NYMEX Light Sweet Crude Oil Future February 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 |
80.41 |
79.54 |
-0.87 |
-1.1% |
77.49 |
| High |
80.80 |
80.71 |
-0.09 |
-0.1% |
80.80 |
| Low |
79.64 |
78.89 |
-0.75 |
-0.9% |
75.87 |
| Close |
80.41 |
79.54 |
-0.87 |
-1.1% |
79.54 |
| Range |
1.16 |
1.82 |
0.66 |
56.9% |
4.93 |
| ATR |
1.82 |
1.82 |
0.00 |
0.0% |
0.00 |
| Volume |
3,408 |
5,484 |
2,076 |
60.9% |
17,181 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.17 |
84.18 |
80.54 |
|
| R3 |
83.35 |
82.36 |
80.04 |
|
| R2 |
81.53 |
81.53 |
79.87 |
|
| R1 |
80.54 |
80.54 |
79.71 |
80.45 |
| PP |
79.71 |
79.71 |
79.71 |
79.67 |
| S1 |
78.72 |
78.72 |
79.37 |
78.63 |
| S2 |
77.89 |
77.89 |
79.21 |
|
| S3 |
76.07 |
76.90 |
79.04 |
|
| S4 |
74.25 |
75.08 |
78.54 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.53 |
91.46 |
82.25 |
|
| R3 |
88.60 |
86.53 |
80.90 |
|
| R2 |
83.67 |
83.67 |
80.44 |
|
| R1 |
81.60 |
81.60 |
79.99 |
82.64 |
| PP |
78.74 |
78.74 |
78.74 |
79.25 |
| S1 |
76.67 |
76.67 |
79.09 |
77.71 |
| S2 |
73.81 |
73.81 |
78.64 |
|
| S3 |
68.88 |
71.74 |
78.18 |
|
| S4 |
63.95 |
66.81 |
76.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.45 |
|
2.618 |
85.47 |
|
1.618 |
83.65 |
|
1.000 |
82.53 |
|
0.618 |
81.83 |
|
HIGH |
80.71 |
|
0.618 |
80.01 |
|
0.500 |
79.80 |
|
0.382 |
79.59 |
|
LOW |
78.89 |
|
0.618 |
77.77 |
|
1.000 |
77.07 |
|
1.618 |
75.95 |
|
2.618 |
74.13 |
|
4.250 |
71.16 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.80 |
79.41 |
| PP |
79.71 |
79.28 |
| S1 |
79.63 |
79.15 |
|