NYMEX Light Sweet Crude Oil Future June 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 |
85.76 |
84.94 |
-0.82 |
-1.0% |
85.26 |
| High |
85.82 |
85.94 |
0.12 |
0.1% |
86.55 |
| Low |
85.26 |
84.30 |
-0.96 |
-1.1% |
83.42 |
| Close |
85.74 |
84.94 |
-0.80 |
-0.9% |
84.94 |
| Range |
0.56 |
1.64 |
1.08 |
192.9% |
3.13 |
| ATR |
0.00 |
1.59 |
1.59 |
|
0.00 |
| Volume |
8,853 |
7,291 |
-1,562 |
-17.6% |
43,310 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.98 |
89.10 |
85.84 |
|
| R3 |
88.34 |
87.46 |
85.39 |
|
| R2 |
86.70 |
86.70 |
85.24 |
|
| R1 |
85.82 |
85.82 |
85.09 |
85.76 |
| PP |
85.06 |
85.06 |
85.06 |
85.03 |
| S1 |
84.18 |
84.18 |
84.79 |
84.12 |
| S2 |
83.42 |
83.42 |
84.64 |
|
| S3 |
81.78 |
82.54 |
84.49 |
|
| S4 |
80.14 |
80.90 |
84.04 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.36 |
92.78 |
86.66 |
|
| R3 |
91.23 |
89.65 |
85.80 |
|
| R2 |
88.10 |
88.10 |
85.51 |
|
| R1 |
86.52 |
86.52 |
85.23 |
85.75 |
| PP |
84.97 |
84.97 |
84.97 |
84.58 |
| S1 |
83.39 |
83.39 |
84.65 |
82.62 |
| S2 |
81.84 |
81.84 |
84.37 |
|
| S3 |
78.71 |
80.26 |
84.08 |
|
| S4 |
75.58 |
77.13 |
83.22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.91 |
|
2.618 |
90.23 |
|
1.618 |
88.59 |
|
1.000 |
87.58 |
|
0.618 |
86.95 |
|
HIGH |
85.94 |
|
0.618 |
85.31 |
|
0.500 |
85.12 |
|
0.382 |
84.93 |
|
LOW |
84.30 |
|
0.618 |
83.29 |
|
1.000 |
82.66 |
|
1.618 |
81.65 |
|
2.618 |
80.01 |
|
4.250 |
77.33 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.12 |
85.43 |
| PP |
85.06 |
85.26 |
| S1 |
85.00 |
85.10 |
|