NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
79.17 |
80.28 |
1.11 |
1.4% |
85.46 |
| High |
79.20 |
80.88 |
1.68 |
2.1% |
85.46 |
| Low |
79.20 |
79.91 |
0.71 |
0.9% |
79.05 |
| Close |
79.17 |
80.42 |
1.25 |
1.6% |
79.19 |
| Range |
0.00 |
0.97 |
0.97 |
|
6.41 |
| ATR |
1.15 |
1.19 |
0.04 |
3.5% |
0.00 |
| Volume |
1,422 |
1,036 |
-386 |
-27.1% |
16,886 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.31 |
82.84 |
80.95 |
|
| R3 |
82.34 |
81.87 |
80.69 |
|
| R2 |
81.37 |
81.37 |
80.60 |
|
| R1 |
80.90 |
80.90 |
80.51 |
81.14 |
| PP |
80.40 |
80.40 |
80.40 |
80.52 |
| S1 |
79.93 |
79.93 |
80.33 |
80.17 |
| S2 |
79.43 |
79.43 |
80.24 |
|
| S3 |
78.46 |
78.96 |
80.15 |
|
| S4 |
77.49 |
77.99 |
79.89 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.46 |
96.24 |
82.72 |
|
| R3 |
94.05 |
89.83 |
80.95 |
|
| R2 |
87.64 |
87.64 |
80.37 |
|
| R1 |
83.42 |
83.42 |
79.78 |
82.33 |
| PP |
81.23 |
81.23 |
81.23 |
80.69 |
| S1 |
77.01 |
77.01 |
78.60 |
75.92 |
| S2 |
74.82 |
74.82 |
78.01 |
|
| S3 |
68.41 |
70.60 |
77.43 |
|
| S4 |
62.00 |
64.19 |
75.66 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.00 |
|
2.618 |
83.42 |
|
1.618 |
82.45 |
|
1.000 |
81.85 |
|
0.618 |
81.48 |
|
HIGH |
80.88 |
|
0.618 |
80.51 |
|
0.500 |
80.40 |
|
0.382 |
80.28 |
|
LOW |
79.91 |
|
0.618 |
79.31 |
|
1.000 |
78.94 |
|
1.618 |
78.34 |
|
2.618 |
77.37 |
|
4.250 |
75.79 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.41 |
80.27 |
| PP |
80.40 |
80.12 |
| S1 |
80.40 |
79.97 |
|