NYMEX Light Sweet Crude Oil Future June 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 |
72.92 |
72.64 |
-0.28 |
-0.4% |
79.00 |
High |
73.50 |
73.10 |
-0.40 |
-0.5% |
79.21 |
Low |
72.00 |
72.20 |
0.20 |
0.3% |
75.32 |
Close |
72.64 |
72.24 |
-0.40 |
-0.6% |
77.36 |
Range |
1.50 |
0.90 |
-0.60 |
-40.0% |
3.89 |
ATR |
2.00 |
1.92 |
-0.08 |
-3.9% |
0.00 |
Volume |
6,222 |
16,607 |
10,385 |
166.9% |
34,064 |
|
Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.21 |
74.63 |
72.74 |
|
R3 |
74.31 |
73.73 |
72.49 |
|
R2 |
73.41 |
73.41 |
72.41 |
|
R1 |
72.83 |
72.83 |
72.32 |
72.67 |
PP |
72.51 |
72.51 |
72.51 |
72.44 |
S1 |
71.93 |
71.93 |
72.16 |
71.77 |
S2 |
71.61 |
71.61 |
72.08 |
|
S3 |
70.71 |
71.03 |
71.99 |
|
S4 |
69.81 |
70.13 |
71.75 |
|
|
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 |
76.93 |
2.618 |
75.46 |
1.618 |
74.56 |
1.000 |
74.00 |
0.618 |
73.66 |
HIGH |
73.10 |
0.618 |
72.76 |
0.500 |
72.65 |
0.382 |
72.54 |
LOW |
72.20 |
0.618 |
71.64 |
1.000 |
71.30 |
1.618 |
70.74 |
2.618 |
69.84 |
4.250 |
68.38 |
|
|
Fisher Pivots for day following 03-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.65 |
73.89 |
PP |
72.51 |
73.34 |
S1 |
72.38 |
72.79 |
|