NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
75.49 |
76.50 |
1.01 |
1.3% |
76.49 |
| High |
77.09 |
77.45 |
0.36 |
0.5% |
76.72 |
| Low |
75.10 |
75.45 |
0.35 |
0.5% |
73.08 |
| Close |
76.37 |
75.79 |
-0.58 |
-0.8% |
75.97 |
| Range |
1.99 |
2.00 |
0.01 |
0.5% |
3.64 |
| ATR |
2.04 |
2.04 |
0.00 |
-0.2% |
0.00 |
| Volume |
175,607 |
174,429 |
-1,178 |
-0.7% |
858,668 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.23 |
81.01 |
76.89 |
|
| R3 |
80.23 |
79.01 |
76.34 |
|
| R2 |
78.23 |
78.23 |
76.16 |
|
| R1 |
77.01 |
77.01 |
75.97 |
76.62 |
| PP |
76.23 |
76.23 |
76.23 |
76.04 |
| S1 |
75.01 |
75.01 |
75.61 |
74.62 |
| S2 |
74.23 |
74.23 |
75.42 |
|
| S3 |
72.23 |
73.01 |
75.24 |
|
| S4 |
70.23 |
71.01 |
74.69 |
|
|
| 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 |
77.45 |
74.24 |
3.21 |
4.2% |
2.03 |
2.7% |
48% |
True |
False |
170,054 |
| 10 |
77.45 |
73.08 |
4.37 |
5.8% |
2.17 |
2.9% |
62% |
True |
False |
157,633 |
| 20 |
79.05 |
71.49 |
7.56 |
10.0% |
1.98 |
2.6% |
57% |
False |
False |
115,001 |
| 40 |
83.91 |
71.49 |
12.42 |
16.4% |
1.99 |
2.6% |
35% |
False |
False |
72,999 |
| 60 |
83.91 |
71.49 |
12.42 |
16.4% |
1.99 |
2.6% |
35% |
False |
False |
53,085 |
| 80 |
83.91 |
70.96 |
12.95 |
17.1% |
2.08 |
2.8% |
37% |
False |
False |
43,017 |
| 100 |
93.14 |
70.96 |
22.18 |
29.3% |
2.06 |
2.7% |
22% |
False |
False |
36,918 |
| 120 |
93.14 |
70.96 |
22.18 |
29.3% |
1.91 |
2.5% |
22% |
False |
False |
32,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.95 |
|
2.618 |
82.69 |
|
1.618 |
80.69 |
|
1.000 |
79.45 |
|
0.618 |
78.69 |
|
HIGH |
77.45 |
|
0.618 |
76.69 |
|
0.500 |
76.45 |
|
0.382 |
76.21 |
|
LOW |
75.45 |
|
0.618 |
74.21 |
|
1.000 |
73.45 |
|
1.618 |
72.21 |
|
2.618 |
70.21 |
|
4.250 |
66.95 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.45 |
75.85 |
| PP |
76.23 |
75.83 |
| S1 |
76.01 |
75.81 |
|