NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
72.20 |
73.12 |
0.92 |
1.3% |
75.55 |
| High |
72.70 |
75.61 |
2.91 |
4.0% |
76.08 |
| Low |
71.82 |
73.12 |
1.30 |
1.8% |
71.82 |
| Close |
72.41 |
74.95 |
2.54 |
3.5% |
72.41 |
| Range |
0.88 |
2.49 |
1.61 |
183.0% |
4.26 |
| ATR |
1.71 |
1.82 |
0.11 |
6.2% |
0.00 |
| Volume |
5,421 |
2,487 |
-2,934 |
-54.1% |
18,316 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.03 |
80.98 |
76.32 |
|
| R3 |
79.54 |
78.49 |
75.63 |
|
| R2 |
77.05 |
77.05 |
75.41 |
|
| R1 |
76.00 |
76.00 |
75.18 |
76.53 |
| PP |
74.56 |
74.56 |
74.56 |
74.82 |
| S1 |
73.51 |
73.51 |
74.72 |
74.04 |
| S2 |
72.07 |
72.07 |
74.49 |
|
| S3 |
69.58 |
71.02 |
74.27 |
|
| S4 |
67.09 |
68.53 |
73.58 |
|
|
| 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 |
86.19 |
|
2.618 |
82.13 |
|
1.618 |
79.64 |
|
1.000 |
78.10 |
|
0.618 |
77.15 |
|
HIGH |
75.61 |
|
0.618 |
74.66 |
|
0.500 |
74.37 |
|
0.382 |
74.07 |
|
LOW |
73.12 |
|
0.618 |
71.58 |
|
1.000 |
70.63 |
|
1.618 |
69.09 |
|
2.618 |
66.60 |
|
4.250 |
62.54 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.76 |
74.54 |
| PP |
74.56 |
74.13 |
| S1 |
74.37 |
73.72 |
|