NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
77.49 |
77.35 |
-0.14 |
-0.2% |
78.10 |
| High |
77.93 |
77.58 |
-0.35 |
-0.4% |
80.28 |
| Low |
75.87 |
77.17 |
1.30 |
1.7% |
77.10 |
| Close |
77.49 |
77.29 |
-0.20 |
-0.3% |
77.23 |
| Range |
2.06 |
0.41 |
-1.65 |
-80.1% |
3.18 |
| ATR |
1.93 |
1.82 |
-0.11 |
-5.6% |
0.00 |
| Volume |
1,734 |
3,426 |
1,692 |
97.6% |
10,752 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.58 |
78.34 |
77.52 |
|
| R3 |
78.17 |
77.93 |
77.40 |
|
| R2 |
77.76 |
77.76 |
77.37 |
|
| R1 |
77.52 |
77.52 |
77.33 |
77.44 |
| PP |
77.35 |
77.35 |
77.35 |
77.30 |
| S1 |
77.11 |
77.11 |
77.25 |
77.03 |
| S2 |
76.94 |
76.94 |
77.21 |
|
| S3 |
76.53 |
76.70 |
77.18 |
|
| S4 |
76.12 |
76.29 |
77.06 |
|
|
| 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 |
79.32 |
|
2.618 |
78.65 |
|
1.618 |
78.24 |
|
1.000 |
77.99 |
|
0.618 |
77.83 |
|
HIGH |
77.58 |
|
0.618 |
77.42 |
|
0.500 |
77.38 |
|
0.382 |
77.33 |
|
LOW |
77.17 |
|
0.618 |
76.92 |
|
1.000 |
76.76 |
|
1.618 |
76.51 |
|
2.618 |
76.10 |
|
4.250 |
75.43 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.38 |
77.49 |
| PP |
77.35 |
77.42 |
| S1 |
77.32 |
77.36 |
|