NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
75.70 |
75.00 |
-0.70 |
-0.9% |
75.41 |
| High |
76.29 |
76.00 |
-0.29 |
-0.4% |
75.41 |
| Low |
75.69 |
75.00 |
-0.69 |
-0.9% |
72.55 |
| Close |
75.30 |
75.82 |
0.52 |
0.7% |
72.73 |
| Range |
0.60 |
1.00 |
0.40 |
66.7% |
2.86 |
| ATR |
|
|
|
|
|
| Volume |
761 |
2,725 |
1,964 |
258.1% |
6,863 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.61 |
78.21 |
76.37 |
|
| R3 |
77.61 |
77.21 |
76.10 |
|
| R2 |
76.61 |
76.61 |
76.00 |
|
| R1 |
76.21 |
76.21 |
75.91 |
76.41 |
| PP |
75.61 |
75.61 |
75.61 |
75.71 |
| S1 |
75.21 |
75.21 |
75.73 |
75.41 |
| S2 |
74.61 |
74.61 |
75.64 |
|
| S3 |
73.61 |
74.21 |
75.55 |
|
| S4 |
72.61 |
73.21 |
75.27 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.14 |
80.30 |
74.30 |
|
| R3 |
79.28 |
77.44 |
73.52 |
|
| R2 |
76.42 |
76.42 |
73.25 |
|
| R1 |
74.58 |
74.58 |
72.99 |
74.07 |
| PP |
73.56 |
73.56 |
73.56 |
73.31 |
| S1 |
71.72 |
71.72 |
72.47 |
71.21 |
| S2 |
70.70 |
70.70 |
72.21 |
|
| S3 |
67.84 |
68.86 |
71.94 |
|
| S4 |
64.98 |
66.00 |
71.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.25 |
|
2.618 |
78.62 |
|
1.618 |
77.62 |
|
1.000 |
77.00 |
|
0.618 |
76.62 |
|
HIGH |
76.00 |
|
0.618 |
75.62 |
|
0.500 |
75.50 |
|
0.382 |
75.38 |
|
LOW |
75.00 |
|
0.618 |
74.38 |
|
1.000 |
74.00 |
|
1.618 |
73.38 |
|
2.618 |
72.38 |
|
4.250 |
70.75 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.71 |
75.63 |
| PP |
75.61 |
75.44 |
| S1 |
75.50 |
75.25 |
|