NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
84.72 |
82.50 |
-2.22 |
-2.6% |
85.26 |
| High |
85.89 |
84.26 |
-1.63 |
-1.9% |
86.55 |
| Low |
83.52 |
81.96 |
-1.56 |
-1.9% |
83.42 |
| Close |
84.72 |
82.50 |
-2.22 |
-2.6% |
84.94 |
| Range |
2.37 |
2.30 |
-0.07 |
-3.0% |
3.13 |
| ATR |
1.60 |
1.68 |
0.08 |
5.2% |
0.00 |
| Volume |
9,202 |
6,917 |
-2,285 |
-24.8% |
43,310 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.81 |
88.45 |
83.77 |
|
| R3 |
87.51 |
86.15 |
83.13 |
|
| R2 |
85.21 |
85.21 |
82.92 |
|
| R1 |
83.85 |
83.85 |
82.71 |
83.65 |
| PP |
82.91 |
82.91 |
82.91 |
82.81 |
| S1 |
81.55 |
81.55 |
82.29 |
81.35 |
| S2 |
80.61 |
80.61 |
82.08 |
|
| S3 |
78.31 |
79.25 |
81.87 |
|
| S4 |
76.01 |
76.95 |
81.24 |
|
|
| 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 |
94.04 |
|
2.618 |
90.28 |
|
1.618 |
87.98 |
|
1.000 |
86.56 |
|
0.618 |
85.68 |
|
HIGH |
84.26 |
|
0.618 |
83.38 |
|
0.500 |
83.11 |
|
0.382 |
82.84 |
|
LOW |
81.96 |
|
0.618 |
80.54 |
|
1.000 |
79.66 |
|
1.618 |
78.24 |
|
2.618 |
75.94 |
|
4.250 |
72.19 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.11 |
83.93 |
| PP |
82.91 |
83.45 |
| S1 |
82.70 |
82.98 |
|