NYMEX Light Sweet Crude Oil Future January 2011
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
79.99 |
79.09 |
-0.90 |
-1.1% |
76.93 |
High |
80.30 |
80.23 |
-0.07 |
-0.1% |
80.30 |
Low |
79.25 |
78.48 |
-0.77 |
-1.0% |
75.29 |
Close |
79.99 |
79.09 |
-0.90 |
-1.1% |
79.09 |
Range |
1.05 |
1.75 |
0.70 |
66.7% |
5.01 |
ATR |
2.11 |
2.08 |
-0.03 |
-1.2% |
0.00 |
Volume |
7,343 |
5,290 |
-2,053 |
-28.0% |
29,096 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.52 |
83.55 |
80.05 |
|
R3 |
82.77 |
81.80 |
79.57 |
|
R2 |
81.02 |
81.02 |
79.41 |
|
R1 |
80.05 |
80.05 |
79.25 |
79.97 |
PP |
79.27 |
79.27 |
79.27 |
79.22 |
S1 |
78.30 |
78.30 |
78.93 |
78.22 |
S2 |
77.52 |
77.52 |
78.77 |
|
S3 |
75.77 |
76.55 |
78.61 |
|
S4 |
74.02 |
74.80 |
78.13 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.26 |
91.18 |
81.85 |
|
R3 |
88.25 |
86.17 |
80.47 |
|
R2 |
83.24 |
83.24 |
80.01 |
|
R1 |
81.16 |
81.16 |
79.55 |
82.20 |
PP |
78.23 |
78.23 |
78.23 |
78.75 |
S1 |
76.15 |
76.15 |
78.63 |
77.19 |
S2 |
73.22 |
73.22 |
78.17 |
|
S3 |
68.21 |
71.14 |
77.71 |
|
S4 |
63.20 |
66.13 |
76.33 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.67 |
2.618 |
84.81 |
1.618 |
83.06 |
1.000 |
81.98 |
0.618 |
81.31 |
HIGH |
80.23 |
0.618 |
79.56 |
0.500 |
79.36 |
0.382 |
79.15 |
LOW |
78.48 |
0.618 |
77.40 |
1.000 |
76.73 |
1.618 |
75.65 |
2.618 |
73.90 |
4.250 |
71.04 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
79.36 |
78.86 |
PP |
79.27 |
78.63 |
S1 |
79.18 |
78.41 |
|