NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
81.26 |
78.79 |
-2.47 |
-3.0% |
82.19 |
High |
80.90 |
78.70 |
-2.20 |
-2.7% |
83.37 |
Low |
80.79 |
78.20 |
-2.59 |
-3.2% |
78.91 |
Close |
81.26 |
78.79 |
-2.47 |
-3.0% |
81.53 |
Range |
0.11 |
0.50 |
0.39 |
354.5% |
4.46 |
ATR |
1.46 |
1.57 |
0.11 |
7.8% |
0.00 |
Volume |
2,758 |
1,951 |
-807 |
-29.3% |
7,105 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.06 |
79.93 |
79.07 |
|
R3 |
79.56 |
79.43 |
78.93 |
|
R2 |
79.06 |
79.06 |
78.88 |
|
R1 |
78.93 |
78.93 |
78.84 |
79.04 |
PP |
78.56 |
78.56 |
78.56 |
78.62 |
S1 |
78.43 |
78.43 |
78.74 |
78.54 |
S2 |
78.06 |
78.06 |
78.70 |
|
S3 |
77.56 |
77.93 |
78.65 |
|
S4 |
77.06 |
77.43 |
78.52 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.65 |
92.55 |
83.98 |
|
R3 |
90.19 |
88.09 |
82.76 |
|
R2 |
85.73 |
85.73 |
82.35 |
|
R1 |
83.63 |
83.63 |
81.94 |
82.45 |
PP |
81.27 |
81.27 |
81.27 |
80.68 |
S1 |
79.17 |
79.17 |
81.12 |
77.99 |
S2 |
76.81 |
76.81 |
80.71 |
|
S3 |
72.35 |
74.71 |
80.30 |
|
S4 |
67.89 |
70.25 |
79.08 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.83 |
2.618 |
80.01 |
1.618 |
79.51 |
1.000 |
79.20 |
0.618 |
79.01 |
HIGH |
78.70 |
0.618 |
78.51 |
0.500 |
78.45 |
0.382 |
78.39 |
LOW |
78.20 |
0.618 |
77.89 |
1.000 |
77.70 |
1.618 |
77.39 |
2.618 |
76.89 |
4.250 |
76.08 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
78.68 |
79.87 |
PP |
78.56 |
79.51 |
S1 |
78.45 |
79.15 |
|