NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
80.44 |
81.75 |
1.31 |
1.6% |
81.23 |
High |
81.53 |
83.91 |
2.38 |
2.9% |
81.79 |
Low |
80.20 |
81.75 |
1.55 |
1.9% |
78.81 |
Close |
81.55 |
83.74 |
2.19 |
2.7% |
81.55 |
Range |
1.33 |
2.16 |
0.83 |
62.4% |
2.98 |
ATR |
1.55 |
1.60 |
0.06 |
3.8% |
0.00 |
Volume |
4,392 |
3,015 |
-1,377 |
-31.4% |
23,706 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.61 |
88.84 |
84.93 |
|
R3 |
87.45 |
86.68 |
84.33 |
|
R2 |
85.29 |
85.29 |
84.14 |
|
R1 |
84.52 |
84.52 |
83.94 |
84.91 |
PP |
83.13 |
83.13 |
83.13 |
83.33 |
S1 |
82.36 |
82.36 |
83.54 |
82.75 |
S2 |
80.97 |
80.97 |
83.34 |
|
S3 |
78.81 |
80.20 |
83.15 |
|
S4 |
76.65 |
78.04 |
82.55 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.66 |
88.58 |
83.19 |
|
R3 |
86.68 |
85.60 |
82.37 |
|
R2 |
83.70 |
83.70 |
82.10 |
|
R1 |
82.62 |
82.62 |
81.82 |
83.16 |
PP |
80.72 |
80.72 |
80.72 |
80.99 |
S1 |
79.64 |
79.64 |
81.28 |
80.18 |
S2 |
77.74 |
77.74 |
81.00 |
|
S3 |
74.76 |
76.66 |
80.73 |
|
S4 |
71.78 |
73.68 |
79.91 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.09 |
2.618 |
89.56 |
1.618 |
87.40 |
1.000 |
86.07 |
0.618 |
85.24 |
HIGH |
83.91 |
0.618 |
83.08 |
0.500 |
82.83 |
0.382 |
82.58 |
LOW |
81.75 |
0.618 |
80.42 |
1.000 |
79.59 |
1.618 |
78.26 |
2.618 |
76.10 |
4.250 |
72.57 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
83.44 |
83.01 |
PP |
83.13 |
82.28 |
S1 |
82.83 |
81.55 |
|