NYMEX Light Sweet Crude Oil Future July 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 |
72.84 |
72.20 |
-0.64 |
-0.9% |
75.55 |
| High |
73.73 |
72.70 |
-1.03 |
-1.4% |
76.08 |
| Low |
72.55 |
71.82 |
-0.73 |
-1.0% |
71.82 |
| Close |
72.59 |
72.41 |
-0.18 |
-0.2% |
72.41 |
| Range |
1.18 |
0.88 |
-0.30 |
-25.4% |
4.26 |
| ATR |
1.78 |
1.71 |
-0.06 |
-3.6% |
0.00 |
| Volume |
7,666 |
5,421 |
-2,245 |
-29.3% |
18,316 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.95 |
74.56 |
72.89 |
|
| R3 |
74.07 |
73.68 |
72.65 |
|
| R2 |
73.19 |
73.19 |
72.57 |
|
| R1 |
72.80 |
72.80 |
72.49 |
73.00 |
| PP |
72.31 |
72.31 |
72.31 |
72.41 |
| S1 |
71.92 |
71.92 |
72.33 |
72.12 |
| S2 |
71.43 |
71.43 |
72.25 |
|
| S3 |
70.55 |
71.04 |
72.17 |
|
| S4 |
69.67 |
70.16 |
71.93 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.22 |
83.57 |
74.75 |
|
| R3 |
81.96 |
79.31 |
73.58 |
|
| R2 |
77.70 |
77.70 |
73.19 |
|
| R1 |
75.05 |
75.05 |
72.80 |
74.25 |
| PP |
73.44 |
73.44 |
73.44 |
73.03 |
| S1 |
70.79 |
70.79 |
72.02 |
69.99 |
| S2 |
69.18 |
69.18 |
71.63 |
|
| S3 |
64.92 |
66.53 |
71.24 |
|
| S4 |
60.66 |
62.27 |
70.07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.44 |
|
2.618 |
75.00 |
|
1.618 |
74.12 |
|
1.000 |
73.58 |
|
0.618 |
73.24 |
|
HIGH |
72.70 |
|
0.618 |
72.36 |
|
0.500 |
72.26 |
|
0.382 |
72.16 |
|
LOW |
71.82 |
|
0.618 |
71.28 |
|
1.000 |
70.94 |
|
1.618 |
70.40 |
|
2.618 |
69.52 |
|
4.250 |
68.08 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.36 |
72.78 |
| PP |
72.31 |
72.65 |
| S1 |
72.26 |
72.53 |
|