NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
80.28 |
80.05 |
-0.23 |
-0.3% |
85.46 |
| High |
80.88 |
80.37 |
-0.51 |
-0.6% |
85.46 |
| Low |
79.91 |
79.55 |
-0.36 |
-0.5% |
79.05 |
| Close |
80.42 |
80.05 |
-0.37 |
-0.5% |
79.19 |
| Range |
0.97 |
0.82 |
-0.15 |
-15.5% |
6.41 |
| ATR |
1.19 |
1.17 |
-0.02 |
-1.9% |
0.00 |
| Volume |
1,036 |
8,069 |
7,033 |
678.9% |
16,886 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.45 |
82.07 |
80.50 |
|
| R3 |
81.63 |
81.25 |
80.28 |
|
| R2 |
80.81 |
80.81 |
80.20 |
|
| R1 |
80.43 |
80.43 |
80.13 |
80.46 |
| PP |
79.99 |
79.99 |
79.99 |
80.01 |
| S1 |
79.61 |
79.61 |
79.97 |
79.64 |
| S2 |
79.17 |
79.17 |
79.90 |
|
| S3 |
78.35 |
78.79 |
79.82 |
|
| S4 |
77.53 |
77.97 |
79.60 |
|
|
| 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 |
83.86 |
|
2.618 |
82.52 |
|
1.618 |
81.70 |
|
1.000 |
81.19 |
|
0.618 |
80.88 |
|
HIGH |
80.37 |
|
0.618 |
80.06 |
|
0.500 |
79.96 |
|
0.382 |
79.86 |
|
LOW |
79.55 |
|
0.618 |
79.04 |
|
1.000 |
78.73 |
|
1.618 |
78.22 |
|
2.618 |
77.40 |
|
4.250 |
76.07 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.02 |
80.05 |
| PP |
79.99 |
80.04 |
| S1 |
79.96 |
80.04 |
|