NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.75 |
74.40 |
1.65 |
2.3% |
71.05 |
| High |
72.75 |
74.84 |
2.09 |
2.9% |
73.90 |
| Low |
72.59 |
74.05 |
1.46 |
2.0% |
70.77 |
| Close |
72.73 |
74.85 |
2.12 |
2.9% |
72.73 |
| Range |
0.16 |
0.79 |
0.63 |
393.8% |
3.13 |
| ATR |
1.35 |
1.40 |
0.05 |
4.0% |
0.00 |
| Volume |
7,111 |
1,380 |
-5,731 |
-80.6% |
14,542 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.95 |
76.69 |
75.28 |
|
| R3 |
76.16 |
75.90 |
75.07 |
|
| R2 |
75.37 |
75.37 |
74.99 |
|
| R1 |
75.11 |
75.11 |
74.92 |
75.24 |
| PP |
74.58 |
74.58 |
74.58 |
74.65 |
| S1 |
74.32 |
74.32 |
74.78 |
74.45 |
| S2 |
73.79 |
73.79 |
74.71 |
|
| S3 |
73.00 |
73.53 |
74.63 |
|
| S4 |
72.21 |
72.74 |
74.42 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.86 |
80.42 |
74.45 |
|
| R3 |
78.73 |
77.29 |
73.59 |
|
| R2 |
75.60 |
75.60 |
73.30 |
|
| R1 |
74.16 |
74.16 |
73.02 |
74.88 |
| PP |
72.47 |
72.47 |
72.47 |
72.83 |
| S1 |
71.03 |
71.03 |
72.44 |
71.75 |
| S2 |
69.34 |
69.34 |
72.16 |
|
| S3 |
66.21 |
67.90 |
71.87 |
|
| S4 |
63.08 |
64.77 |
71.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.20 |
|
2.618 |
76.91 |
|
1.618 |
76.12 |
|
1.000 |
75.63 |
|
0.618 |
75.33 |
|
HIGH |
74.84 |
|
0.618 |
74.54 |
|
0.500 |
74.45 |
|
0.382 |
74.35 |
|
LOW |
74.05 |
|
0.618 |
73.56 |
|
1.000 |
73.26 |
|
1.618 |
72.77 |
|
2.618 |
71.98 |
|
4.250 |
70.69 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.72 |
74.47 |
| PP |
74.58 |
74.09 |
| S1 |
74.45 |
73.72 |
|