NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
85.46 |
84.33 |
-1.13 |
-1.3% |
84.91 |
| High |
85.46 |
83.93 |
-1.53 |
-1.8% |
86.21 |
| Low |
85.46 |
83.55 |
-1.91 |
-2.2% |
83.95 |
| Close |
85.46 |
84.33 |
-1.13 |
-1.3% |
84.59 |
| Range |
0.00 |
0.38 |
0.38 |
|
2.26 |
| ATR |
0.97 |
1.04 |
0.07 |
6.9% |
0.00 |
| Volume |
2,291 |
3,124 |
833 |
36.4% |
7,109 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.08 |
85.08 |
84.54 |
|
| R3 |
84.70 |
84.70 |
84.43 |
|
| R2 |
84.32 |
84.32 |
84.40 |
|
| R1 |
84.32 |
84.32 |
84.36 |
84.52 |
| PP |
83.94 |
83.94 |
83.94 |
84.04 |
| S1 |
83.94 |
83.94 |
84.30 |
84.14 |
| S2 |
83.56 |
83.56 |
84.26 |
|
| S3 |
83.18 |
83.56 |
84.23 |
|
| S4 |
82.80 |
83.18 |
84.12 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.70 |
90.40 |
85.83 |
|
| R3 |
89.44 |
88.14 |
85.21 |
|
| R2 |
87.18 |
87.18 |
85.00 |
|
| R1 |
85.88 |
85.88 |
84.80 |
85.40 |
| PP |
84.92 |
84.92 |
84.92 |
84.68 |
| S1 |
83.62 |
83.62 |
84.38 |
83.14 |
| S2 |
82.66 |
82.66 |
84.18 |
|
| S3 |
80.40 |
81.36 |
83.97 |
|
| S4 |
78.14 |
79.10 |
83.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.55 |
|
2.618 |
84.92 |
|
1.618 |
84.54 |
|
1.000 |
84.31 |
|
0.618 |
84.16 |
|
HIGH |
83.93 |
|
0.618 |
83.78 |
|
0.500 |
83.74 |
|
0.382 |
83.70 |
|
LOW |
83.55 |
|
0.618 |
83.32 |
|
1.000 |
83.17 |
|
1.618 |
82.94 |
|
2.618 |
82.56 |
|
4.250 |
81.94 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.13 |
84.51 |
| PP |
83.94 |
84.45 |
| S1 |
83.74 |
84.39 |
|