NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
73.32 |
75.36 |
2.04 |
2.8% |
74.47 |
| High |
75.85 |
76.33 |
0.48 |
0.6% |
76.46 |
| Low |
73.31 |
74.45 |
1.14 |
1.6% |
71.49 |
| Close |
75.36 |
76.24 |
0.88 |
1.2% |
76.21 |
| Range |
2.54 |
1.88 |
-0.66 |
-26.0% |
4.97 |
| ATR |
2.05 |
2.04 |
-0.01 |
-0.6% |
0.00 |
| Volume |
180,764 |
185,596 |
4,832 |
2.7% |
444,529 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.31 |
80.66 |
77.27 |
|
| R3 |
79.43 |
78.78 |
76.76 |
|
| R2 |
77.55 |
77.55 |
76.58 |
|
| R1 |
76.90 |
76.90 |
76.41 |
77.23 |
| PP |
75.67 |
75.67 |
75.67 |
75.84 |
| S1 |
75.02 |
75.02 |
76.07 |
75.35 |
| S2 |
73.79 |
73.79 |
75.90 |
|
| S3 |
71.91 |
73.14 |
75.72 |
|
| S4 |
70.03 |
71.26 |
75.21 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.63 |
87.89 |
78.94 |
|
| R3 |
84.66 |
82.92 |
77.58 |
|
| R2 |
79.69 |
79.69 |
77.12 |
|
| R1 |
77.95 |
77.95 |
76.67 |
78.82 |
| PP |
74.72 |
74.72 |
74.72 |
75.16 |
| S1 |
72.98 |
72.98 |
75.75 |
73.85 |
| S2 |
69.75 |
69.75 |
75.30 |
|
| S3 |
64.78 |
68.01 |
74.84 |
|
| S4 |
59.81 |
63.04 |
73.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.67 |
73.08 |
3.59 |
4.7% |
2.37 |
3.1% |
88% |
False |
False |
163,818 |
| 10 |
76.67 |
71.49 |
5.18 |
6.8% |
2.04 |
2.7% |
92% |
False |
False |
119,949 |
| 20 |
83.78 |
71.49 |
12.29 |
16.1% |
2.02 |
2.6% |
39% |
False |
False |
93,189 |
| 40 |
83.91 |
71.49 |
12.42 |
16.3% |
1.97 |
2.6% |
38% |
False |
False |
57,936 |
| 60 |
83.91 |
71.49 |
12.42 |
16.3% |
1.99 |
2.6% |
38% |
False |
False |
42,908 |
| 80 |
85.75 |
70.96 |
14.79 |
19.4% |
2.10 |
2.8% |
36% |
False |
False |
35,363 |
| 100 |
93.14 |
70.96 |
22.18 |
29.1% |
2.03 |
2.7% |
24% |
False |
False |
30,786 |
| 120 |
93.14 |
70.96 |
22.18 |
29.1% |
1.88 |
2.5% |
24% |
False |
False |
26,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.32 |
|
2.618 |
81.25 |
|
1.618 |
79.37 |
|
1.000 |
78.21 |
|
0.618 |
77.49 |
|
HIGH |
76.33 |
|
0.618 |
75.61 |
|
0.500 |
75.39 |
|
0.382 |
75.17 |
|
LOW |
74.45 |
|
0.618 |
73.29 |
|
1.000 |
72.57 |
|
1.618 |
71.41 |
|
2.618 |
69.53 |
|
4.250 |
66.46 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.96 |
75.73 |
| PP |
75.67 |
75.22 |
| S1 |
75.39 |
74.71 |
|