 |
72.72 |
73.70 |
|
| S3 |
71.77 |
72.35 |
73.61 |
|
| S4 |
70.82 |
71.40 |
73.35 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
82.07 |
75.77 |
|
| R3 |
79.88 |
78.61 |
74.82 |
|
| R2 |
76.42 |
76.42 |
74.50 |
|
| R1 |
75.15 |
75.15 |
74.19 |
75.79 |
| PP |
72.96 |
72.96 |
72.96 |
73.28 |
| S1 |
71.69 |
71.69 |
73.55 |
72.33 |
| S2 |
69.50 |
69.50 |
73.24 |
|
| S3 |
66.04 |
68.23 |
72.92 |
|
| S4 |
62.58 |
64.77 |
71.97 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.09 |
|
2.618 |
76.54 |
|
1.618 |
75.59 |
|
1.000 |
75.00 |
|
0.618 |
74.64 |
|
HIGH |
74.05 |
|
0.618 |
73.69 |
|
0.500 |
73.58 |
|
0.382 |
73.46 |
|
LOW |
73.10 |
|
0.618 |
72.51 |
|
1.000 |
72.15 |
|
1.618 |
71.56 |
|
2.618 |
70.61 |
|
4.250 |
69.06 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.77 |
73.42 |
| PP |
73.67 |
72.96 |
| S1 |
73.58 |
72.51 |
|