NYMEX Light Sweet Crude Oil Future December 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 |
76.86 |
76.77 |
-0.09 |
-0.1% |
75.26 |
| High |
77.27 |
77.55 |
0.28 |
0.4% |
77.55 |
| Low |
74.82 |
75.81 |
0.99 |
1.3% |
72.35 |
| Close |
76.86 |
77.49 |
0.63 |
0.8% |
77.30 |
| Range |
2.45 |
1.74 |
-0.71 |
-29.0% |
5.20 |
| ATR |
2.02 |
2.00 |
-0.02 |
-1.0% |
0.00 |
| Volume |
131,794 |
128,771 |
-3,023 |
-2.3% |
369,423 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.17 |
81.57 |
78.45 |
|
| R3 |
80.43 |
79.83 |
77.97 |
|
| R2 |
78.69 |
78.69 |
77.81 |
|
| R1 |
78.09 |
78.09 |
77.65 |
78.39 |
| PP |
76.95 |
76.95 |
76.95 |
77.10 |
| S1 |
76.35 |
76.35 |
77.33 |
76.65 |
| S2 |
75.21 |
75.21 |
77.17 |
|
| S3 |
73.47 |
74.61 |
77.01 |
|
| S4 |
71.73 |
72.87 |
76.53 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.33 |
89.52 |
80.16 |
|
| R3 |
86.13 |
84.32 |
78.73 |
|
| R2 |
80.93 |
80.93 |
78.25 |
|
| R1 |
79.12 |
79.12 |
77.78 |
80.03 |
| PP |
75.73 |
75.73 |
75.73 |
76.19 |
| S1 |
73.92 |
73.92 |
76.82 |
74.83 |
| S2 |
70.53 |
70.53 |
76.35 |
|
| S3 |
65.33 |
68.72 |
75.87 |
|
| S4 |
60.13 |
63.52 |
74.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.80 |
74.51 |
3.29 |
4.2% |
2.23 |
2.9% |
91% |
False |
False |
126,451 |
| 10 |
77.80 |
72.35 |
5.45 |
7.0% |
1.97 |
2.5% |
94% |
False |
False |
93,241 |
| 20 |
84.28 |
72.35 |
11.93 |
15.4% |
1.98 |
2.6% |
43% |
False |
False |
83,356 |
| 40 |
84.45 |
72.35 |
12.10 |
15.6% |
1.96 |
2.5% |
42% |
False |
False |
63,486 |
| 60 |
84.45 |
72.35 |
12.10 |
15.6% |
2.02 |
2.6% |
42% |
False |
False |
56,017 |
| 80 |
86.52 |
71.50 |
15.02 |
19.4% |
2.19 |
2.8% |
40% |
False |
False |
56,094 |
| 100 |
93.55 |
71.50 |
22.05 |
28.5% |
2.19 |
2.8% |
27% |
False |
False |
56,499 |
| 120 |
93.55 |
71.50 |
22.05 |
28.5% |
2.08 |
2.7% |
27% |
False |
False |
53,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.95 |
|
2.618 |
82.11 |
|
1.618 |
80.37 |
|
1.000 |
79.29 |
|
0.618 |
78.63 |
|
HIGH |
77.55 |
|
0.618 |
76.89 |
|
0.500 |
76.68 |
|
0.382 |
76.47 |
|
LOW |
75.81 |
|
0.618 |
74.73 |
|
1.000 |
74.07 |
|
1.618 |
72.99 |
|
2.618 |
71.25 |
|
4.250 |
68.42 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.22 |
77.03 |
| PP |
76.95 |
76.56 |
| S1 |
76.68 |
76.10 |
|