NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
80.77 |
81.09 |
0.32 |
0.4% |
79.98 |
High |
81.00 |
81.58 |
0.58 |
0.7% |
80.71 |
Low |
79.03 |
79.91 |
0.88 |
1.1% |
77.94 |
Close |
80.77 |
81.09 |
0.32 |
0.4% |
80.16 |
Range |
1.97 |
1.67 |
-0.30 |
-15.2% |
2.77 |
ATR |
1.37 |
1.39 |
0.02 |
1.6% |
0.00 |
Volume |
3,768 |
4,043 |
275 |
7.3% |
26,792 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.87 |
85.15 |
82.01 |
|
R3 |
84.20 |
83.48 |
81.55 |
|
R2 |
82.53 |
82.53 |
81.40 |
|
R1 |
81.81 |
81.81 |
81.24 |
81.93 |
PP |
80.86 |
80.86 |
80.86 |
80.92 |
S1 |
80.14 |
80.14 |
80.94 |
80.26 |
S2 |
79.19 |
79.19 |
80.78 |
|
S3 |
77.52 |
78.47 |
80.63 |
|
S4 |
75.85 |
76.80 |
80.17 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.91 |
86.81 |
81.68 |
|
R3 |
85.14 |
84.04 |
80.92 |
|
R2 |
82.37 |
82.37 |
80.67 |
|
R1 |
81.27 |
81.27 |
80.41 |
81.82 |
PP |
79.60 |
79.60 |
79.60 |
79.88 |
S1 |
78.50 |
78.50 |
79.91 |
79.05 |
S2 |
76.83 |
76.83 |
79.65 |
|
S3 |
74.06 |
75.73 |
79.40 |
|
S4 |
71.29 |
72.96 |
78.64 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.68 |
2.618 |
85.95 |
1.618 |
84.28 |
1.000 |
83.25 |
0.618 |
82.61 |
HIGH |
81.58 |
0.618 |
80.94 |
0.500 |
80.75 |
0.382 |
80.55 |
LOW |
79.91 |
0.618 |
78.88 |
1.000 |
78.24 |
1.618 |
77.21 |
2.618 |
75.54 |
4.250 |
72.81 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
80.98 |
80.81 |
PP |
80.86 |
80.53 |
S1 |
80.75 |
80.25 |
|