NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
74.92 |
71.58 |
-3.34 |
-4.5% |
78.43 |
High |
74.92 |
72.15 |
-2.77 |
-3.7% |
78.43 |
Low |
72.50 |
71.57 |
-0.93 |
-1.3% |
75.25 |
Close |
72.51 |
72.15 |
-0.36 |
-0.5% |
76.91 |
Range |
2.42 |
0.58 |
-1.84 |
-76.0% |
3.18 |
ATR |
1.18 |
1.17 |
-0.02 |
-1.5% |
0.00 |
Volume |
960 |
2,856 |
1,896 |
197.5% |
9,624 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.70 |
73.50 |
72.47 |
|
R3 |
73.12 |
72.92 |
72.31 |
|
R2 |
72.54 |
72.54 |
72.26 |
|
R1 |
72.34 |
72.34 |
72.20 |
72.44 |
PP |
71.96 |
71.96 |
71.96 |
72.01 |
S1 |
71.76 |
71.76 |
72.10 |
71.86 |
S2 |
71.38 |
71.38 |
72.04 |
|
S3 |
70.80 |
71.18 |
71.99 |
|
S4 |
70.22 |
70.60 |
71.83 |
|
|
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 |
74.62 |
2.618 |
73.67 |
1.618 |
73.09 |
1.000 |
72.73 |
0.618 |
72.51 |
HIGH |
72.15 |
0.618 |
71.93 |
0.500 |
71.86 |
0.382 |
71.79 |
LOW |
71.57 |
0.618 |
71.21 |
1.000 |
70.99 |
1.618 |
70.63 |
2.618 |
70.05 |
4.250 |
69.11 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.05 |
73.25 |
PP |
71.96 |
72.88 |
S1 |
71.86 |
72.52 |
|