NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
75.36 |
76.10 |
0.74 |
1.0% |
76.49 |
| High |
76.33 |
76.72 |
0.39 |
0.5% |
76.72 |
| Low |
74.45 |
74.54 |
0.09 |
0.1% |
73.08 |
| Close |
76.24 |
75.97 |
-0.27 |
-0.4% |
75.97 |
| Range |
1.88 |
2.18 |
0.30 |
16.0% |
3.64 |
| ATR |
2.04 |
2.05 |
0.01 |
0.5% |
0.00 |
| Volume |
185,596 |
170,787 |
-14,809 |
-8.0% |
858,668 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.28 |
81.31 |
77.17 |
|
| R3 |
80.10 |
79.13 |
76.57 |
|
| R2 |
77.92 |
77.92 |
76.37 |
|
| R1 |
76.95 |
76.95 |
76.17 |
76.35 |
| PP |
75.74 |
75.74 |
75.74 |
75.44 |
| S1 |
74.77 |
74.77 |
75.77 |
74.17 |
| S2 |
73.56 |
73.56 |
75.57 |
|
| S3 |
71.38 |
72.59 |
75.37 |
|
| S4 |
69.20 |
70.41 |
74.77 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.18 |
84.71 |
77.97 |
|
| R3 |
82.54 |
81.07 |
76.97 |
|
| R2 |
78.90 |
78.90 |
76.64 |
|
| R1 |
77.43 |
77.43 |
76.30 |
76.35 |
| PP |
75.26 |
75.26 |
75.26 |
74.71 |
| S1 |
73.79 |
73.79 |
75.64 |
72.71 |
| S2 |
71.62 |
71.62 |
75.30 |
|
| S3 |
67.98 |
70.15 |
74.97 |
|
| S4 |
64.34 |
66.51 |
73.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.72 |
73.08 |
3.64 |
4.8% |
2.17 |
2.9% |
79% |
True |
False |
171,733 |
| 10 |
76.72 |
71.49 |
5.23 |
6.9% |
2.10 |
2.8% |
86% |
True |
False |
130,319 |
| 20 |
82.79 |
71.49 |
11.30 |
14.9% |
1.99 |
2.6% |
40% |
False |
False |
99,699 |
| 40 |
83.91 |
71.49 |
12.42 |
16.3% |
1.99 |
2.6% |
36% |
False |
False |
61,885 |
| 60 |
83.91 |
71.49 |
12.42 |
16.3% |
1.99 |
2.6% |
36% |
False |
False |
45,487 |
| 80 |
85.75 |
70.96 |
14.79 |
19.5% |
2.12 |
2.8% |
34% |
False |
False |
37,353 |
| 100 |
93.14 |
70.96 |
22.18 |
29.2% |
2.04 |
2.7% |
23% |
False |
False |
32,293 |
| 120 |
93.14 |
70.96 |
22.18 |
29.2% |
1.89 |
2.5% |
23% |
False |
False |
28,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.99 |
|
2.618 |
82.43 |
|
1.618 |
80.25 |
|
1.000 |
78.90 |
|
0.618 |
78.07 |
|
HIGH |
76.72 |
|
0.618 |
75.89 |
|
0.500 |
75.63 |
|
0.382 |
75.37 |
|
LOW |
74.54 |
|
0.618 |
73.19 |
|
1.000 |
72.36 |
|
1.618 |
71.01 |
|
2.618 |
68.83 |
|
4.250 |
65.28 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.86 |
75.65 |
| PP |
75.74 |
75.33 |
| S1 |
75.63 |
75.02 |
|