NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
84.05 |
83.50 |
-0.55 |
-0.7% |
82.55 |
High |
84.76 |
83.61 |
-1.15 |
-1.4% |
85.62 |
Low |
84.05 |
82.55 |
-1.50 |
-1.8% |
82.55 |
Close |
84.67 |
83.50 |
-1.17 |
-1.4% |
83.83 |
Range |
0.71 |
1.06 |
0.35 |
49.3% |
3.07 |
ATR |
1.52 |
1.56 |
0.04 |
2.8% |
0.00 |
Volume |
5,243 |
7,743 |
2,500 |
47.7% |
21,479 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.40 |
86.01 |
84.08 |
|
R3 |
85.34 |
84.95 |
83.79 |
|
R2 |
84.28 |
84.28 |
83.69 |
|
R1 |
83.89 |
83.89 |
83.60 |
84.03 |
PP |
83.22 |
83.22 |
83.22 |
83.29 |
S1 |
82.83 |
82.83 |
83.40 |
82.97 |
S2 |
82.16 |
82.16 |
83.31 |
|
S3 |
81.10 |
81.77 |
83.21 |
|
S4 |
80.04 |
80.71 |
82.92 |
|
|
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 |
88.12 |
2.618 |
86.39 |
1.618 |
85.33 |
1.000 |
84.67 |
0.618 |
84.27 |
HIGH |
83.61 |
0.618 |
83.21 |
0.500 |
83.08 |
0.382 |
82.95 |
LOW |
82.55 |
0.618 |
81.89 |
1.000 |
81.49 |
1.618 |
80.83 |
2.618 |
79.77 |
4.250 |
78.05 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
83.36 |
83.86 |
PP |
83.22 |
83.74 |
S1 |
83.08 |
83.62 |
|