NYMEX Light Sweet Crude Oil Future April 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
79.01 |
78.69 |
-0.32 |
-0.4% |
76.79 |
| High |
79.92 |
79.99 |
0.07 |
0.1% |
80.13 |
| Low |
77.94 |
78.19 |
0.25 |
0.3% |
74.98 |
| Close |
78.14 |
79.86 |
1.72 |
2.2% |
79.90 |
| Range |
1.98 |
1.80 |
-0.18 |
-9.1% |
5.15 |
| ATR |
1.22 |
1.26 |
0.05 |
3.7% |
0.00 |
| Volume |
3,723 |
5,555 |
1,832 |
49.2% |
16,874 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.75 |
84.10 |
80.85 |
|
| R3 |
82.95 |
82.30 |
80.36 |
|
| R2 |
81.15 |
81.15 |
80.19 |
|
| R1 |
80.50 |
80.50 |
80.03 |
80.83 |
| PP |
79.35 |
79.35 |
79.35 |
79.51 |
| S1 |
78.70 |
78.70 |
79.70 |
79.03 |
| S2 |
77.55 |
77.55 |
79.53 |
|
| S3 |
75.75 |
76.90 |
79.37 |
|
| S4 |
73.95 |
75.10 |
78.87 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.79 |
91.99 |
82.73 |
|
| R3 |
88.64 |
86.84 |
81.32 |
|
| R2 |
83.49 |
83.49 |
80.84 |
|
| R1 |
81.69 |
81.69 |
80.37 |
82.59 |
| PP |
78.34 |
78.34 |
78.34 |
78.79 |
| S1 |
76.54 |
76.54 |
79.43 |
77.44 |
| S2 |
73.19 |
73.19 |
78.96 |
|
| S3 |
68.04 |
71.39 |
78.48 |
|
| S4 |
62.89 |
66.24 |
77.07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.64 |
|
2.618 |
84.70 |
|
1.618 |
82.90 |
|
1.000 |
81.79 |
|
0.618 |
81.10 |
|
HIGH |
79.99 |
|
0.618 |
79.30 |
|
0.500 |
79.09 |
|
0.382 |
78.88 |
|
LOW |
78.19 |
|
0.618 |
77.08 |
|
1.000 |
76.39 |
|
1.618 |
75.28 |
|
2.618 |
73.48 |
|
4.250 |
70.54 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.60 |
79.56 |
| PP |
79.35 |
79.26 |
| S1 |
79.09 |
78.97 |
|