NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 02-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
73.81 |
71.15 |
-2.66 |
-3.6% |
71.05 |
High |
74.05 |
71.25 |
-2.80 |
-3.8% |
73.90 |
Low |
72.53 |
71.05 |
-1.48 |
-2.0% |
70.77 |
Close |
73.23 |
71.14 |
-2.09 |
-2.9% |
72.73 |
Range |
1.52 |
0.20 |
-1.32 |
-86.8% |
3.13 |
ATR |
1.46 |
1.51 |
0.05 |
3.5% |
0.00 |
Volume |
2,696 |
3,541 |
845 |
31.3% |
14,542 |
|
Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.75 |
71.64 |
71.25 |
|
R3 |
71.55 |
71.44 |
71.20 |
|
R2 |
71.35 |
71.35 |
71.18 |
|
R1 |
71.24 |
71.24 |
71.16 |
71.20 |
PP |
71.15 |
71.15 |
71.15 |
71.12 |
S1 |
71.04 |
71.04 |
71.12 |
71.00 |
S2 |
70.95 |
70.95 |
71.10 |
|
S3 |
70.75 |
70.84 |
71.09 |
|
S4 |
70.55 |
70.64 |
71.03 |
|
|
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 |
72.10 |
2.618 |
71.77 |
1.618 |
71.57 |
1.000 |
71.45 |
0.618 |
71.37 |
HIGH |
71.25 |
0.618 |
71.17 |
0.500 |
71.15 |
0.382 |
71.13 |
LOW |
71.05 |
0.618 |
70.93 |
1.000 |
70.85 |
1.618 |
70.73 |
2.618 |
70.53 |
4.250 |
70.20 |
|
|
Fisher Pivots for day following 02-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
71.15 |
72.85 |
PP |
71.15 |
72.28 |
S1 |
71.14 |
71.71 |
|