NYMEX Light Sweet Crude Oil Future June 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 |
78.99 |
80.75 |
1.76 |
2.2% |
77.66 |
| High |
80.83 |
80.87 |
0.04 |
0.0% |
80.99 |
| Low |
78.80 |
79.10 |
0.30 |
0.4% |
75.70 |
| Close |
78.99 |
80.75 |
1.76 |
2.2% |
80.78 |
| Range |
2.03 |
1.77 |
-0.26 |
-12.8% |
5.29 |
| ATR |
1.64 |
1.66 |
0.02 |
1.0% |
0.00 |
| Volume |
11,189 |
11,613 |
424 |
3.8% |
47,079 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.55 |
84.92 |
81.72 |
|
| R3 |
83.78 |
83.15 |
81.24 |
|
| R2 |
82.01 |
82.01 |
81.07 |
|
| R1 |
81.38 |
81.38 |
80.91 |
81.64 |
| PP |
80.24 |
80.24 |
80.24 |
80.37 |
| S1 |
79.61 |
79.61 |
80.59 |
79.87 |
| S2 |
78.47 |
78.47 |
80.43 |
|
| S3 |
76.70 |
77.84 |
80.26 |
|
| S4 |
74.93 |
76.07 |
79.78 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.03 |
93.19 |
83.69 |
|
| R3 |
89.74 |
87.90 |
82.23 |
|
| R2 |
84.45 |
84.45 |
81.75 |
|
| R1 |
82.61 |
82.61 |
81.26 |
83.53 |
| PP |
79.16 |
79.16 |
79.16 |
79.62 |
| S1 |
77.32 |
77.32 |
80.30 |
78.24 |
| S2 |
73.87 |
73.87 |
79.81 |
|
| S3 |
68.58 |
72.03 |
79.33 |
|
| S4 |
63.29 |
66.74 |
77.87 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.39 |
|
2.618 |
85.50 |
|
1.618 |
83.73 |
|
1.000 |
82.64 |
|
0.618 |
81.96 |
|
HIGH |
80.87 |
|
0.618 |
80.19 |
|
0.500 |
79.99 |
|
0.382 |
79.78 |
|
LOW |
79.10 |
|
0.618 |
78.01 |
|
1.000 |
77.33 |
|
1.618 |
76.24 |
|
2.618 |
74.47 |
|
4.250 |
71.58 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.50 |
80.45 |
| PP |
80.24 |
80.15 |
| S1 |
79.99 |
79.85 |
|