NYMEX Light Sweet Crude Oil Future February 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 |
77.35 |
79.13 |
1.78 |
2.3% |
78.10 |
| High |
77.58 |
79.27 |
1.69 |
2.2% |
80.28 |
| Low |
77.17 |
77.50 |
0.33 |
0.4% |
77.10 |
| Close |
77.29 |
79.13 |
1.84 |
2.4% |
77.23 |
| Range |
0.41 |
1.77 |
1.36 |
331.7% |
3.18 |
| ATR |
1.82 |
1.83 |
0.01 |
0.6% |
0.00 |
| Volume |
3,426 |
3,129 |
-297 |
-8.7% |
10,752 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.94 |
83.31 |
80.10 |
|
| R3 |
82.17 |
81.54 |
79.62 |
|
| R2 |
80.40 |
80.40 |
79.45 |
|
| R1 |
79.77 |
79.77 |
79.29 |
80.02 |
| PP |
78.63 |
78.63 |
78.63 |
78.76 |
| S1 |
78.00 |
78.00 |
78.97 |
78.25 |
| S2 |
76.86 |
76.86 |
78.81 |
|
| S3 |
75.09 |
76.23 |
78.64 |
|
| S4 |
73.32 |
74.46 |
78.16 |
|
|
| 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 |
86.79 |
|
2.618 |
83.90 |
|
1.618 |
82.13 |
|
1.000 |
81.04 |
|
0.618 |
80.36 |
|
HIGH |
79.27 |
|
0.618 |
78.59 |
|
0.500 |
78.39 |
|
0.382 |
78.18 |
|
LOW |
77.50 |
|
0.618 |
76.41 |
|
1.000 |
75.73 |
|
1.618 |
74.64 |
|
2.618 |
72.87 |
|
4.250 |
69.98 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.88 |
78.61 |
| PP |
78.63 |
78.09 |
| S1 |
78.39 |
77.57 |
|