NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
84.94 |
85.83 |
0.89 |
1.0% |
85.26 |
| High |
85.94 |
85.87 |
-0.07 |
-0.1% |
86.55 |
| Low |
84.30 |
85.10 |
0.80 |
0.9% |
83.42 |
| Close |
84.94 |
85.83 |
0.89 |
1.0% |
84.94 |
| Range |
1.64 |
0.77 |
-0.87 |
-53.0% |
3.13 |
| ATR |
1.59 |
1.54 |
-0.05 |
-3.0% |
0.00 |
| Volume |
7,291 |
10,237 |
2,946 |
40.4% |
43,310 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
87.64 |
86.25 |
|
| R3 |
87.14 |
86.87 |
86.04 |
|
| R2 |
86.37 |
86.37 |
85.97 |
|
| R1 |
86.10 |
86.10 |
85.90 |
86.22 |
| PP |
85.60 |
85.60 |
85.60 |
85.66 |
| S1 |
85.33 |
85.33 |
85.76 |
85.45 |
| S2 |
84.83 |
84.83 |
85.69 |
|
| S3 |
84.06 |
84.56 |
85.62 |
|
| S4 |
83.29 |
83.79 |
85.41 |
|
|
| 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 |
89.14 |
|
2.618 |
87.89 |
|
1.618 |
87.12 |
|
1.000 |
86.64 |
|
0.618 |
86.35 |
|
HIGH |
85.87 |
|
0.618 |
85.58 |
|
0.500 |
85.49 |
|
0.382 |
85.39 |
|
LOW |
85.10 |
|
0.618 |
84.62 |
|
1.000 |
84.33 |
|
1.618 |
83.85 |
|
2.618 |
83.08 |
|
4.250 |
81.83 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
85.72 |
85.59 |
| PP |
85.60 |
85.36 |
| S1 |
85.49 |
85.12 |
|