NYMEX Light Sweet Crude Oil Future May 2011
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.12 |
79.57 |
-2.55 |
-3.1% |
84.91 |
High |
83.45 |
80.85 |
-2.60 |
-3.1% |
86.21 |
Low |
81.94 |
79.57 |
-2.37 |
-2.9% |
83.95 |
Close |
82.12 |
79.57 |
-2.55 |
-3.1% |
84.59 |
Range |
1.51 |
1.28 |
-0.23 |
-15.2% |
2.26 |
ATR |
1.13 |
1.24 |
0.10 |
8.9% |
0.00 |
Volume |
2,266 |
3,760 |
1,494 |
65.9% |
7,109 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.84 |
82.98 |
80.27 |
|
R3 |
82.56 |
81.70 |
79.92 |
|
R2 |
81.28 |
81.28 |
79.80 |
|
R1 |
80.42 |
80.42 |
79.69 |
80.21 |
PP |
80.00 |
80.00 |
80.00 |
79.89 |
S1 |
79.14 |
79.14 |
79.45 |
78.93 |
S2 |
78.72 |
78.72 |
79.34 |
|
S3 |
77.44 |
77.86 |
79.22 |
|
S4 |
76.16 |
76.58 |
78.87 |
|
|
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 |
86.29 |
2.618 |
84.20 |
1.618 |
82.92 |
1.000 |
82.13 |
0.618 |
81.64 |
HIGH |
80.85 |
0.618 |
80.36 |
0.500 |
80.21 |
0.382 |
80.06 |
LOW |
79.57 |
0.618 |
78.78 |
1.000 |
78.29 |
1.618 |
77.50 |
2.618 |
76.22 |
4.250 |
74.13 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
80.21 |
81.75 |
PP |
80.00 |
81.02 |
S1 |
79.78 |
80.30 |
|