NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 13-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
81.96 |
79.57 |
-2.39 |
-2.9% |
85.83 |
High |
81.98 |
80.65 |
-1.33 |
-1.6% |
85.89 |
Low |
79.70 |
79.17 |
-0.53 |
-0.7% |
79.17 |
Close |
79.95 |
79.57 |
-0.38 |
-0.5% |
79.57 |
Range |
2.28 |
1.48 |
-0.80 |
-35.1% |
6.72 |
ATR |
1.76 |
1.74 |
-0.02 |
-1.1% |
0.00 |
Volume |
10,260 |
12,540 |
2,280 |
22.2% |
49,156 |
|
Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.24 |
83.38 |
80.38 |
|
R3 |
82.76 |
81.90 |
79.98 |
|
R2 |
81.28 |
81.28 |
79.84 |
|
R1 |
80.42 |
80.42 |
79.71 |
80.31 |
PP |
79.80 |
79.80 |
79.80 |
79.74 |
S1 |
78.94 |
78.94 |
79.43 |
78.83 |
S2 |
78.32 |
78.32 |
79.30 |
|
S3 |
76.84 |
77.46 |
79.16 |
|
S4 |
75.36 |
75.98 |
78.76 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.70 |
97.36 |
83.27 |
|
R3 |
94.98 |
90.64 |
81.42 |
|
R2 |
88.26 |
88.26 |
80.80 |
|
R1 |
83.92 |
83.92 |
80.19 |
82.73 |
PP |
81.54 |
81.54 |
81.54 |
80.95 |
S1 |
77.20 |
77.20 |
78.95 |
76.01 |
S2 |
74.82 |
74.82 |
78.34 |
|
S3 |
68.10 |
70.48 |
77.72 |
|
S4 |
61.38 |
63.76 |
75.87 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.94 |
2.618 |
84.52 |
1.618 |
83.04 |
1.000 |
82.13 |
0.618 |
81.56 |
HIGH |
80.65 |
0.618 |
80.08 |
0.500 |
79.91 |
0.382 |
79.74 |
LOW |
79.17 |
0.618 |
78.26 |
1.000 |
77.69 |
1.618 |
76.78 |
2.618 |
75.30 |
4.250 |
72.88 |
|
|
Fisher Pivots for day following 13-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
79.91 |
81.72 |
PP |
79.80 |
81.00 |
S1 |
79.68 |
80.29 |
|