NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.69 |
74.83 |
-0.86 |
-1.1% |
81.26 |
| High |
76.97 |
75.82 |
-1.15 |
-1.5% |
80.90 |
| Low |
74.86 |
74.37 |
-0.49 |
-0.7% |
74.37 |
| Close |
75.69 |
74.83 |
-0.86 |
-1.1% |
74.83 |
| Range |
2.11 |
1.45 |
-0.66 |
-31.3% |
6.53 |
| ATR |
1.67 |
1.65 |
-0.02 |
-0.9% |
0.00 |
| Volume |
2,049 |
2,849 |
800 |
39.0% |
11,439 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.36 |
78.54 |
75.63 |
|
| R3 |
77.91 |
77.09 |
75.23 |
|
| R2 |
76.46 |
76.46 |
75.10 |
|
| R1 |
75.64 |
75.64 |
74.96 |
75.56 |
| PP |
75.01 |
75.01 |
75.01 |
74.96 |
| S1 |
74.19 |
74.19 |
74.70 |
74.11 |
| S2 |
73.56 |
73.56 |
74.56 |
|
| S3 |
72.11 |
72.74 |
74.43 |
|
| S4 |
70.66 |
71.29 |
74.03 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.29 |
92.09 |
78.42 |
|
| R3 |
89.76 |
85.56 |
76.63 |
|
| R2 |
83.23 |
83.23 |
76.03 |
|
| R1 |
79.03 |
79.03 |
75.43 |
77.87 |
| PP |
76.70 |
76.70 |
76.70 |
76.12 |
| S1 |
72.50 |
72.50 |
74.23 |
71.34 |
| S2 |
70.17 |
70.17 |
73.63 |
|
| S3 |
63.64 |
65.97 |
73.03 |
|
| S4 |
57.11 |
59.44 |
71.24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.98 |
|
2.618 |
79.62 |
|
1.618 |
78.17 |
|
1.000 |
77.27 |
|
0.618 |
76.72 |
|
HIGH |
75.82 |
|
0.618 |
75.27 |
|
0.500 |
75.10 |
|
0.382 |
74.92 |
|
LOW |
74.37 |
|
0.618 |
73.47 |
|
1.000 |
72.92 |
|
1.618 |
72.02 |
|
2.618 |
70.57 |
|
4.250 |
68.21 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.10 |
76.66 |
| PP |
75.01 |
76.05 |
| S1 |
74.92 |
75.44 |
|