NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.10 |
75.60 |
-0.50 |
-0.7% |
76.49 |
| High |
76.72 |
76.33 |
-0.39 |
-0.5% |
76.72 |
| Low |
74.54 |
74.24 |
-0.30 |
-0.4% |
73.08 |
| Close |
75.97 |
75.85 |
-0.12 |
-0.2% |
75.97 |
| Range |
2.18 |
2.09 |
-0.09 |
-4.1% |
3.64 |
| ATR |
2.05 |
2.05 |
0.00 |
0.2% |
0.00 |
| Volume |
170,787 |
143,855 |
-26,932 |
-15.8% |
858,668 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.74 |
80.89 |
77.00 |
|
| R3 |
79.65 |
78.80 |
76.42 |
|
| R2 |
77.56 |
77.56 |
76.23 |
|
| R1 |
76.71 |
76.71 |
76.04 |
77.14 |
| PP |
75.47 |
75.47 |
75.47 |
75.69 |
| S1 |
74.62 |
74.62 |
75.66 |
75.05 |
| S2 |
73.38 |
73.38 |
75.47 |
|
| S3 |
71.29 |
72.53 |
75.28 |
|
| S4 |
69.20 |
70.44 |
74.70 |
|
|
| 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% |
2.32 |
3.1% |
76% |
False |
False |
159,458 |
| 10 |
76.72 |
71.49 |
5.23 |
6.9% |
2.14 |
2.8% |
83% |
False |
False |
138,604 |
| 20 |
82.68 |
71.49 |
11.19 |
14.8% |
2.05 |
2.7% |
39% |
False |
False |
103,779 |
| 40 |
83.91 |
71.49 |
12.42 |
16.4% |
2.00 |
2.6% |
35% |
False |
False |
65,083 |
| 60 |
83.91 |
71.49 |
12.42 |
16.4% |
1.99 |
2.6% |
35% |
False |
False |
47,710 |
| 80 |
83.91 |
70.96 |
12.95 |
17.1% |
2.12 |
2.8% |
38% |
False |
False |
38,979 |
| 100 |
93.14 |
70.96 |
22.18 |
29.2% |
2.05 |
2.7% |
22% |
False |
False |
33,603 |
| 120 |
93.14 |
70.96 |
22.18 |
29.2% |
1.90 |
2.5% |
22% |
False |
False |
29,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.21 |
|
2.618 |
81.80 |
|
1.618 |
79.71 |
|
1.000 |
78.42 |
|
0.618 |
77.62 |
|
HIGH |
76.33 |
|
0.618 |
75.53 |
|
0.500 |
75.29 |
|
0.382 |
75.04 |
|
LOW |
74.24 |
|
0.618 |
72.95 |
|
1.000 |
72.15 |
|
1.618 |
70.86 |
|
2.618 |
68.77 |
|
4.250 |
65.36 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.66 |
75.73 |
| PP |
75.47 |
75.60 |
| S1 |
75.29 |
75.48 |
|