NYMEX Light Sweet Crude Oil Future May 2011
| 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 |
81.53 |
80.69 |
-0.84 |
-1.0% |
80.42 |
| High |
81.26 |
80.72 |
-0.54 |
-0.7% |
80.84 |
| Low |
81.19 |
80.65 |
-0.54 |
-0.7% |
78.63 |
| Close |
81.53 |
80.69 |
-0.84 |
-1.0% |
80.57 |
| Range |
0.07 |
0.07 |
0.00 |
0.0% |
2.21 |
| ATR |
1.17 |
1.15 |
-0.02 |
-1.8% |
0.00 |
| Volume |
2,859 |
3,622 |
763 |
26.7% |
18,566 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.90 |
80.86 |
80.73 |
|
| R3 |
80.83 |
80.79 |
80.71 |
|
| R2 |
80.76 |
80.76 |
80.70 |
|
| R1 |
80.72 |
80.72 |
80.70 |
80.73 |
| PP |
80.69 |
80.69 |
80.69 |
80.69 |
| S1 |
80.65 |
80.65 |
80.68 |
80.66 |
| S2 |
80.62 |
80.62 |
80.68 |
|
| S3 |
80.55 |
80.58 |
80.67 |
|
| S4 |
80.48 |
80.51 |
80.65 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.64 |
85.82 |
81.79 |
|
| R3 |
84.43 |
83.61 |
81.18 |
|
| R2 |
82.22 |
82.22 |
80.98 |
|
| R1 |
81.40 |
81.40 |
80.77 |
81.81 |
| PP |
80.01 |
80.01 |
80.01 |
80.22 |
| S1 |
79.19 |
79.19 |
80.37 |
79.60 |
| S2 |
77.80 |
77.80 |
80.16 |
|
| S3 |
75.59 |
76.98 |
79.96 |
|
| S4 |
73.38 |
74.77 |
79.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.02 |
|
2.618 |
80.90 |
|
1.618 |
80.83 |
|
1.000 |
80.79 |
|
0.618 |
80.76 |
|
HIGH |
80.72 |
|
0.618 |
80.69 |
|
0.500 |
80.69 |
|
0.382 |
80.68 |
|
LOW |
80.65 |
|
0.618 |
80.61 |
|
1.000 |
80.58 |
|
1.618 |
80.54 |
|
2.618 |
80.47 |
|
4.250 |
80.35 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.69 |
80.58 |
| PP |
80.69 |
80.46 |
| S1 |
80.69 |
80.35 |
|