NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.23 |
77.49 |
0.26 |
0.3% |
78.10 |
| High |
79.10 |
77.93 |
-1.17 |
-1.5% |
80.28 |
| Low |
77.10 |
75.87 |
-1.23 |
-1.6% |
77.10 |
| Close |
77.23 |
77.49 |
0.26 |
0.3% |
77.23 |
| Range |
2.00 |
2.06 |
0.06 |
3.0% |
3.18 |
| ATR |
0.00 |
1.93 |
1.93 |
|
0.00 |
| Volume |
4,062 |
1,734 |
-2,328 |
-57.3% |
10,752 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.28 |
82.44 |
78.62 |
|
| R3 |
81.22 |
80.38 |
78.06 |
|
| R2 |
79.16 |
79.16 |
77.87 |
|
| R1 |
78.32 |
78.32 |
77.68 |
78.52 |
| PP |
77.10 |
77.10 |
77.10 |
77.20 |
| S1 |
76.26 |
76.26 |
77.30 |
76.46 |
| S2 |
75.04 |
75.04 |
77.11 |
|
| S3 |
72.98 |
74.20 |
76.92 |
|
| S4 |
70.92 |
72.14 |
76.36 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.74 |
85.67 |
78.98 |
|
| R3 |
84.56 |
82.49 |
78.10 |
|
| R2 |
81.38 |
81.38 |
77.81 |
|
| R1 |
79.31 |
79.31 |
77.52 |
78.76 |
| PP |
78.20 |
78.20 |
78.20 |
77.93 |
| S1 |
76.13 |
76.13 |
76.94 |
75.58 |
| S2 |
75.02 |
75.02 |
76.65 |
|
| S3 |
71.84 |
72.95 |
76.36 |
|
| S4 |
68.66 |
69.77 |
75.48 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.69 |
|
2.618 |
83.32 |
|
1.618 |
81.26 |
|
1.000 |
79.99 |
|
0.618 |
79.20 |
|
HIGH |
77.93 |
|
0.618 |
77.14 |
|
0.500 |
76.90 |
|
0.382 |
76.66 |
|
LOW |
75.87 |
|
0.618 |
74.60 |
|
1.000 |
73.81 |
|
1.618 |
72.54 |
|
2.618 |
70.48 |
|
4.250 |
67.12 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.29 |
78.08 |
| PP |
77.10 |
77.88 |
| S1 |
76.90 |
77.69 |
|