NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
75.60 |
75.49 |
-0.11 |
-0.1% |
76.49 |
| High |
76.33 |
77.09 |
0.76 |
1.0% |
76.72 |
| Low |
74.24 |
75.10 |
0.86 |
1.2% |
73.08 |
| Close |
75.85 |
76.37 |
0.52 |
0.7% |
75.97 |
| Range |
2.09 |
1.99 |
-0.10 |
-4.8% |
3.64 |
| ATR |
2.05 |
2.04 |
0.00 |
-0.2% |
0.00 |
| Volume |
143,855 |
175,607 |
31,752 |
22.1% |
858,668 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.16 |
81.25 |
77.46 |
|
| R3 |
80.17 |
79.26 |
76.92 |
|
| R2 |
78.18 |
78.18 |
76.73 |
|
| R1 |
77.27 |
77.27 |
76.55 |
77.73 |
| PP |
76.19 |
76.19 |
76.19 |
76.41 |
| S1 |
75.28 |
75.28 |
76.19 |
75.74 |
| S2 |
74.20 |
74.20 |
76.01 |
|
| S3 |
72.21 |
73.29 |
75.82 |
|
| S4 |
70.22 |
71.30 |
75.28 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.18 |
84.71 |
77.97 |
|
| R3 |
82.54 |
81.07 |
76.97 |
|
| R2 |
78.90 |
78.90 |
76.64 |
|
| R1 |
77.43 |
77.43 |
76.30 |
76.35 |
| PP |
75.26 |
75.26 |
75.26 |
74.71 |
| S1 |
73.79 |
73.79 |
75.64 |
72.71 |
| S2 |
71.62 |
71.62 |
75.30 |
|
| S3 |
67.98 |
70.15 |
74.97 |
|
| S4 |
64.34 |
66.51 |
73.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.09 |
73.31 |
3.78 |
4.9% |
2.14 |
2.8% |
81% |
True |
False |
171,321 |
| 10 |
77.09 |
71.49 |
5.60 |
7.3% |
2.18 |
2.8% |
87% |
True |
False |
150,541 |
| 20 |
81.44 |
71.49 |
9.95 |
13.0% |
2.02 |
2.6% |
49% |
False |
False |
109,542 |
| 40 |
83.91 |
71.49 |
12.42 |
16.3% |
1.98 |
2.6% |
39% |
False |
False |
69,082 |
| 60 |
83.91 |
71.49 |
12.42 |
16.3% |
1.99 |
2.6% |
39% |
False |
False |
50,384 |
| 80 |
83.91 |
70.96 |
12.95 |
17.0% |
2.10 |
2.7% |
42% |
False |
False |
41,009 |
| 100 |
93.14 |
70.96 |
22.18 |
29.0% |
2.05 |
2.7% |
24% |
False |
False |
35,269 |
| 120 |
93.14 |
70.96 |
22.18 |
29.0% |
1.91 |
2.5% |
24% |
False |
False |
30,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.55 |
|
2.618 |
82.30 |
|
1.618 |
80.31 |
|
1.000 |
79.08 |
|
0.618 |
78.32 |
|
HIGH |
77.09 |
|
0.618 |
76.33 |
|
0.500 |
76.10 |
|
0.382 |
75.86 |
|
LOW |
75.10 |
|
0.618 |
73.87 |
|
1.000 |
73.11 |
|
1.618 |
71.88 |
|
2.618 |
69.89 |
|
4.250 |
66.64 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.28 |
76.14 |
| PP |
76.19 |
75.90 |
| S1 |
76.10 |
75.67 |
|