NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
76.77 |
77.01 |
0.24 |
0.3% |
79.00 |
| High |
77.20 |
78.83 |
1.63 |
2.1% |
80.36 |
| Low |
76.07 |
76.51 |
0.44 |
0.6% |
76.45 |
| Close |
76.77 |
78.67 |
1.90 |
2.5% |
76.71 |
| Range |
1.13 |
2.32 |
1.19 |
105.3% |
3.91 |
| ATR |
2.13 |
2.14 |
0.01 |
0.6% |
0.00 |
| Volume |
6,815 |
4,477 |
-2,338 |
-34.3% |
18,656 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.96 |
84.14 |
79.95 |
|
| R3 |
82.64 |
81.82 |
79.31 |
|
| R2 |
80.32 |
80.32 |
79.10 |
|
| R1 |
79.50 |
79.50 |
78.88 |
79.91 |
| PP |
78.00 |
78.00 |
78.00 |
78.21 |
| S1 |
77.18 |
77.18 |
78.46 |
77.59 |
| S2 |
75.68 |
75.68 |
78.24 |
|
| S3 |
73.36 |
74.86 |
78.03 |
|
| S4 |
71.04 |
72.54 |
77.39 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.57 |
87.05 |
78.86 |
|
| R3 |
85.66 |
83.14 |
77.79 |
|
| R2 |
81.75 |
81.75 |
77.43 |
|
| R1 |
79.23 |
79.23 |
77.07 |
78.54 |
| PP |
77.84 |
77.84 |
77.84 |
77.49 |
| S1 |
75.32 |
75.32 |
76.35 |
74.63 |
| S2 |
73.93 |
73.93 |
75.99 |
|
| S3 |
70.02 |
71.41 |
75.63 |
|
| S4 |
66.11 |
67.50 |
74.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.69 |
|
2.618 |
84.90 |
|
1.618 |
82.58 |
|
1.000 |
81.15 |
|
0.618 |
80.26 |
|
HIGH |
78.83 |
|
0.618 |
77.94 |
|
0.500 |
77.67 |
|
0.382 |
77.40 |
|
LOW |
76.51 |
|
0.618 |
75.08 |
|
1.000 |
74.19 |
|
1.618 |
72.76 |
|
2.618 |
70.44 |
|
4.250 |
66.65 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.34 |
78.13 |
| PP |
78.00 |
77.60 |
| S1 |
77.67 |
77.06 |
|