NYMEX Light Sweet Crude Oil Future February 2011
| 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 |
78.10 |
79.17 |
1.07 |
1.4% |
75.33 |
| High |
78.53 |
79.25 |
0.72 |
0.9% |
79.25 |
| Low |
78.27 |
79.16 |
0.89 |
1.1% |
72.76 |
| Close |
78.10 |
79.17 |
1.07 |
1.4% |
79.10 |
| Range |
0.26 |
0.09 |
-0.17 |
-65.4% |
6.49 |
| ATR |
|
|
|
|
|
| Volume |
2,286 |
1,730 |
-556 |
-24.3% |
14,475 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.46 |
79.41 |
79.22 |
|
| R3 |
79.37 |
79.32 |
79.19 |
|
| R2 |
79.28 |
79.28 |
79.19 |
|
| R1 |
79.23 |
79.23 |
79.18 |
79.22 |
| PP |
79.19 |
79.19 |
79.19 |
79.19 |
| S1 |
79.14 |
79.14 |
79.16 |
79.13 |
| S2 |
79.10 |
79.10 |
79.15 |
|
| S3 |
79.01 |
79.05 |
79.15 |
|
| S4 |
78.92 |
78.96 |
79.12 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.51 |
94.29 |
82.67 |
|
| R3 |
90.02 |
87.80 |
80.88 |
|
| R2 |
83.53 |
83.53 |
80.29 |
|
| R1 |
81.31 |
81.31 |
79.69 |
82.42 |
| PP |
77.04 |
77.04 |
77.04 |
77.59 |
| S1 |
74.82 |
74.82 |
78.51 |
75.93 |
| S2 |
70.55 |
70.55 |
77.91 |
|
| S3 |
64.06 |
68.33 |
77.32 |
|
| S4 |
57.57 |
61.84 |
75.53 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.63 |
|
2.618 |
79.49 |
|
1.618 |
79.40 |
|
1.000 |
79.34 |
|
0.618 |
79.31 |
|
HIGH |
79.25 |
|
0.618 |
79.22 |
|
0.500 |
79.21 |
|
0.382 |
79.19 |
|
LOW |
79.16 |
|
0.618 |
79.10 |
|
1.000 |
79.07 |
|
1.618 |
79.01 |
|
2.618 |
78.92 |
|
4.250 |
78.78 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.21 |
78.99 |
| PP |
79.19 |
78.81 |
| S1 |
79.18 |
78.64 |
|