NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
78.76 |
78.38 |
-0.38 |
-0.5% |
84.05 |
High |
80.82 |
79.20 |
-1.62 |
-2.0% |
84.76 |
Low |
78.60 |
78.00 |
-0.60 |
-0.8% |
78.00 |
Close |
78.76 |
78.38 |
-0.38 |
-0.5% |
78.38 |
Range |
2.22 |
1.20 |
-1.02 |
-45.9% |
6.76 |
ATR |
1.71 |
1.67 |
-0.04 |
-2.1% |
0.00 |
Volume |
6,593 |
8,559 |
1,966 |
29.8% |
33,490 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.13 |
81.45 |
79.04 |
|
R3 |
80.93 |
80.25 |
78.71 |
|
R2 |
79.73 |
79.73 |
78.60 |
|
R1 |
79.05 |
79.05 |
78.49 |
78.98 |
PP |
78.53 |
78.53 |
78.53 |
78.49 |
S1 |
77.85 |
77.85 |
78.27 |
77.78 |
S2 |
77.33 |
77.33 |
78.16 |
|
S3 |
76.13 |
76.65 |
78.05 |
|
S4 |
74.93 |
75.45 |
77.72 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.66 |
96.28 |
82.10 |
|
R3 |
93.90 |
89.52 |
80.24 |
|
R2 |
87.14 |
87.14 |
79.62 |
|
R1 |
82.76 |
82.76 |
79.00 |
81.57 |
PP |
80.38 |
80.38 |
80.38 |
79.79 |
S1 |
76.00 |
76.00 |
77.76 |
74.81 |
S2 |
73.62 |
73.62 |
77.14 |
|
S3 |
66.86 |
69.24 |
76.52 |
|
S4 |
60.10 |
62.48 |
74.66 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.30 |
2.618 |
82.34 |
1.618 |
81.14 |
1.000 |
80.40 |
0.618 |
79.94 |
HIGH |
79.20 |
0.618 |
78.74 |
0.500 |
78.60 |
0.382 |
78.46 |
LOW |
78.00 |
0.618 |
77.26 |
1.000 |
76.80 |
1.618 |
76.06 |
2.618 |
74.86 |
4.250 |
72.90 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
78.60 |
80.29 |
PP |
78.53 |
79.65 |
S1 |
78.45 |
79.02 |
|