NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
85.98 |
85.90 |
-0.08 |
-0.1% |
82.34 |
| High |
84.87 |
86.21 |
1.34 |
1.6% |
82.56 |
| Low |
84.87 |
85.78 |
0.91 |
1.1% |
80.75 |
| Close |
85.98 |
85.90 |
-0.08 |
-0.1% |
82.83 |
| Range |
0.00 |
0.43 |
0.43 |
|
1.81 |
| ATR |
|
|
|
|
|
| Volume |
1,484 |
1,876 |
392 |
26.4% |
4,928 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.25 |
87.01 |
86.14 |
|
| R3 |
86.82 |
86.58 |
86.02 |
|
| R2 |
86.39 |
86.39 |
85.98 |
|
| R1 |
86.15 |
86.15 |
85.94 |
86.12 |
| PP |
85.96 |
85.96 |
85.96 |
85.95 |
| S1 |
85.72 |
85.72 |
85.86 |
85.69 |
| S2 |
85.53 |
85.53 |
85.82 |
|
| S3 |
85.10 |
85.29 |
85.78 |
|
| S4 |
84.67 |
84.86 |
85.66 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.48 |
86.96 |
83.83 |
|
| R3 |
85.67 |
85.15 |
83.33 |
|
| R2 |
83.86 |
83.86 |
83.16 |
|
| R1 |
83.34 |
83.34 |
83.00 |
83.60 |
| PP |
82.05 |
82.05 |
82.05 |
82.18 |
| S1 |
81.53 |
81.53 |
82.66 |
81.79 |
| S2 |
80.24 |
80.24 |
82.50 |
|
| S3 |
78.43 |
79.72 |
82.33 |
|
| S4 |
76.62 |
77.91 |
81.83 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.04 |
|
2.618 |
87.34 |
|
1.618 |
86.91 |
|
1.000 |
86.64 |
|
0.618 |
86.48 |
|
HIGH |
86.21 |
|
0.618 |
86.05 |
|
0.500 |
86.00 |
|
0.382 |
85.94 |
|
LOW |
85.78 |
|
0.618 |
85.51 |
|
1.000 |
85.35 |
|
1.618 |
85.08 |
|
2.618 |
84.65 |
|
4.250 |
83.95 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.00 |
85.67 |
| PP |
85.96 |
85.44 |
| S1 |
85.93 |
85.21 |
|