NYMEX Light Sweet Crude Oil Future March 2011
| 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 |
78.86 |
79.69 |
0.83 |
1.1% |
79.75 |
| High |
79.91 |
80.26 |
0.35 |
0.4% |
80.26 |
| Low |
78.24 |
78.25 |
0.01 |
0.0% |
77.26 |
| Close |
79.88 |
79.69 |
-0.19 |
-0.2% |
79.69 |
| Range |
1.67 |
2.01 |
0.34 |
20.4% |
3.00 |
| ATR |
1.68 |
1.71 |
0.02 |
1.4% |
0.00 |
| Volume |
14,628 |
11,169 |
-3,459 |
-23.6% |
59,828 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.43 |
84.57 |
80.80 |
|
| R3 |
83.42 |
82.56 |
80.24 |
|
| R2 |
81.41 |
81.41 |
80.06 |
|
| R1 |
80.55 |
80.55 |
79.87 |
80.70 |
| PP |
79.40 |
79.40 |
79.40 |
79.47 |
| S1 |
78.54 |
78.54 |
79.51 |
78.69 |
| S2 |
77.39 |
77.39 |
79.32 |
|
| S3 |
75.38 |
76.53 |
79.14 |
|
| S4 |
73.37 |
74.52 |
78.58 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.07 |
86.88 |
81.34 |
|
| R3 |
85.07 |
83.88 |
80.52 |
|
| R2 |
82.07 |
82.07 |
80.24 |
|
| R1 |
80.88 |
80.88 |
79.97 |
79.98 |
| PP |
79.07 |
79.07 |
79.07 |
78.62 |
| S1 |
77.88 |
77.88 |
79.42 |
76.98 |
| S2 |
76.07 |
76.07 |
79.14 |
|
| S3 |
73.07 |
74.88 |
78.87 |
|
| S4 |
70.07 |
71.88 |
78.04 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.80 |
|
2.618 |
85.52 |
|
1.618 |
83.51 |
|
1.000 |
82.27 |
|
0.618 |
81.50 |
|
HIGH |
80.26 |
|
0.618 |
79.49 |
|
0.500 |
79.26 |
|
0.382 |
79.02 |
|
LOW |
78.25 |
|
0.618 |
77.01 |
|
1.000 |
76.24 |
|
1.618 |
75.00 |
|
2.618 |
72.99 |
|
4.250 |
69.71 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.55 |
79.50 |
| PP |
79.40 |
79.31 |
| S1 |
79.26 |
79.12 |
|