NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
85.90 |
85.44 |
-0.46 |
-0.5% |
82.34 |
| High |
86.21 |
85.44 |
-0.77 |
-0.9% |
82.56 |
| Low |
85.78 |
85.20 |
-0.58 |
-0.7% |
80.75 |
| Close |
85.90 |
85.44 |
-0.46 |
-0.5% |
82.83 |
| Range |
0.43 |
0.24 |
-0.19 |
-44.2% |
1.81 |
| ATR |
|
|
|
|
|
| Volume |
1,876 |
2,196 |
320 |
17.1% |
4,928 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.08 |
86.00 |
85.57 |
|
| R3 |
85.84 |
85.76 |
85.51 |
|
| R2 |
85.60 |
85.60 |
85.48 |
|
| R1 |
85.52 |
85.52 |
85.46 |
85.56 |
| PP |
85.36 |
85.36 |
85.36 |
85.38 |
| S1 |
85.28 |
85.28 |
85.42 |
85.32 |
| S2 |
85.12 |
85.12 |
85.40 |
|
| S3 |
84.88 |
85.04 |
85.37 |
|
| S4 |
84.64 |
84.80 |
85.31 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.48 |
86.96 |
83.83 |
|
| R3 |
85.67 |
85.15 |
83.33 |
|
| R2 |
83.86 |
83.86 |
83.16 |
|
| R1 |
83.34 |
83.34 |
83.00 |
83.60 |
| PP |
82.05 |
82.05 |
82.05 |
82.18 |
| S1 |
81.53 |
81.53 |
82.66 |
81.79 |
| S2 |
80.24 |
80.24 |
82.50 |
|
| S3 |
78.43 |
79.72 |
82.33 |
|
| S4 |
76.62 |
77.91 |
81.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.46 |
|
2.618 |
86.07 |
|
1.618 |
85.83 |
|
1.000 |
85.68 |
|
0.618 |
85.59 |
|
HIGH |
85.44 |
|
0.618 |
85.35 |
|
0.500 |
85.32 |
|
0.382 |
85.29 |
|
LOW |
85.20 |
|
0.618 |
85.05 |
|
1.000 |
84.96 |
|
1.618 |
84.81 |
|
2.618 |
84.57 |
|
4.250 |
84.18 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.40 |
85.54 |
| PP |
85.36 |
85.51 |
| S1 |
85.32 |
85.47 |
|