NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
74.27 |
76.00 |
1.73 |
2.3% |
74.21 |
| High |
75.58 |
76.00 |
0.42 |
0.6% |
76.29 |
| Low |
73.62 |
75.90 |
2.28 |
3.1% |
73.92 |
| Close |
75.43 |
76.70 |
1.27 |
1.7% |
73.97 |
| Range |
1.96 |
0.10 |
-1.86 |
-94.9% |
2.37 |
| ATR |
1.05 |
1.02 |
-0.03 |
-3.3% |
0.00 |
| Volume |
1,350 |
1,917 |
567 |
42.0% |
5,526 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.50 |
76.70 |
76.76 |
|
| R3 |
76.40 |
76.60 |
76.73 |
|
| R2 |
76.30 |
76.30 |
76.72 |
|
| R1 |
76.50 |
76.50 |
76.71 |
76.40 |
| PP |
76.20 |
76.20 |
76.20 |
76.15 |
| S1 |
76.40 |
76.40 |
76.69 |
76.30 |
| S2 |
76.10 |
76.10 |
76.68 |
|
| S3 |
76.00 |
76.30 |
76.67 |
|
| S4 |
75.90 |
76.20 |
76.65 |
|
|
| 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 |
76.43 |
|
2.618 |
76.26 |
|
1.618 |
76.16 |
|
1.000 |
76.10 |
|
0.618 |
76.06 |
|
HIGH |
76.00 |
|
0.618 |
75.96 |
|
0.500 |
75.95 |
|
0.382 |
75.94 |
|
LOW |
75.90 |
|
0.618 |
75.84 |
|
1.000 |
75.80 |
|
1.618 |
75.74 |
|
2.618 |
75.64 |
|
4.250 |
75.48 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.45 |
76.07 |
| PP |
76.20 |
75.44 |
| S1 |
75.95 |
74.81 |
|