NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
82.25 |
82.17 |
-0.08 |
-0.1% |
81.59 |
| High |
82.97 |
82.39 |
-0.58 |
-0.7% |
82.39 |
| Low |
81.96 |
81.70 |
-0.26 |
-0.3% |
79.62 |
| Close |
82.52 |
82.17 |
-0.35 |
-0.4% |
81.60 |
| Range |
1.01 |
0.69 |
-0.32 |
-31.7% |
2.77 |
| ATR |
1.56 |
1.50 |
-0.05 |
-3.4% |
0.00 |
| Volume |
23,324 |
19,366 |
-3,958 |
-17.0% |
45,437 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.16 |
83.85 |
82.55 |
|
| R3 |
83.47 |
83.16 |
82.36 |
|
| R2 |
82.78 |
82.78 |
82.30 |
|
| R1 |
82.47 |
82.47 |
82.23 |
82.52 |
| PP |
82.09 |
82.09 |
82.09 |
82.11 |
| S1 |
81.78 |
81.78 |
82.11 |
81.83 |
| S2 |
81.40 |
81.40 |
82.04 |
|
| S3 |
80.71 |
81.09 |
81.98 |
|
| S4 |
80.02 |
80.40 |
81.79 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.51 |
88.33 |
83.12 |
|
| R3 |
86.74 |
85.56 |
82.36 |
|
| R2 |
83.97 |
83.97 |
82.11 |
|
| R1 |
82.79 |
82.79 |
81.85 |
83.38 |
| PP |
81.20 |
81.20 |
81.20 |
81.50 |
| S1 |
80.02 |
80.02 |
81.35 |
80.61 |
| S2 |
78.43 |
78.43 |
81.09 |
|
| S3 |
75.66 |
77.25 |
80.84 |
|
| S4 |
72.89 |
74.48 |
80.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.32 |
|
2.618 |
84.20 |
|
1.618 |
83.51 |
|
1.000 |
83.08 |
|
0.618 |
82.82 |
|
HIGH |
82.39 |
|
0.618 |
82.13 |
|
0.500 |
82.05 |
|
0.382 |
81.96 |
|
LOW |
81.70 |
|
0.618 |
81.27 |
|
1.000 |
81.01 |
|
1.618 |
80.58 |
|
2.618 |
79.89 |
|
4.250 |
78.77 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.13 |
82.29 |
| PP |
82.09 |
82.25 |
| S1 |
82.05 |
82.21 |
|