NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.75 |
83.61 |
1.86 |
2.3% |
81.23 |
| High |
83.91 |
84.90 |
0.99 |
1.2% |
81.79 |
| Low |
81.75 |
83.49 |
1.74 |
2.1% |
78.81 |
| Close |
83.74 |
84.93 |
1.19 |
1.4% |
81.55 |
| Range |
2.16 |
1.41 |
-0.75 |
-34.7% |
2.98 |
| ATR |
1.60 |
1.59 |
-0.01 |
-0.9% |
0.00 |
| Volume |
3,015 |
3,468 |
453 |
15.0% |
23,706 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.67 |
88.21 |
85.71 |
|
| R3 |
87.26 |
86.80 |
85.32 |
|
| R2 |
85.85 |
85.85 |
85.19 |
|
| R1 |
85.39 |
85.39 |
85.06 |
85.62 |
| PP |
84.44 |
84.44 |
84.44 |
84.56 |
| S1 |
83.98 |
83.98 |
84.80 |
84.21 |
| S2 |
83.03 |
83.03 |
84.67 |
|
| S3 |
81.62 |
82.57 |
84.54 |
|
| S4 |
80.21 |
81.16 |
84.15 |
|
|
| 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 |
90.89 |
|
2.618 |
88.59 |
|
1.618 |
87.18 |
|
1.000 |
86.31 |
|
0.618 |
85.77 |
|
HIGH |
84.90 |
|
0.618 |
84.36 |
|
0.500 |
84.20 |
|
0.382 |
84.03 |
|
LOW |
83.49 |
|
0.618 |
82.62 |
|
1.000 |
82.08 |
|
1.618 |
81.21 |
|
2.618 |
79.80 |
|
4.250 |
77.50 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.69 |
84.14 |
| PP |
84.44 |
83.34 |
| S1 |
84.20 |
82.55 |
|