NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
77.53 |
76.75 |
-0.78 |
-1.0% |
78.37 |
| High |
77.53 |
77.57 |
0.04 |
0.1% |
80.08 |
| Low |
76.64 |
75.99 |
-0.65 |
-0.8% |
76.64 |
| Close |
76.96 |
76.31 |
-0.65 |
-0.8% |
76.96 |
| Range |
0.89 |
1.58 |
0.69 |
77.5% |
3.44 |
| ATR |
1.57 |
1.57 |
0.00 |
0.0% |
0.00 |
| Volume |
5,681 |
4,279 |
-1,402 |
-24.7% |
25,664 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.36 |
80.42 |
77.18 |
|
| R3 |
79.78 |
78.84 |
76.74 |
|
| R2 |
78.20 |
78.20 |
76.60 |
|
| R1 |
77.26 |
77.26 |
76.45 |
76.94 |
| PP |
76.62 |
76.62 |
76.62 |
76.47 |
| S1 |
75.68 |
75.68 |
76.17 |
75.36 |
| S2 |
75.04 |
75.04 |
76.02 |
|
| S3 |
73.46 |
74.10 |
75.88 |
|
| S4 |
71.88 |
72.52 |
75.44 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.21 |
86.03 |
78.85 |
|
| R3 |
84.77 |
82.59 |
77.91 |
|
| R2 |
81.33 |
81.33 |
77.59 |
|
| R1 |
79.15 |
79.15 |
77.28 |
78.52 |
| PP |
77.89 |
77.89 |
77.89 |
77.58 |
| S1 |
75.71 |
75.71 |
76.64 |
75.08 |
| S2 |
74.45 |
74.45 |
76.33 |
|
| S3 |
71.01 |
72.27 |
76.01 |
|
| S4 |
67.57 |
68.83 |
75.07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.29 |
|
2.618 |
81.71 |
|
1.618 |
80.13 |
|
1.000 |
79.15 |
|
0.618 |
78.55 |
|
HIGH |
77.57 |
|
0.618 |
76.97 |
|
0.500 |
76.78 |
|
0.382 |
76.59 |
|
LOW |
75.99 |
|
0.618 |
75.01 |
|
1.000 |
74.41 |
|
1.618 |
73.43 |
|
2.618 |
71.85 |
|
4.250 |
69.28 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.78 |
77.65 |
| PP |
76.62 |
77.20 |
| S1 |
76.47 |
76.76 |
|