NYMEX Light Sweet Crude Oil Future May 2011
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
78.34 |
80.35 |
2.01 |
2.6% |
77.24 |
| High |
78.15 |
80.57 |
2.42 |
3.1% |
80.57 |
| Low |
78.15 |
78.34 |
0.19 |
0.2% |
75.91 |
| Close |
78.34 |
80.35 |
2.01 |
2.6% |
80.35 |
| Range |
0.00 |
2.23 |
2.23 |
|
4.66 |
| ATR |
1.16 |
1.23 |
0.08 |
6.6% |
0.00 |
| Volume |
1,880 |
3,759 |
1,879 |
99.9% |
13,159 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.44 |
85.63 |
81.58 |
|
| R3 |
84.21 |
83.40 |
80.96 |
|
| R2 |
81.98 |
81.98 |
80.76 |
|
| R1 |
81.17 |
81.17 |
80.55 |
81.47 |
| PP |
79.75 |
79.75 |
79.75 |
79.90 |
| S1 |
78.94 |
78.94 |
80.15 |
79.24 |
| S2 |
77.52 |
77.52 |
79.94 |
|
| S3 |
75.29 |
76.71 |
79.74 |
|
| S4 |
73.06 |
74.48 |
79.12 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.92 |
91.30 |
82.91 |
|
| R3 |
88.26 |
86.64 |
81.63 |
|
| R2 |
83.60 |
83.60 |
81.20 |
|
| R1 |
81.98 |
81.98 |
80.78 |
82.79 |
| PP |
78.94 |
78.94 |
78.94 |
79.35 |
| S1 |
77.32 |
77.32 |
79.92 |
78.13 |
| S2 |
74.28 |
74.28 |
79.50 |
|
| S3 |
69.62 |
72.66 |
79.07 |
|
| S4 |
64.96 |
68.00 |
77.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.05 |
|
2.618 |
86.41 |
|
1.618 |
84.18 |
|
1.000 |
82.80 |
|
0.618 |
81.95 |
|
HIGH |
80.57 |
|
0.618 |
79.72 |
|
0.500 |
79.46 |
|
0.382 |
79.19 |
|
LOW |
78.34 |
|
0.618 |
76.96 |
|
1.000 |
76.11 |
|
1.618 |
74.73 |
|
2.618 |
72.50 |
|
4.250 |
68.86 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.05 |
79.65 |
| PP |
79.75 |
78.94 |
| S1 |
79.46 |
78.24 |
|