NYMEX Light Sweet Crude Oil Future June 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 |
75.00 |
72.92 |
-2.08 |
-2.8% |
79.00 |
High |
75.78 |
73.50 |
-2.28 |
-3.0% |
79.21 |
Low |
72.96 |
72.00 |
-0.96 |
-1.3% |
75.32 |
Close |
73.05 |
72.64 |
-0.41 |
-0.6% |
77.36 |
Range |
2.82 |
1.50 |
-1.32 |
-46.8% |
3.89 |
ATR |
2.04 |
2.00 |
-0.04 |
-1.9% |
0.00 |
Volume |
5,876 |
6,222 |
346 |
5.9% |
34,064 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.21 |
76.43 |
73.47 |
|
R3 |
75.71 |
74.93 |
73.05 |
|
R2 |
74.21 |
74.21 |
72.92 |
|
R1 |
73.43 |
73.43 |
72.78 |
73.07 |
PP |
72.71 |
72.71 |
72.71 |
72.54 |
S1 |
71.93 |
71.93 |
72.50 |
71.57 |
S2 |
71.21 |
71.21 |
72.37 |
|
S3 |
69.71 |
70.43 |
72.23 |
|
S4 |
68.21 |
68.93 |
71.82 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.97 |
87.05 |
79.50 |
|
R3 |
85.08 |
83.16 |
78.43 |
|
R2 |
81.19 |
81.19 |
78.07 |
|
R1 |
79.27 |
79.27 |
77.72 |
78.29 |
PP |
77.30 |
77.30 |
77.30 |
76.80 |
S1 |
75.38 |
75.38 |
77.00 |
74.40 |
S2 |
73.41 |
73.41 |
76.65 |
|
S3 |
69.52 |
71.49 |
76.29 |
|
S4 |
65.63 |
67.60 |
75.22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.88 |
2.618 |
77.43 |
1.618 |
75.93 |
1.000 |
75.00 |
0.618 |
74.43 |
HIGH |
73.50 |
0.618 |
72.93 |
0.500 |
72.75 |
0.382 |
72.57 |
LOW |
72.00 |
0.618 |
71.07 |
1.000 |
70.50 |
1.618 |
69.57 |
2.618 |
68.07 |
4.250 |
65.63 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.75 |
73.89 |
PP |
72.71 |
73.47 |
S1 |
72.68 |
73.06 |
|