NYMEX Light Sweet Crude Oil Future June 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 |
85.26 |
85.90 |
0.64 |
0.8% |
82.69 |
| High |
86.30 |
86.55 |
0.25 |
0.3% |
83.23 |
| Low |
85.03 |
85.81 |
0.78 |
0.9% |
80.61 |
| Close |
86.30 |
86.20 |
-0.10 |
-0.1% |
83.22 |
| Range |
1.27 |
0.74 |
-0.53 |
-41.7% |
2.62 |
| ATR |
|
|
|
|
|
| Volume |
10,219 |
11,370 |
1,151 |
11.3% |
28,302 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
88.04 |
86.61 |
|
| R3 |
87.67 |
87.30 |
86.40 |
|
| R2 |
86.93 |
86.93 |
86.34 |
|
| R1 |
86.56 |
86.56 |
86.27 |
86.75 |
| PP |
86.19 |
86.19 |
86.19 |
86.28 |
| S1 |
85.82 |
85.82 |
86.13 |
86.01 |
| S2 |
85.45 |
85.45 |
86.06 |
|
| S3 |
84.71 |
85.08 |
86.00 |
|
| S4 |
83.97 |
84.34 |
85.79 |
|
|
| 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 |
89.70 |
|
2.618 |
88.49 |
|
1.618 |
87.75 |
|
1.000 |
87.29 |
|
0.618 |
87.01 |
|
HIGH |
86.55 |
|
0.618 |
86.27 |
|
0.500 |
86.18 |
|
0.382 |
86.09 |
|
LOW |
85.81 |
|
0.618 |
85.35 |
|
1.000 |
85.07 |
|
1.618 |
84.61 |
|
2.618 |
83.87 |
|
4.250 |
82.67 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
86.19 |
85.80 |
| PP |
86.19 |
85.39 |
| S1 |
86.18 |
84.99 |
|