NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
85.44 |
84.59 |
-0.85 |
-1.0% |
84.91 |
| High |
85.44 |
85.21 |
-0.23 |
-0.3% |
86.21 |
| Low |
85.20 |
83.95 |
-1.25 |
-1.5% |
83.95 |
| Close |
85.44 |
84.59 |
-0.85 |
-1.0% |
84.59 |
| Range |
0.24 |
1.26 |
1.02 |
425.0% |
2.26 |
| ATR |
0.00 |
0.98 |
0.98 |
|
0.00 |
| Volume |
2,196 |
911 |
-1,285 |
-58.5% |
7,109 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.36 |
87.74 |
85.28 |
|
| R3 |
87.10 |
86.48 |
84.94 |
|
| R2 |
85.84 |
85.84 |
84.82 |
|
| R1 |
85.22 |
85.22 |
84.71 |
85.22 |
| PP |
84.58 |
84.58 |
84.58 |
84.59 |
| S1 |
83.96 |
83.96 |
84.47 |
83.96 |
| S2 |
83.32 |
83.32 |
84.36 |
|
| S3 |
82.06 |
82.70 |
84.24 |
|
| S4 |
80.80 |
81.44 |
83.90 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.70 |
90.40 |
85.83 |
|
| R3 |
89.44 |
88.14 |
85.21 |
|
| R2 |
87.18 |
87.18 |
85.00 |
|
| R1 |
85.88 |
85.88 |
84.80 |
85.40 |
| PP |
84.92 |
84.92 |
84.92 |
84.68 |
| S1 |
83.62 |
83.62 |
84.38 |
83.14 |
| S2 |
82.66 |
82.66 |
84.18 |
|
| S3 |
80.40 |
81.36 |
83.97 |
|
| S4 |
78.14 |
79.10 |
83.35 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.57 |
|
2.618 |
88.51 |
|
1.618 |
87.25 |
|
1.000 |
86.47 |
|
0.618 |
85.99 |
|
HIGH |
85.21 |
|
0.618 |
84.73 |
|
0.500 |
84.58 |
|
0.382 |
84.43 |
|
LOW |
83.95 |
|
0.618 |
83.17 |
|
1.000 |
82.69 |
|
1.618 |
81.91 |
|
2.618 |
80.65 |
|
4.250 |
78.60 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
84.59 |
85.08 |
| PP |
84.58 |
84.92 |
| S1 |
84.58 |
84.75 |
|