NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
76.91 |
74.21 |
-2.70 |
-3.5% |
78.43 |
| High |
76.91 |
74.21 |
-2.70 |
-3.5% |
78.43 |
| Low |
76.91 |
74.21 |
-2.70 |
-3.5% |
75.25 |
| Close |
76.91 |
74.21 |
-2.70 |
-3.5% |
76.91 |
| Range |
|
|
|
|
|
| ATR |
0.96 |
1.09 |
0.12 |
12.8% |
0.00 |
| Volume |
3,618 |
2,996 |
-622 |
-17.2% |
9,624 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.21 |
74.21 |
74.21 |
|
| R3 |
74.21 |
74.21 |
74.21 |
|
| R2 |
74.21 |
74.21 |
74.21 |
|
| R1 |
74.21 |
74.21 |
74.21 |
74.21 |
| PP |
74.21 |
74.21 |
74.21 |
74.21 |
| S1 |
74.21 |
74.21 |
74.21 |
74.21 |
| S2 |
74.21 |
74.21 |
74.21 |
|
| S3 |
74.21 |
74.21 |
74.21 |
|
| S4 |
74.21 |
74.21 |
74.21 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.40 |
84.84 |
78.66 |
|
| R3 |
83.22 |
81.66 |
77.78 |
|
| R2 |
80.04 |
80.04 |
77.49 |
|
| R1 |
78.48 |
78.48 |
77.20 |
77.67 |
| PP |
76.86 |
76.86 |
76.86 |
76.46 |
| S1 |
75.30 |
75.30 |
76.62 |
74.49 |
| S2 |
73.68 |
73.68 |
76.33 |
|
| S3 |
70.50 |
72.12 |
76.04 |
|
| S4 |
67.32 |
68.94 |
75.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.21 |
|
2.618 |
74.21 |
|
1.618 |
74.21 |
|
1.000 |
74.21 |
|
0.618 |
74.21 |
|
HIGH |
74.21 |
|
0.618 |
74.21 |
|
0.500 |
74.21 |
|
0.382 |
74.21 |
|
LOW |
74.21 |
|
0.618 |
74.21 |
|
1.000 |
74.21 |
|
1.618 |
74.21 |
|
2.618 |
74.21 |
|
4.250 |
74.21 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.21 |
75.56 |
| PP |
74.21 |
75.11 |
| S1 |
74.21 |
74.66 |
|