NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
76.89 |
75.20 |
-1.69 |
-2.2% |
78.14 |
| High |
76.89 |
75.20 |
-1.69 |
-2.2% |
78.20 |
| Low |
76.67 |
73.33 |
-3.34 |
-4.4% |
74.73 |
| Close |
76.45 |
73.71 |
-2.74 |
-3.6% |
76.45 |
| Range |
0.22 |
1.87 |
1.65 |
750.0% |
3.47 |
| ATR |
1.34 |
1.47 |
0.13 |
9.4% |
0.00 |
| Volume |
3,142 |
2,521 |
-621 |
-19.8% |
10,582 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.69 |
78.57 |
74.74 |
|
| R3 |
77.82 |
76.70 |
74.22 |
|
| R2 |
75.95 |
75.95 |
74.05 |
|
| R1 |
74.83 |
74.83 |
73.88 |
74.46 |
| PP |
74.08 |
74.08 |
74.08 |
73.89 |
| S1 |
72.96 |
72.96 |
73.54 |
72.59 |
| S2 |
72.21 |
72.21 |
73.37 |
|
| S3 |
70.34 |
71.09 |
73.20 |
|
| S4 |
68.47 |
69.22 |
72.68 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.87 |
85.13 |
78.36 |
|
| R3 |
83.40 |
81.66 |
77.40 |
|
| R2 |
79.93 |
79.93 |
77.09 |
|
| R1 |
78.19 |
78.19 |
76.77 |
77.33 |
| PP |
76.46 |
76.46 |
76.46 |
76.03 |
| S1 |
74.72 |
74.72 |
76.13 |
73.86 |
| S2 |
72.99 |
72.99 |
75.81 |
|
| S3 |
69.52 |
71.25 |
75.50 |
|
| S4 |
66.05 |
67.78 |
74.54 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.15 |
|
2.618 |
80.10 |
|
1.618 |
78.23 |
|
1.000 |
77.07 |
|
0.618 |
76.36 |
|
HIGH |
75.20 |
|
0.618 |
74.49 |
|
0.500 |
74.27 |
|
0.382 |
74.04 |
|
LOW |
73.33 |
|
0.618 |
72.17 |
|
1.000 |
71.46 |
|
1.618 |
70.30 |
|
2.618 |
68.43 |
|
4.250 |
65.38 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.27 |
75.11 |
| PP |
74.08 |
74.64 |
| S1 |
73.90 |
74.18 |
|