NYMEX Light Sweet Crude Oil Future October 2010
| 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 |
74.30 |
73.91 |
-0.39 |
-0.5% |
75.50 |
| High |
74.63 |
75.39 |
0.76 |
1.0% |
75.58 |
| Low |
72.63 |
73.37 |
0.74 |
1.0% |
71.53 |
| Close |
74.09 |
74.67 |
0.58 |
0.8% |
74.60 |
| Range |
2.00 |
2.02 |
0.02 |
1.0% |
4.05 |
| ATR |
2.14 |
2.13 |
-0.01 |
-0.4% |
0.00 |
| Volume |
379,300 |
326,803 |
-52,497 |
-13.8% |
1,740,142 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.54 |
79.62 |
75.78 |
|
| R3 |
78.52 |
77.60 |
75.23 |
|
| R2 |
76.50 |
76.50 |
75.04 |
|
| R1 |
75.58 |
75.58 |
74.86 |
76.04 |
| PP |
74.48 |
74.48 |
74.48 |
74.71 |
| S1 |
73.56 |
73.56 |
74.48 |
74.02 |
| S2 |
72.46 |
72.46 |
74.30 |
|
| S3 |
70.44 |
71.54 |
74.11 |
|
| S4 |
68.42 |
69.52 |
73.56 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.05 |
84.38 |
76.83 |
|
| R3 |
82.00 |
80.33 |
75.71 |
|
| R2 |
77.95 |
77.95 |
75.34 |
|
| R1 |
76.28 |
76.28 |
74.97 |
75.09 |
| PP |
73.90 |
73.90 |
73.90 |
73.31 |
| S1 |
72.23 |
72.23 |
74.23 |
71.04 |
| S2 |
69.85 |
69.85 |
73.86 |
|
| S3 |
65.80 |
68.18 |
73.49 |
|
| S4 |
61.75 |
64.13 |
72.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.44 |
71.67 |
3.77 |
5.0% |
2.22 |
3.0% |
80% |
False |
False |
351,786 |
| 10 |
75.59 |
70.76 |
4.83 |
6.5% |
2.31 |
3.1% |
81% |
False |
False |
357,733 |
| 20 |
80.99 |
70.76 |
10.23 |
13.7% |
2.11 |
2.8% |
38% |
False |
False |
283,262 |
| 40 |
83.40 |
70.76 |
12.64 |
16.9% |
2.05 |
2.7% |
31% |
False |
False |
175,785 |
| 60 |
83.40 |
70.76 |
12.64 |
16.9% |
2.08 |
2.8% |
31% |
False |
False |
126,271 |
| 80 |
83.40 |
70.35 |
13.05 |
17.5% |
2.19 |
2.9% |
33% |
False |
False |
99,821 |
| 100 |
92.75 |
70.35 |
22.40 |
30.0% |
2.19 |
2.9% |
19% |
False |
False |
83,184 |
| 120 |
92.75 |
70.35 |
22.40 |
30.0% |
2.03 |
2.7% |
19% |
False |
False |
71,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.98 |
|
2.618 |
80.68 |
|
1.618 |
78.66 |
|
1.000 |
77.41 |
|
0.618 |
76.64 |
|
HIGH |
75.39 |
|
0.618 |
74.62 |
|
0.500 |
74.38 |
|
0.382 |
74.14 |
|
LOW |
73.37 |
|
0.618 |
72.12 |
|
1.000 |
71.35 |
|
1.618 |
70.10 |
|
2.618 |
68.08 |
|
4.250 |
64.79 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.57 |
74.46 |
| PP |
74.48 |
74.25 |
| S1 |
74.38 |
74.04 |
|