NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
74.04 |
74.27 |
0.23 |
0.3% |
74.21 |
| High |
74.04 |
75.58 |
1.54 |
2.1% |
76.29 |
| Low |
73.96 |
73.62 |
-0.34 |
-0.5% |
73.92 |
| Close |
74.02 |
75.43 |
1.41 |
1.9% |
73.97 |
| Range |
0.08 |
1.96 |
1.88 |
2,350.0% |
2.37 |
| ATR |
0.98 |
1.05 |
0.07 |
7.1% |
0.00 |
| Volume |
1,115 |
1,350 |
235 |
21.1% |
5,526 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.76 |
80.05 |
76.51 |
|
| R3 |
78.80 |
78.09 |
75.97 |
|
| R2 |
76.84 |
76.84 |
75.79 |
|
| R1 |
76.13 |
76.13 |
75.61 |
76.49 |
| PP |
74.88 |
74.88 |
74.88 |
75.05 |
| S1 |
74.17 |
74.17 |
75.25 |
74.53 |
| S2 |
72.92 |
72.92 |
75.07 |
|
| S3 |
70.96 |
72.21 |
74.89 |
|
| S4 |
69.00 |
70.25 |
74.35 |
|
|
| 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 |
83.91 |
|
2.618 |
80.71 |
|
1.618 |
78.75 |
|
1.000 |
77.54 |
|
0.618 |
76.79 |
|
HIGH |
75.58 |
|
0.618 |
74.83 |
|
0.500 |
74.60 |
|
0.382 |
74.37 |
|
LOW |
73.62 |
|
0.618 |
72.41 |
|
1.000 |
71.66 |
|
1.618 |
70.45 |
|
2.618 |
68.49 |
|
4.250 |
65.29 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.15 |
75.15 |
| PP |
74.88 |
74.88 |
| S1 |
74.60 |
74.60 |
|