NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
72.40 |
71.71 |
-0.69 |
-1.0% |
74.21 |
High |
72.42 |
71.71 |
-0.71 |
-1.0% |
74.92 |
Low |
71.78 |
71.49 |
-0.29 |
-0.4% |
71.49 |
Close |
71.78 |
71.61 |
-0.17 |
-0.2% |
71.61 |
Range |
0.64 |
0.22 |
-0.42 |
-65.6% |
3.43 |
ATR |
1.13 |
1.07 |
-0.06 |
-5.3% |
0.00 |
Volume |
3,667 |
1,191 |
-2,476 |
-67.5% |
11,670 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.26 |
72.16 |
71.73 |
|
R3 |
72.04 |
71.94 |
71.67 |
|
R2 |
71.82 |
71.82 |
71.65 |
|
R1 |
71.72 |
71.72 |
71.63 |
71.66 |
PP |
71.60 |
71.60 |
71.60 |
71.58 |
S1 |
71.50 |
71.50 |
71.59 |
71.44 |
S2 |
71.38 |
71.38 |
71.57 |
|
S3 |
71.16 |
71.28 |
71.55 |
|
S4 |
70.94 |
71.06 |
71.49 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.96 |
80.72 |
73.50 |
|
R3 |
79.53 |
77.29 |
72.55 |
|
R2 |
76.10 |
76.10 |
72.24 |
|
R1 |
73.86 |
73.86 |
71.92 |
73.27 |
PP |
72.67 |
72.67 |
72.67 |
72.38 |
S1 |
70.43 |
70.43 |
71.30 |
69.84 |
S2 |
69.24 |
69.24 |
70.98 |
|
S3 |
65.81 |
67.00 |
70.67 |
|
S4 |
62.38 |
63.57 |
69.72 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.65 |
2.618 |
72.29 |
1.618 |
72.07 |
1.000 |
71.93 |
0.618 |
71.85 |
HIGH |
71.71 |
0.618 |
71.63 |
0.500 |
71.60 |
0.382 |
71.57 |
LOW |
71.49 |
0.618 |
71.35 |
1.000 |
71.27 |
1.618 |
71.13 |
2.618 |
70.91 |
4.250 |
70.56 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
71.61 |
71.96 |
PP |
71.60 |
71.84 |
S1 |
71.60 |
71.73 |
|