NYMEX Light Sweet Crude Oil Future December 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 |
77.30 |
76.91 |
-0.39 |
-0.5% |
77.62 |
| High |
77.98 |
78.00 |
0.02 |
0.0% |
77.98 |
| Low |
75.85 |
75.69 |
-0.16 |
-0.2% |
74.64 |
| Close |
77.29 |
77.47 |
0.18 |
0.2% |
77.29 |
| Range |
2.13 |
2.31 |
0.18 |
8.5% |
3.34 |
| ATR |
2.01 |
2.03 |
0.02 |
1.1% |
0.00 |
| Volume |
122,221 |
90,731 |
-31,490 |
-25.8% |
625,389 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.98 |
83.04 |
78.74 |
|
| R3 |
81.67 |
80.73 |
78.11 |
|
| R2 |
79.36 |
79.36 |
77.89 |
|
| R1 |
78.42 |
78.42 |
77.68 |
78.89 |
| PP |
77.05 |
77.05 |
77.05 |
77.29 |
| S1 |
76.11 |
76.11 |
77.26 |
76.58 |
| S2 |
74.74 |
74.74 |
77.05 |
|
| S3 |
72.43 |
73.80 |
76.83 |
|
| S4 |
70.12 |
71.49 |
76.20 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.66 |
85.31 |
79.13 |
|
| R3 |
83.32 |
81.97 |
78.21 |
|
| R2 |
79.98 |
79.98 |
77.90 |
|
| R1 |
78.63 |
78.63 |
77.60 |
77.64 |
| PP |
76.64 |
76.64 |
76.64 |
76.14 |
| S1 |
75.29 |
75.29 |
76.98 |
74.30 |
| S2 |
73.30 |
73.30 |
76.68 |
|
| S3 |
69.96 |
71.95 |
76.37 |
|
| S4 |
66.62 |
68.61 |
75.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.00 |
74.64 |
3.36 |
4.3% |
2.27 |
2.9% |
84% |
True |
False |
112,686 |
| 10 |
78.00 |
72.35 |
5.65 |
7.3% |
2.09 |
2.7% |
91% |
True |
False |
103,726 |
| 20 |
83.23 |
72.35 |
10.88 |
14.0% |
2.02 |
2.6% |
47% |
False |
False |
87,914 |
| 40 |
84.45 |
72.35 |
12.10 |
15.6% |
1.99 |
2.6% |
42% |
False |
False |
67,263 |
| 60 |
84.45 |
72.35 |
12.10 |
15.6% |
2.03 |
2.6% |
42% |
False |
False |
57,987 |
| 80 |
84.59 |
71.50 |
13.09 |
16.9% |
2.20 |
2.8% |
46% |
False |
False |
57,545 |
| 100 |
93.55 |
71.50 |
22.05 |
28.5% |
2.21 |
2.8% |
27% |
False |
False |
57,041 |
| 120 |
93.55 |
71.50 |
22.05 |
28.5% |
2.08 |
2.7% |
27% |
False |
False |
54,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.82 |
|
2.618 |
84.05 |
|
1.618 |
81.74 |
|
1.000 |
80.31 |
|
0.618 |
79.43 |
|
HIGH |
78.00 |
|
0.618 |
77.12 |
|
0.500 |
76.85 |
|
0.382 |
76.57 |
|
LOW |
75.69 |
|
0.618 |
74.26 |
|
1.000 |
73.38 |
|
1.618 |
71.95 |
|
2.618 |
69.64 |
|
4.250 |
65.87 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.26 |
77.26 |
| PP |
77.05 |
77.05 |
| S1 |
76.85 |
76.85 |
|