NYMEX Light Sweet Crude Oil Future April 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 |
82.43 |
84.54 |
2.11 |
2.6% |
81.98 |
| High |
82.43 |
84.58 |
2.15 |
2.6% |
82.43 |
| Low |
82.43 |
83.84 |
1.41 |
1.7% |
80.25 |
| Close |
82.43 |
84.54 |
2.11 |
2.6% |
82.43 |
| Range |
0.00 |
0.74 |
0.74 |
|
2.18 |
| ATR |
|
|
|
|
|
| Volume |
1,416 |
889 |
-527 |
-37.2% |
6,828 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.54 |
86.28 |
84.95 |
|
| R3 |
85.80 |
85.54 |
84.74 |
|
| R2 |
85.06 |
85.06 |
84.68 |
|
| R1 |
84.80 |
84.80 |
84.61 |
84.91 |
| PP |
84.32 |
84.32 |
84.32 |
84.38 |
| S1 |
84.06 |
84.06 |
84.47 |
84.17 |
| S2 |
83.58 |
83.58 |
84.40 |
|
| S3 |
82.84 |
83.32 |
84.34 |
|
| S4 |
82.10 |
82.58 |
84.13 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.24 |
87.52 |
83.63 |
|
| R3 |
86.06 |
85.34 |
83.03 |
|
| R2 |
83.88 |
83.88 |
82.83 |
|
| R1 |
83.16 |
83.16 |
82.63 |
83.52 |
| PP |
81.70 |
81.70 |
81.70 |
81.89 |
| S1 |
80.98 |
80.98 |
82.23 |
81.34 |
| S2 |
79.52 |
79.52 |
82.03 |
|
| S3 |
77.34 |
78.80 |
81.83 |
|
| S4 |
75.16 |
76.62 |
81.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.73 |
|
2.618 |
86.52 |
|
1.618 |
85.78 |
|
1.000 |
85.32 |
|
0.618 |
85.04 |
|
HIGH |
84.58 |
|
0.618 |
84.30 |
|
0.500 |
84.21 |
|
0.382 |
84.12 |
|
LOW |
83.84 |
|
0.618 |
83.38 |
|
1.000 |
83.10 |
|
1.618 |
82.64 |
|
2.618 |
81.90 |
|
4.250 |
80.70 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.43 |
84.06 |
| PP |
84.32 |
83.58 |
| S1 |
84.21 |
83.10 |
|