NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
79.04 |
79.61 |
0.57 |
0.7% |
78.89 |
High |
79.65 |
79.88 |
0.23 |
0.3% |
79.65 |
Low |
77.61 |
77.75 |
0.14 |
0.2% |
76.61 |
Close |
79.04 |
79.61 |
0.57 |
0.7% |
79.04 |
Range |
2.04 |
2.13 |
0.09 |
4.4% |
3.04 |
ATR |
1.70 |
1.73 |
0.03 |
1.8% |
0.00 |
Volume |
8,866 |
8,765 |
-101 |
-1.1% |
67,556 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.47 |
84.67 |
80.78 |
|
R3 |
83.34 |
82.54 |
80.20 |
|
R2 |
81.21 |
81.21 |
80.00 |
|
R1 |
80.41 |
80.41 |
79.81 |
80.68 |
PP |
79.08 |
79.08 |
79.08 |
79.21 |
S1 |
78.28 |
78.28 |
79.41 |
78.55 |
S2 |
76.95 |
76.95 |
79.22 |
|
S3 |
74.82 |
76.15 |
79.02 |
|
S4 |
72.69 |
74.02 |
78.44 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.55 |
86.34 |
80.71 |
|
R3 |
84.51 |
83.30 |
79.88 |
|
R2 |
81.47 |
81.47 |
79.60 |
|
R1 |
80.26 |
80.26 |
79.32 |
80.87 |
PP |
78.43 |
78.43 |
78.43 |
78.74 |
S1 |
77.22 |
77.22 |
78.76 |
77.83 |
S2 |
75.39 |
75.39 |
78.48 |
|
S3 |
72.35 |
74.18 |
78.20 |
|
S4 |
69.31 |
71.14 |
77.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.88 |
76.61 |
3.27 |
4.1% |
2.00 |
2.5% |
92% |
True |
False |
12,231 |
10 |
79.88 |
73.76 |
6.12 |
7.7% |
1.76 |
2.2% |
96% |
True |
False |
11,197 |
20 |
83.38 |
73.76 |
9.62 |
12.1% |
1.62 |
2.0% |
61% |
False |
False |
8,760 |
40 |
85.34 |
73.76 |
11.58 |
14.5% |
1.47 |
1.8% |
51% |
False |
False |
6,464 |
60 |
85.34 |
73.76 |
11.58 |
14.5% |
1.31 |
1.6% |
51% |
False |
False |
5,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.93 |
2.618 |
85.46 |
1.618 |
83.33 |
1.000 |
82.01 |
0.618 |
81.20 |
HIGH |
79.88 |
0.618 |
79.07 |
0.500 |
78.82 |
0.382 |
78.56 |
LOW |
77.75 |
0.618 |
76.43 |
1.000 |
75.62 |
1.618 |
74.30 |
2.618 |
72.17 |
4.250 |
68.70 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
79.35 |
79.32 |
PP |
79.08 |
79.02 |
S1 |
78.82 |
78.73 |
|