NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
85.26 |
85.26 |
0.00 |
0.0% |
82.69 |
| High |
85.61 |
86.30 |
0.69 |
0.8% |
83.23 |
| Low |
83.42 |
85.03 |
1.61 |
1.9% |
80.61 |
| Close |
85.26 |
86.30 |
1.04 |
1.2% |
83.22 |
| Range |
2.19 |
1.27 |
-0.92 |
-42.0% |
2.62 |
| ATR |
|
|
|
|
|
| Volume |
5,577 |
10,219 |
4,642 |
83.2% |
28,302 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.69 |
89.26 |
87.00 |
|
| R3 |
88.42 |
87.99 |
86.65 |
|
| R2 |
87.15 |
87.15 |
86.53 |
|
| R1 |
86.72 |
86.72 |
86.42 |
86.94 |
| PP |
85.88 |
85.88 |
85.88 |
85.98 |
| S1 |
85.45 |
85.45 |
86.18 |
85.67 |
| S2 |
84.61 |
84.61 |
86.07 |
|
| S3 |
83.34 |
84.18 |
85.95 |
|
| S4 |
82.07 |
82.91 |
85.60 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.21 |
89.34 |
84.66 |
|
| R3 |
87.59 |
86.72 |
83.94 |
|
| R2 |
84.97 |
84.97 |
83.70 |
|
| R1 |
84.10 |
84.10 |
83.46 |
84.54 |
| PP |
82.35 |
82.35 |
82.35 |
82.57 |
| S1 |
81.48 |
81.48 |
82.98 |
81.92 |
| S2 |
79.73 |
79.73 |
82.74 |
|
| S3 |
77.11 |
78.86 |
82.50 |
|
| S4 |
74.49 |
76.24 |
81.78 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.70 |
|
2.618 |
89.62 |
|
1.618 |
88.35 |
|
1.000 |
87.57 |
|
0.618 |
87.08 |
|
HIGH |
86.30 |
|
0.618 |
85.81 |
|
0.500 |
85.67 |
|
0.382 |
85.52 |
|
LOW |
85.03 |
|
0.618 |
84.25 |
|
1.000 |
83.76 |
|
1.618 |
82.98 |
|
2.618 |
81.71 |
|
4.250 |
79.63 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.09 |
85.46 |
| PP |
85.88 |
84.61 |
| S1 |
85.67 |
83.77 |
|