NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
75.00 |
74.04 |
-0.96 |
-1.3% |
74.21 |
| High |
75.00 |
74.04 |
-0.96 |
-1.3% |
76.29 |
| Low |
73.92 |
73.96 |
0.04 |
0.1% |
73.92 |
| Close |
73.97 |
74.02 |
0.05 |
0.1% |
73.97 |
| Range |
1.08 |
0.08 |
-1.00 |
-92.6% |
2.37 |
| ATR |
0.00 |
0.98 |
0.98 |
|
0.00 |
| Volume |
1,174 |
1,115 |
-59 |
-5.0% |
5,526 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.25 |
74.21 |
74.06 |
|
| R3 |
74.17 |
74.13 |
74.04 |
|
| R2 |
74.09 |
74.09 |
74.03 |
|
| R1 |
74.05 |
74.05 |
74.03 |
74.03 |
| PP |
74.01 |
74.01 |
74.01 |
74.00 |
| S1 |
73.97 |
73.97 |
74.01 |
73.95 |
| S2 |
73.93 |
73.93 |
74.01 |
|
| S3 |
73.85 |
73.89 |
74.00 |
|
| S4 |
73.77 |
73.81 |
73.98 |
|
|
| 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 |
74.38 |
|
2.618 |
74.25 |
|
1.618 |
74.17 |
|
1.000 |
74.12 |
|
0.618 |
74.09 |
|
HIGH |
74.04 |
|
0.618 |
74.01 |
|
0.500 |
74.00 |
|
0.382 |
73.99 |
|
LOW |
73.96 |
|
0.618 |
73.91 |
|
1.000 |
73.88 |
|
1.618 |
73.83 |
|
2.618 |
73.75 |
|
4.250 |
73.62 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.01 |
74.96 |
| PP |
74.01 |
74.65 |
| S1 |
74.00 |
74.33 |
|