NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
78.20 |
76.55 |
-1.65 |
-2.1% |
74.80 |
High |
79.58 |
79.00 |
-0.58 |
-0.7% |
79.57 |
Low |
75.92 |
76.32 |
0.40 |
0.5% |
71.50 |
Close |
77.15 |
78.16 |
1.01 |
1.3% |
78.24 |
Range |
3.66 |
2.68 |
-0.98 |
-26.8% |
8.07 |
ATR |
2.67 |
2.67 |
0.00 |
0.0% |
0.00 |
Volume |
41,005 |
43,617 |
2,612 |
6.4% |
268,450 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.87 |
84.69 |
79.63 |
|
R3 |
83.19 |
82.01 |
78.90 |
|
R2 |
80.51 |
80.51 |
78.65 |
|
R1 |
79.33 |
79.33 |
78.41 |
79.92 |
PP |
77.83 |
77.83 |
77.83 |
78.12 |
S1 |
76.65 |
76.65 |
77.91 |
77.24 |
S2 |
75.15 |
75.15 |
77.67 |
|
S3 |
72.47 |
73.97 |
77.42 |
|
S4 |
69.79 |
71.29 |
76.69 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.65 |
97.51 |
82.68 |
|
R3 |
92.58 |
89.44 |
80.46 |
|
R2 |
84.51 |
84.51 |
79.72 |
|
R1 |
81.37 |
81.37 |
78.98 |
82.94 |
PP |
76.44 |
76.44 |
76.44 |
77.22 |
S1 |
73.30 |
73.30 |
77.50 |
74.87 |
S2 |
68.37 |
68.37 |
76.76 |
|
S3 |
60.30 |
65.23 |
76.02 |
|
S4 |
52.23 |
57.16 |
73.80 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.39 |
2.618 |
86.02 |
1.618 |
83.34 |
1.000 |
81.68 |
0.618 |
80.66 |
HIGH |
79.00 |
0.618 |
77.98 |
0.500 |
77.66 |
0.382 |
77.34 |
LOW |
76.32 |
0.618 |
74.66 |
1.000 |
73.64 |
1.618 |
71.98 |
2.618 |
69.30 |
4.250 |
64.93 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
77.99 |
78.02 |
PP |
77.83 |
77.89 |
S1 |
77.66 |
77.75 |
|