NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
75.00 |
75.00 |
0.00 |
0.0% |
74.21 |
| High |
76.00 |
75.00 |
-1.00 |
-1.3% |
76.29 |
| Low |
75.00 |
73.92 |
-1.08 |
-1.4% |
73.92 |
| Close |
75.82 |
73.97 |
-1.85 |
-2.4% |
73.97 |
| Range |
1.00 |
1.08 |
0.08 |
8.0% |
2.37 |
| ATR |
|
|
|
|
|
| Volume |
2,725 |
1,174 |
-1,551 |
-56.9% |
5,526 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.54 |
76.83 |
74.56 |
|
| R3 |
76.46 |
75.75 |
74.27 |
|
| R2 |
75.38 |
75.38 |
74.17 |
|
| R1 |
74.67 |
74.67 |
74.07 |
74.49 |
| PP |
74.30 |
74.30 |
74.30 |
74.20 |
| S1 |
73.59 |
73.59 |
73.87 |
73.41 |
| S2 |
73.22 |
73.22 |
73.77 |
|
| S3 |
72.14 |
72.51 |
73.67 |
|
| S4 |
71.06 |
71.43 |
73.38 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.84 |
80.27 |
75.27 |
|
| R3 |
79.47 |
77.90 |
74.62 |
|
| R2 |
77.10 |
77.10 |
74.40 |
|
| R1 |
75.53 |
75.53 |
74.19 |
75.13 |
| PP |
74.73 |
74.73 |
74.73 |
74.53 |
| S1 |
73.16 |
73.16 |
73.75 |
72.76 |
| S2 |
72.36 |
72.36 |
73.54 |
|
| S3 |
69.99 |
70.79 |
73.32 |
|
| S4 |
67.62 |
68.42 |
72.67 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.59 |
|
2.618 |
77.83 |
|
1.618 |
76.75 |
|
1.000 |
76.08 |
|
0.618 |
75.67 |
|
HIGH |
75.00 |
|
0.618 |
74.59 |
|
0.500 |
74.46 |
|
0.382 |
74.33 |
|
LOW |
73.92 |
|
0.618 |
73.25 |
|
1.000 |
72.84 |
|
1.618 |
72.17 |
|
2.618 |
71.09 |
|
4.250 |
69.33 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.46 |
75.11 |
| PP |
74.30 |
74.73 |
| S1 |
74.13 |
74.35 |
|