NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
76.00 |
77.10 |
1.10 |
1.4% |
74.21 |
| High |
76.00 |
77.10 |
1.10 |
1.4% |
76.29 |
| Low |
75.90 |
76.98 |
1.08 |
1.4% |
73.92 |
| Close |
76.70 |
77.07 |
0.37 |
0.5% |
73.97 |
| Range |
0.10 |
0.12 |
0.02 |
20.0% |
2.37 |
| ATR |
1.02 |
0.97 |
-0.04 |
-4.3% |
0.00 |
| Volume |
1,917 |
1,149 |
-768 |
-40.1% |
5,526 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.41 |
77.36 |
77.14 |
|
| R3 |
77.29 |
77.24 |
77.10 |
|
| R2 |
77.17 |
77.17 |
77.09 |
|
| R1 |
77.12 |
77.12 |
77.08 |
77.09 |
| PP |
77.05 |
77.05 |
77.05 |
77.03 |
| S1 |
77.00 |
77.00 |
77.06 |
76.97 |
| S2 |
76.93 |
76.93 |
77.05 |
|
| S3 |
76.81 |
76.88 |
77.04 |
|
| S4 |
76.69 |
76.76 |
77.00 |
|
|
| 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 |
77.61 |
|
2.618 |
77.41 |
|
1.618 |
77.29 |
|
1.000 |
77.22 |
|
0.618 |
77.17 |
|
HIGH |
77.10 |
|
0.618 |
77.05 |
|
0.500 |
77.04 |
|
0.382 |
77.03 |
|
LOW |
76.98 |
|
0.618 |
76.91 |
|
1.000 |
76.86 |
|
1.618 |
76.79 |
|
2.618 |
76.67 |
|
4.250 |
76.47 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.06 |
76.50 |
| PP |
77.05 |
75.93 |
| S1 |
77.04 |
75.36 |
|