NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
77.24 |
78.09 |
0.85 |
1.1% |
77.62 |
| High |
78.60 |
78.80 |
0.20 |
0.3% |
77.98 |
| Low |
76.65 |
76.90 |
0.25 |
0.3% |
74.64 |
| Close |
77.91 |
77.23 |
-0.68 |
-0.9% |
77.29 |
| Range |
1.95 |
1.90 |
-0.05 |
-2.6% |
3.34 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.5% |
0.00 |
| Volume |
133,636 |
103,515 |
-30,121 |
-22.5% |
625,389 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
82.19 |
78.28 |
|
| R3 |
81.44 |
80.29 |
77.75 |
|
| R2 |
79.54 |
79.54 |
77.58 |
|
| R1 |
78.39 |
78.39 |
77.40 |
78.02 |
| PP |
77.64 |
77.64 |
77.64 |
77.46 |
| S1 |
76.49 |
76.49 |
77.06 |
76.12 |
| S2 |
75.74 |
75.74 |
76.88 |
|
| S3 |
73.84 |
74.59 |
76.71 |
|
| S4 |
71.94 |
72.69 |
76.19 |
|
|
| 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 |
78.80 |
75.69 |
3.11 |
4.0% |
2.01 |
2.6% |
50% |
True |
False |
115,774 |
| 10 |
78.80 |
74.14 |
4.66 |
6.0% |
2.11 |
2.7% |
66% |
True |
False |
115,571 |
| 20 |
79.69 |
72.35 |
7.34 |
9.5% |
1.95 |
2.5% |
66% |
False |
False |
93,764 |
| 40 |
84.45 |
72.35 |
12.10 |
15.7% |
1.97 |
2.6% |
40% |
False |
False |
71,398 |
| 60 |
84.45 |
72.35 |
12.10 |
15.7% |
2.02 |
2.6% |
40% |
False |
False |
60,752 |
| 80 |
84.45 |
71.50 |
12.95 |
16.8% |
2.16 |
2.8% |
44% |
False |
False |
59,123 |
| 100 |
93.55 |
71.50 |
22.05 |
28.6% |
2.20 |
2.9% |
26% |
False |
False |
58,270 |
| 120 |
93.55 |
71.50 |
22.05 |
28.6% |
2.09 |
2.7% |
26% |
False |
False |
56,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.88 |
|
2.618 |
83.77 |
|
1.618 |
81.87 |
|
1.000 |
80.70 |
|
0.618 |
79.97 |
|
HIGH |
78.80 |
|
0.618 |
78.07 |
|
0.500 |
77.85 |
|
0.382 |
77.63 |
|
LOW |
76.90 |
|
0.618 |
75.73 |
|
1.000 |
75.00 |
|
1.618 |
73.83 |
|
2.618 |
71.93 |
|
4.250 |
68.83 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.85 |
77.25 |
| PP |
77.64 |
77.24 |
| S1 |
77.44 |
77.24 |
|