NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
84.93 |
85.16 |
0.23 |
0.3% |
82.55 |
| High |
84.93 |
85.16 |
0.23 |
0.3% |
85.62 |
| Low |
84.38 |
83.20 |
-1.18 |
-1.4% |
82.55 |
| Close |
84.80 |
83.83 |
-0.97 |
-1.1% |
83.83 |
| Range |
0.55 |
1.96 |
1.41 |
256.4% |
3.07 |
| ATR |
1.53 |
1.56 |
0.03 |
2.0% |
0.00 |
| Volume |
4,472 |
3,988 |
-484 |
-10.8% |
21,479 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.94 |
88.85 |
84.91 |
|
| R3 |
87.98 |
86.89 |
84.37 |
|
| R2 |
86.02 |
86.02 |
84.19 |
|
| R1 |
84.93 |
84.93 |
84.01 |
84.50 |
| PP |
84.06 |
84.06 |
84.06 |
83.85 |
| S1 |
82.97 |
82.97 |
83.65 |
82.54 |
| S2 |
82.10 |
82.10 |
83.47 |
|
| S3 |
80.14 |
81.01 |
83.29 |
|
| S4 |
78.18 |
79.05 |
82.75 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.21 |
91.59 |
85.52 |
|
| R3 |
90.14 |
88.52 |
84.67 |
|
| R2 |
87.07 |
87.07 |
84.39 |
|
| R1 |
85.45 |
85.45 |
84.11 |
86.26 |
| PP |
84.00 |
84.00 |
84.00 |
84.41 |
| S1 |
82.38 |
82.38 |
83.55 |
83.19 |
| S2 |
80.93 |
80.93 |
83.27 |
|
| S3 |
77.86 |
79.31 |
82.99 |
|
| S4 |
74.79 |
76.24 |
82.14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.49 |
|
2.618 |
90.29 |
|
1.618 |
88.33 |
|
1.000 |
87.12 |
|
0.618 |
86.37 |
|
HIGH |
85.16 |
|
0.618 |
84.41 |
|
0.500 |
84.18 |
|
0.382 |
83.95 |
|
LOW |
83.20 |
|
0.618 |
81.99 |
|
1.000 |
81.24 |
|
1.618 |
80.03 |
|
2.618 |
78.07 |
|
4.250 |
74.87 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.18 |
84.41 |
| PP |
84.06 |
84.22 |
| S1 |
83.95 |
84.02 |
|