NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
79.37 |
78.86 |
-0.51 |
-0.6% |
76.75 |
| High |
79.60 |
79.91 |
0.31 |
0.4% |
79.63 |
| Low |
77.98 |
78.24 |
0.26 |
0.3% |
74.29 |
| Close |
79.37 |
79.88 |
0.51 |
0.6% |
79.43 |
| Range |
1.62 |
1.67 |
0.05 |
3.1% |
5.34 |
| ATR |
1.68 |
1.68 |
0.00 |
-0.1% |
0.00 |
| Volume |
13,923 |
14,628 |
705 |
5.1% |
33,605 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.35 |
83.79 |
80.80 |
|
| R3 |
82.68 |
82.12 |
80.34 |
|
| R2 |
81.01 |
81.01 |
80.19 |
|
| R1 |
80.45 |
80.45 |
80.03 |
80.73 |
| PP |
79.34 |
79.34 |
79.34 |
79.49 |
| S1 |
78.78 |
78.78 |
79.73 |
79.06 |
| S2 |
77.67 |
77.67 |
79.57 |
|
| S3 |
76.00 |
77.11 |
79.42 |
|
| S4 |
74.33 |
75.44 |
78.96 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.80 |
91.96 |
82.37 |
|
| R3 |
88.46 |
86.62 |
80.90 |
|
| R2 |
83.12 |
83.12 |
80.41 |
|
| R1 |
81.28 |
81.28 |
79.92 |
82.20 |
| PP |
77.78 |
77.78 |
77.78 |
78.25 |
| S1 |
75.94 |
75.94 |
78.94 |
76.86 |
| S2 |
72.44 |
72.44 |
78.45 |
|
| S3 |
67.10 |
70.60 |
77.96 |
|
| S4 |
61.76 |
65.26 |
76.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.01 |
|
2.618 |
84.28 |
|
1.618 |
82.61 |
|
1.000 |
81.58 |
|
0.618 |
80.94 |
|
HIGH |
79.91 |
|
0.618 |
79.27 |
|
0.500 |
79.08 |
|
0.382 |
78.88 |
|
LOW |
78.24 |
|
0.618 |
77.21 |
|
1.000 |
76.57 |
|
1.618 |
75.54 |
|
2.618 |
73.87 |
|
4.250 |
71.14 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.61 |
79.45 |
| PP |
79.34 |
79.02 |
| S1 |
79.08 |
78.59 |
|