NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.29 |
71.93 |
0.64 |
0.9% |
74.90 |
| High |
71.29 |
74.73 |
3.44 |
4.8% |
75.60 |
| Low |
71.29 |
71.93 |
0.64 |
0.9% |
70.69 |
| Close |
71.29 |
74.64 |
3.35 |
4.7% |
70.73 |
| Range |
0.00 |
2.80 |
2.80 |
|
4.91 |
| ATR |
1.14 |
1.31 |
0.16 |
14.3% |
0.00 |
| Volume |
320 |
1,236 |
916 |
286.3% |
9,792 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.17 |
81.20 |
76.18 |
|
| R3 |
79.37 |
78.40 |
75.41 |
|
| R2 |
76.57 |
76.57 |
75.15 |
|
| R1 |
75.60 |
75.60 |
74.90 |
76.09 |
| PP |
73.77 |
73.77 |
73.77 |
74.01 |
| S1 |
72.80 |
72.80 |
74.38 |
73.29 |
| S2 |
70.97 |
70.97 |
74.13 |
|
| S3 |
68.17 |
70.00 |
73.87 |
|
| S4 |
65.37 |
67.20 |
73.10 |
|
|
| 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 |
86.63 |
|
2.618 |
82.06 |
|
1.618 |
79.26 |
|
1.000 |
77.53 |
|
0.618 |
76.46 |
|
HIGH |
74.73 |
|
0.618 |
73.66 |
|
0.500 |
73.33 |
|
0.382 |
73.00 |
|
LOW |
71.93 |
|
0.618 |
70.20 |
|
1.000 |
69.13 |
|
1.618 |
67.40 |
|
2.618 |
64.60 |
|
4.250 |
60.03 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.20 |
74.10 |
| PP |
73.77 |
73.55 |
| S1 |
73.33 |
73.01 |
|