NYMEX Light Sweet Crude Oil Future July 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 |
75.21 |
73.21 |
-2.00 |
-2.7% |
79.42 |
High |
76.08 |
73.39 |
-2.69 |
-3.5% |
79.47 |
Low |
73.47 |
72.34 |
-1.13 |
-1.5% |
76.04 |
Close |
73.47 |
73.03 |
-0.44 |
-0.6% |
77.72 |
Range |
2.61 |
1.05 |
-1.56 |
-59.8% |
3.43 |
ATR |
1.87 |
1.82 |
-0.05 |
-2.8% |
0.00 |
Volume |
2,773 |
955 |
-1,818 |
-65.6% |
9,454 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.07 |
75.60 |
73.61 |
|
R3 |
75.02 |
74.55 |
73.32 |
|
R2 |
73.97 |
73.97 |
73.22 |
|
R1 |
73.50 |
73.50 |
73.13 |
73.21 |
PP |
72.92 |
72.92 |
72.92 |
72.78 |
S1 |
72.45 |
72.45 |
72.93 |
72.16 |
S2 |
71.87 |
71.87 |
72.84 |
|
S3 |
70.82 |
71.40 |
72.74 |
|
S4 |
69.77 |
70.35 |
72.45 |
|
|
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 |
77.85 |
2.618 |
76.14 |
1.618 |
75.09 |
1.000 |
74.44 |
0.618 |
74.04 |
HIGH |
73.39 |
0.618 |
72.99 |
0.500 |
72.87 |
0.382 |
72.74 |
LOW |
72.34 |
0.618 |
71.69 |
1.000 |
71.29 |
1.618 |
70.64 |
2.618 |
69.59 |
4.250 |
67.88 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
72.98 |
74.21 |
PP |
72.92 |
73.82 |
S1 |
72.87 |
73.42 |
|