NYMEX Light Sweet Crude Oil Future March 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 |
81.16 |
82.55 |
1.39 |
1.7% |
81.61 |
| High |
82.02 |
84.49 |
2.47 |
3.0% |
82.02 |
| Low |
80.00 |
82.55 |
2.55 |
3.2% |
79.23 |
| Close |
82.00 |
84.15 |
2.15 |
2.6% |
82.00 |
| Range |
2.02 |
1.94 |
-0.08 |
-4.0% |
2.79 |
| ATR |
1.59 |
1.65 |
0.06 |
4.1% |
0.00 |
| Volume |
3,134 |
3,209 |
75 |
2.4% |
18,053 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.55 |
88.79 |
85.22 |
|
| R3 |
87.61 |
86.85 |
84.68 |
|
| R2 |
85.67 |
85.67 |
84.51 |
|
| R1 |
84.91 |
84.91 |
84.33 |
85.29 |
| PP |
83.73 |
83.73 |
83.73 |
83.92 |
| S1 |
82.97 |
82.97 |
83.97 |
83.35 |
| S2 |
81.79 |
81.79 |
83.79 |
|
| S3 |
79.85 |
81.03 |
83.62 |
|
| S4 |
77.91 |
79.09 |
83.08 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.45 |
88.52 |
83.53 |
|
| R3 |
86.66 |
85.73 |
82.77 |
|
| R2 |
83.87 |
83.87 |
82.51 |
|
| R1 |
82.94 |
82.94 |
82.26 |
83.41 |
| PP |
81.08 |
81.08 |
81.08 |
81.32 |
| S1 |
80.15 |
80.15 |
81.74 |
80.62 |
| S2 |
78.29 |
78.29 |
81.49 |
|
| S3 |
75.50 |
77.36 |
81.23 |
|
| S4 |
72.71 |
74.57 |
80.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.74 |
|
2.618 |
89.57 |
|
1.618 |
87.63 |
|
1.000 |
86.43 |
|
0.618 |
85.69 |
|
HIGH |
84.49 |
|
0.618 |
83.75 |
|
0.500 |
83.52 |
|
0.382 |
83.29 |
|
LOW |
82.55 |
|
0.618 |
81.35 |
|
1.000 |
80.61 |
|
1.618 |
79.41 |
|
2.618 |
77.47 |
|
4.250 |
74.31 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.94 |
83.50 |
| PP |
83.73 |
82.85 |
| S1 |
83.52 |
82.20 |
|