NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 28-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
71.22 |
71.41 |
0.19 |
0.3% |
74.90 |
High |
71.22 |
71.41 |
0.19 |
0.3% |
75.60 |
Low |
70.69 |
71.41 |
0.72 |
1.0% |
70.69 |
Close |
70.73 |
71.37 |
0.64 |
0.9% |
70.73 |
Range |
0.53 |
0.00 |
-0.53 |
-100.0% |
4.91 |
ATR |
1.27 |
1.23 |
-0.04 |
-3.3% |
0.00 |
Volume |
2,128 |
1,182 |
-946 |
-44.5% |
9,792 |
|
Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.40 |
71.38 |
71.37 |
|
R3 |
71.40 |
71.38 |
71.37 |
|
R2 |
71.40 |
71.40 |
71.37 |
|
R1 |
71.38 |
71.38 |
71.37 |
71.39 |
PP |
71.40 |
71.40 |
71.40 |
71.40 |
S1 |
71.38 |
71.38 |
71.37 |
71.39 |
S2 |
71.40 |
71.40 |
71.37 |
|
S3 |
71.40 |
71.38 |
71.37 |
|
S4 |
71.40 |
71.38 |
71.37 |
|
|
Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.07 |
83.81 |
73.43 |
|
R3 |
82.16 |
78.90 |
72.08 |
|
R2 |
77.25 |
77.25 |
71.63 |
|
R1 |
73.99 |
73.99 |
71.18 |
73.17 |
PP |
72.34 |
72.34 |
72.34 |
71.93 |
S1 |
69.08 |
69.08 |
70.28 |
68.26 |
S2 |
67.43 |
67.43 |
69.83 |
|
S3 |
62.52 |
64.17 |
69.38 |
|
S4 |
57.61 |
59.26 |
68.03 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.41 |
2.618 |
71.41 |
1.618 |
71.41 |
1.000 |
71.41 |
0.618 |
71.41 |
HIGH |
71.41 |
0.618 |
71.41 |
0.500 |
71.41 |
0.382 |
71.41 |
LOW |
71.41 |
0.618 |
71.41 |
1.000 |
71.41 |
1.618 |
71.41 |
2.618 |
71.41 |
4.250 |
71.41 |
|
|
Fisher Pivots for day following 28-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
71.41 |
71.28 |
PP |
71.40 |
71.19 |
S1 |
71.38 |
71.10 |
|