NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.12 |
75.55 |
-2.57 |
-3.3% |
79.42 |
| High |
78.17 |
75.55 |
-2.62 |
-3.4% |
79.47 |
| Low |
77.72 |
74.42 |
-3.30 |
-4.2% |
76.04 |
| Close |
77.72 |
75.09 |
-2.63 |
-3.4% |
77.72 |
| Range |
0.45 |
1.13 |
0.68 |
151.1% |
3.43 |
| ATR |
1.70 |
1.82 |
0.11 |
6.7% |
0.00 |
| Volume |
1,479 |
1,501 |
22 |
1.5% |
9,454 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.41 |
77.88 |
75.71 |
|
| R3 |
77.28 |
76.75 |
75.40 |
|
| R2 |
76.15 |
76.15 |
75.30 |
|
| R1 |
75.62 |
75.62 |
75.19 |
75.32 |
| PP |
75.02 |
75.02 |
75.02 |
74.87 |
| S1 |
74.49 |
74.49 |
74.99 |
74.19 |
| S2 |
73.89 |
73.89 |
74.88 |
|
| S3 |
72.76 |
73.36 |
74.78 |
|
| S4 |
71.63 |
72.23 |
74.47 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.03 |
86.31 |
79.61 |
|
| R3 |
84.60 |
82.88 |
78.66 |
|
| R2 |
81.17 |
81.17 |
78.35 |
|
| R1 |
79.45 |
79.45 |
78.03 |
78.60 |
| PP |
77.74 |
77.74 |
77.74 |
77.32 |
| S1 |
76.02 |
76.02 |
77.41 |
75.17 |
| S2 |
74.31 |
74.31 |
77.09 |
|
| S3 |
70.88 |
72.59 |
76.78 |
|
| S4 |
67.45 |
69.16 |
75.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.35 |
|
2.618 |
78.51 |
|
1.618 |
77.38 |
|
1.000 |
76.68 |
|
0.618 |
76.25 |
|
HIGH |
75.55 |
|
0.618 |
75.12 |
|
0.500 |
74.99 |
|
0.382 |
74.85 |
|
LOW |
74.42 |
|
0.618 |
73.72 |
|
1.000 |
73.29 |
|
1.618 |
72.59 |
|
2.618 |
71.46 |
|
4.250 |
69.62 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.06 |
76.30 |
| PP |
75.02 |
75.89 |
| S1 |
74.99 |
75.49 |
|