NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
71.93 |
74.64 |
2.71 |
3.8% |
74.90 |
| High |
74.73 |
74.79 |
0.06 |
0.1% |
75.60 |
| Low |
71.93 |
73.82 |
1.89 |
2.6% |
70.69 |
| Close |
74.64 |
74.79 |
0.15 |
0.2% |
70.73 |
| Range |
2.80 |
0.97 |
-1.83 |
-65.4% |
4.91 |
| ATR |
1.31 |
1.28 |
-0.02 |
-1.8% |
0.00 |
| Volume |
1,236 |
1,682 |
446 |
36.1% |
9,792 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.38 |
77.05 |
75.32 |
|
| R3 |
76.41 |
76.08 |
75.06 |
|
| R2 |
75.44 |
75.44 |
74.97 |
|
| R1 |
75.11 |
75.11 |
74.88 |
75.28 |
| PP |
74.47 |
74.47 |
74.47 |
74.55 |
| S1 |
74.14 |
74.14 |
74.70 |
74.31 |
| S2 |
73.50 |
73.50 |
74.61 |
|
| S3 |
72.53 |
73.17 |
74.52 |
|
| S4 |
71.56 |
72.20 |
74.26 |
|
|
| 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 |
78.91 |
|
2.618 |
77.33 |
|
1.618 |
76.36 |
|
1.000 |
75.76 |
|
0.618 |
75.39 |
|
HIGH |
74.79 |
|
0.618 |
74.42 |
|
0.500 |
74.31 |
|
0.382 |
74.19 |
|
LOW |
73.82 |
|
0.618 |
73.22 |
|
1.000 |
72.85 |
|
1.618 |
72.25 |
|
2.618 |
71.28 |
|
4.250 |
69.70 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.63 |
74.21 |
| PP |
74.47 |
73.62 |
| S1 |
74.31 |
73.04 |
|