NYMEX Light Sweet Crude Oil Future June 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 |
72.64 |
72.31 |
-0.33 |
-0.5% |
75.48 |
High |
73.10 |
72.53 |
-0.57 |
-0.8% |
75.78 |
Low |
72.20 |
71.32 |
-0.88 |
-1.2% |
71.32 |
Close |
72.24 |
72.06 |
-0.18 |
-0.2% |
72.06 |
Range |
0.90 |
1.21 |
0.31 |
34.4% |
4.46 |
ATR |
1.92 |
1.87 |
-0.05 |
-2.7% |
0.00 |
Volume |
16,607 |
9,525 |
-7,082 |
-42.6% |
47,033 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.60 |
75.04 |
72.73 |
|
R3 |
74.39 |
73.83 |
72.39 |
|
R2 |
73.18 |
73.18 |
72.28 |
|
R1 |
72.62 |
72.62 |
72.17 |
72.30 |
PP |
71.97 |
71.97 |
71.97 |
71.81 |
S1 |
71.41 |
71.41 |
71.95 |
71.09 |
S2 |
70.76 |
70.76 |
71.84 |
|
S3 |
69.55 |
70.20 |
71.73 |
|
S4 |
68.34 |
68.99 |
71.39 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.43 |
83.71 |
74.51 |
|
R3 |
81.97 |
79.25 |
73.29 |
|
R2 |
77.51 |
77.51 |
72.88 |
|
R1 |
74.79 |
74.79 |
72.47 |
73.92 |
PP |
73.05 |
73.05 |
73.05 |
72.62 |
S1 |
70.33 |
70.33 |
71.65 |
69.46 |
S2 |
68.59 |
68.59 |
71.24 |
|
S3 |
64.13 |
65.87 |
70.83 |
|
S4 |
59.67 |
61.41 |
69.61 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.67 |
2.618 |
75.70 |
1.618 |
74.49 |
1.000 |
73.74 |
0.618 |
73.28 |
HIGH |
72.53 |
0.618 |
72.07 |
0.500 |
71.93 |
0.382 |
71.78 |
LOW |
71.32 |
0.618 |
70.57 |
1.000 |
70.11 |
1.618 |
69.36 |
2.618 |
68.15 |
4.250 |
66.18 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.02 |
72.41 |
PP |
71.97 |
72.29 |
S1 |
71.93 |
72.18 |
|