NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.71 |
72.56 |
0.85 |
1.2% |
64.51 |
| High |
73.12 |
72.74 |
-0.38 |
-0.5% |
70.09 |
| Low |
71.71 |
70.78 |
-0.93 |
-1.3% |
64.51 |
| Close |
73.04 |
71.63 |
-1.41 |
-1.9% |
69.97 |
| Range |
1.41 |
1.96 |
0.55 |
39.0% |
5.58 |
| ATR |
|
|
|
|
|
| Volume |
1,807 |
4,707 |
2,900 |
160.5% |
8,303 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.60 |
76.57 |
72.71 |
|
| R3 |
75.64 |
74.61 |
72.17 |
|
| R2 |
73.68 |
73.68 |
71.99 |
|
| R1 |
72.65 |
72.65 |
71.81 |
72.19 |
| PP |
71.72 |
71.72 |
71.72 |
71.48 |
| S1 |
70.69 |
70.69 |
71.45 |
70.23 |
| S2 |
69.76 |
69.76 |
71.27 |
|
| S3 |
67.80 |
68.73 |
71.09 |
|
| S4 |
65.84 |
66.77 |
70.55 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.93 |
83.03 |
73.04 |
|
| R3 |
79.35 |
77.45 |
71.50 |
|
| R2 |
73.77 |
73.77 |
70.99 |
|
| R1 |
71.87 |
71.87 |
70.48 |
72.82 |
| PP |
68.19 |
68.19 |
68.19 |
68.67 |
| S1 |
66.29 |
66.29 |
69.46 |
67.24 |
| S2 |
62.61 |
62.61 |
68.95 |
|
| S3 |
57.03 |
60.71 |
68.44 |
|
| S4 |
51.45 |
55.13 |
66.90 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.07 |
|
2.618 |
77.87 |
|
1.618 |
75.91 |
|
1.000 |
74.70 |
|
0.618 |
73.95 |
|
HIGH |
72.74 |
|
0.618 |
71.99 |
|
0.500 |
71.76 |
|
0.382 |
71.53 |
|
LOW |
70.78 |
|
0.618 |
69.57 |
|
1.000 |
68.82 |
|
1.618 |
67.61 |
|
2.618 |
65.65 |
|
4.250 |
62.45 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.76 |
71.95 |
| PP |
71.72 |
71.84 |
| S1 |
71.67 |
71.74 |
|