NYMEX Light Sweet Crude Oil Future April 2011
Trading Metrics calculated at close of trading on 11-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
83.93 |
81.73 |
-2.20 |
-2.6% |
84.54 |
High |
84.20 |
81.95 |
-2.25 |
-2.7% |
85.70 |
Low |
84.20 |
81.63 |
-2.57 |
-3.1% |
83.84 |
Close |
83.93 |
81.73 |
-2.20 |
-2.6% |
84.22 |
Range |
0.00 |
0.32 |
0.32 |
|
1.86 |
ATR |
0.94 |
1.04 |
0.10 |
10.3% |
0.00 |
Volume |
4,206 |
2,606 |
-1,600 |
-38.0% |
8,996 |
|
Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.73 |
82.55 |
81.91 |
|
R3 |
82.41 |
82.23 |
81.82 |
|
R2 |
82.09 |
82.09 |
81.79 |
|
R1 |
81.91 |
81.91 |
81.76 |
81.89 |
PP |
81.77 |
81.77 |
81.77 |
81.76 |
S1 |
81.59 |
81.59 |
81.70 |
81.57 |
S2 |
81.45 |
81.45 |
81.67 |
|
S3 |
81.13 |
81.27 |
81.64 |
|
S4 |
80.81 |
80.95 |
81.55 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.17 |
89.05 |
85.24 |
|
R3 |
88.31 |
87.19 |
84.73 |
|
R2 |
86.45 |
86.45 |
84.56 |
|
R1 |
85.33 |
85.33 |
84.39 |
84.96 |
PP |
84.59 |
84.59 |
84.59 |
84.40 |
S1 |
83.47 |
83.47 |
84.05 |
83.10 |
S2 |
82.73 |
82.73 |
83.88 |
|
S3 |
80.87 |
81.61 |
83.71 |
|
S4 |
79.01 |
79.75 |
83.20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.31 |
2.618 |
82.79 |
1.618 |
82.47 |
1.000 |
82.27 |
0.618 |
82.15 |
HIGH |
81.95 |
0.618 |
81.83 |
0.500 |
81.79 |
0.382 |
81.75 |
LOW |
81.63 |
0.618 |
81.43 |
1.000 |
81.31 |
1.618 |
81.11 |
2.618 |
80.79 |
4.250 |
80.27 |
|
|
Fisher Pivots for day following 11-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
81.79 |
83.35 |
PP |
81.77 |
82.81 |
S1 |
81.75 |
82.27 |
|