NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
76.91 |
77.24 |
0.33 |
0.4% |
77.62 |
| High |
78.00 |
78.60 |
0.60 |
0.8% |
77.98 |
| Low |
75.69 |
76.65 |
0.96 |
1.3% |
74.64 |
| Close |
77.47 |
77.91 |
0.44 |
0.6% |
77.29 |
| Range |
2.31 |
1.95 |
-0.36 |
-15.6% |
3.34 |
| ATR |
2.03 |
2.03 |
-0.01 |
-0.3% |
0.00 |
| Volume |
90,731 |
133,636 |
42,905 |
47.3% |
625,389 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.57 |
82.69 |
78.98 |
|
| R3 |
81.62 |
80.74 |
78.45 |
|
| R2 |
79.67 |
79.67 |
78.27 |
|
| R1 |
78.79 |
78.79 |
78.09 |
79.23 |
| PP |
77.72 |
77.72 |
77.72 |
77.94 |
| S1 |
76.84 |
76.84 |
77.73 |
77.28 |
| S2 |
75.77 |
75.77 |
77.55 |
|
| S3 |
73.82 |
74.89 |
77.37 |
|
| S4 |
71.87 |
72.94 |
76.84 |
|
|
| 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 |
78.60 |
74.82 |
3.78 |
4.9% |
2.12 |
2.7% |
82% |
True |
False |
121,430 |
| 10 |
78.60 |
72.35 |
6.25 |
8.0% |
2.13 |
2.7% |
89% |
True |
False |
112,494 |
| 20 |
82.10 |
72.35 |
9.75 |
12.5% |
2.00 |
2.6% |
57% |
False |
False |
91,473 |
| 40 |
84.45 |
72.35 |
12.10 |
15.5% |
1.96 |
2.5% |
46% |
False |
False |
69,939 |
| 60 |
84.45 |
72.35 |
12.10 |
15.5% |
2.03 |
2.6% |
46% |
False |
False |
59,569 |
| 80 |
84.45 |
71.50 |
12.95 |
16.6% |
2.18 |
2.8% |
49% |
False |
False |
58,554 |
| 100 |
93.55 |
71.50 |
22.05 |
28.3% |
2.21 |
2.8% |
29% |
False |
False |
57,892 |
| 120 |
93.55 |
71.50 |
22.05 |
28.3% |
2.09 |
2.7% |
29% |
False |
False |
55,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.89 |
|
2.618 |
83.71 |
|
1.618 |
81.76 |
|
1.000 |
80.55 |
|
0.618 |
79.81 |
|
HIGH |
78.60 |
|
0.618 |
77.86 |
|
0.500 |
77.63 |
|
0.382 |
77.39 |
|
LOW |
76.65 |
|
0.618 |
75.44 |
|
1.000 |
74.70 |
|
1.618 |
73.49 |
|
2.618 |
71.54 |
|
4.250 |
68.36 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.82 |
77.66 |
| PP |
77.72 |
77.40 |
| S1 |
77.63 |
77.15 |
|