NYMEX Light Sweet Crude Oil Future March 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 |
76.03 |
75.18 |
-0.85 |
-1.1% |
81.59 |
High |
77.71 |
76.00 |
-1.71 |
-2.2% |
81.41 |
Low |
75.21 |
74.92 |
-0.29 |
-0.4% |
74.92 |
Close |
76.03 |
75.18 |
-0.85 |
-1.1% |
75.18 |
Range |
2.50 |
1.08 |
-1.42 |
-56.8% |
6.49 |
ATR |
0.00 |
1.56 |
1.56 |
|
0.00 |
Volume |
2,384 |
3,556 |
1,172 |
49.2% |
13,038 |
|
Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.61 |
77.97 |
75.77 |
|
R3 |
77.53 |
76.89 |
75.48 |
|
R2 |
76.45 |
76.45 |
75.38 |
|
R1 |
75.81 |
75.81 |
75.28 |
75.72 |
PP |
75.37 |
75.37 |
75.37 |
75.32 |
S1 |
74.73 |
74.73 |
75.08 |
74.64 |
S2 |
74.29 |
74.29 |
74.98 |
|
S3 |
73.21 |
73.65 |
74.88 |
|
S4 |
72.13 |
72.57 |
74.59 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.64 |
92.40 |
78.75 |
|
R3 |
90.15 |
85.91 |
76.96 |
|
R2 |
83.66 |
83.66 |
76.37 |
|
R1 |
79.42 |
79.42 |
75.77 |
78.30 |
PP |
77.17 |
77.17 |
77.17 |
76.61 |
S1 |
72.93 |
72.93 |
74.59 |
71.81 |
S2 |
70.68 |
70.68 |
73.99 |
|
S3 |
64.19 |
66.44 |
73.40 |
|
S4 |
57.70 |
59.95 |
71.61 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.59 |
2.618 |
78.83 |
1.618 |
77.75 |
1.000 |
77.08 |
0.618 |
76.67 |
HIGH |
76.00 |
0.618 |
75.59 |
0.500 |
75.46 |
0.382 |
75.33 |
LOW |
74.92 |
0.618 |
74.25 |
1.000 |
73.84 |
1.618 |
73.17 |
2.618 |
72.09 |
4.250 |
70.33 |
|
|
Fisher Pivots for day following 02-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
75.46 |
76.98 |
PP |
75.37 |
76.38 |
S1 |
75.27 |
75.78 |
|