NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 03-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
71.58 |
72.40 |
0.82 |
1.1% |
78.43 |
High |
72.15 |
72.42 |
0.27 |
0.4% |
78.43 |
Low |
71.57 |
71.78 |
0.21 |
0.3% |
75.25 |
Close |
72.15 |
71.78 |
-0.37 |
-0.5% |
76.91 |
Range |
0.58 |
0.64 |
0.06 |
10.3% |
3.18 |
ATR |
1.17 |
1.13 |
-0.04 |
-3.2% |
0.00 |
Volume |
2,856 |
3,667 |
811 |
28.4% |
9,624 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.91 |
73.49 |
72.13 |
|
R3 |
73.27 |
72.85 |
71.96 |
|
R2 |
72.63 |
72.63 |
71.90 |
|
R1 |
72.21 |
72.21 |
71.84 |
72.10 |
PP |
71.99 |
71.99 |
71.99 |
71.94 |
S1 |
71.57 |
71.57 |
71.72 |
71.46 |
S2 |
71.35 |
71.35 |
71.66 |
|
S3 |
70.71 |
70.93 |
71.60 |
|
S4 |
70.07 |
70.29 |
71.43 |
|
|
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 |
75.14 |
2.618 |
74.10 |
1.618 |
73.46 |
1.000 |
73.06 |
0.618 |
72.82 |
HIGH |
72.42 |
0.618 |
72.18 |
0.500 |
72.10 |
0.382 |
72.02 |
LOW |
71.78 |
0.618 |
71.38 |
1.000 |
71.14 |
1.618 |
70.74 |
2.618 |
70.10 |
4.250 |
69.06 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.10 |
73.25 |
PP |
71.99 |
72.76 |
S1 |
71.89 |
72.27 |
|