NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
73.91 |
74.93 |
1.02 |
1.4% |
75.50 |
| High |
75.14 |
75.44 |
0.30 |
0.4% |
75.58 |
| Low |
73.11 |
73.20 |
0.09 |
0.1% |
71.53 |
| Close |
75.02 |
74.60 |
-0.42 |
-0.6% |
74.60 |
| Range |
2.03 |
2.24 |
0.21 |
10.3% |
4.05 |
| ATR |
2.14 |
2.15 |
0.01 |
0.3% |
0.00 |
| Volume |
319,284 |
361,247 |
41,963 |
13.1% |
1,740,142 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.13 |
80.11 |
75.83 |
|
| R3 |
78.89 |
77.87 |
75.22 |
|
| R2 |
76.65 |
76.65 |
75.01 |
|
| R1 |
75.63 |
75.63 |
74.81 |
75.02 |
| PP |
74.41 |
74.41 |
74.41 |
74.11 |
| S1 |
73.39 |
73.39 |
74.39 |
72.78 |
| S2 |
72.17 |
72.17 |
74.19 |
|
| S3 |
69.93 |
71.15 |
73.98 |
|
| S4 |
67.69 |
68.91 |
73.37 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.05 |
84.38 |
76.83 |
|
| R3 |
82.00 |
80.33 |
75.71 |
|
| R2 |
77.95 |
77.95 |
75.34 |
|
| R1 |
76.28 |
76.28 |
74.97 |
75.09 |
| PP |
73.90 |
73.90 |
73.90 |
73.31 |
| S1 |
72.23 |
72.23 |
74.23 |
71.04 |
| S2 |
69.85 |
69.85 |
73.86 |
|
| S3 |
65.80 |
68.18 |
73.49 |
|
| S4 |
61.75 |
64.13 |
72.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.58 |
71.53 |
4.05 |
5.4% |
2.37 |
3.2% |
76% |
False |
False |
348,028 |
| 10 |
75.59 |
70.76 |
4.83 |
6.5% |
2.25 |
3.0% |
80% |
False |
False |
343,491 |
| 20 |
82.22 |
70.76 |
11.46 |
15.4% |
2.08 |
2.8% |
34% |
False |
False |
260,666 |
| 40 |
83.40 |
70.76 |
12.64 |
16.9% |
2.07 |
2.8% |
30% |
False |
False |
159,849 |
| 60 |
83.40 |
70.76 |
12.64 |
16.9% |
2.08 |
2.8% |
30% |
False |
False |
115,215 |
| 80 |
85.35 |
70.35 |
15.00 |
20.1% |
2.22 |
3.0% |
28% |
False |
False |
91,474 |
| 100 |
92.75 |
70.35 |
22.40 |
30.0% |
2.18 |
2.9% |
19% |
False |
False |
76,466 |
| 120 |
92.75 |
70.35 |
22.40 |
30.0% |
2.01 |
2.7% |
19% |
False |
False |
65,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.96 |
|
2.618 |
81.30 |
|
1.618 |
79.06 |
|
1.000 |
77.68 |
|
0.618 |
76.82 |
|
HIGH |
75.44 |
|
0.618 |
74.58 |
|
0.500 |
74.32 |
|
0.382 |
74.06 |
|
LOW |
73.20 |
|
0.618 |
71.82 |
|
1.000 |
70.96 |
|
1.618 |
69.58 |
|
2.618 |
67.34 |
|
4.250 |
63.68 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.51 |
74.25 |
| PP |
74.41 |
73.90 |
| S1 |
74.32 |
73.56 |
|