NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
79.57 |
79.55 |
-0.02 |
0.0% |
85.83 |
| High |
80.65 |
80.12 |
-0.53 |
-0.7% |
85.89 |
| Low |
79.17 |
79.37 |
0.20 |
0.3% |
79.17 |
| Close |
79.57 |
79.55 |
-0.02 |
0.0% |
79.57 |
| Range |
1.48 |
0.75 |
-0.73 |
-49.3% |
6.72 |
| ATR |
1.74 |
1.67 |
-0.07 |
-4.1% |
0.00 |
| Volume |
12,540 |
4,886 |
-7,654 |
-61.0% |
49,156 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.93 |
81.49 |
79.96 |
|
| R3 |
81.18 |
80.74 |
79.76 |
|
| R2 |
80.43 |
80.43 |
79.69 |
|
| R1 |
79.99 |
79.99 |
79.62 |
79.93 |
| PP |
79.68 |
79.68 |
79.68 |
79.65 |
| S1 |
79.24 |
79.24 |
79.48 |
79.18 |
| S2 |
78.93 |
78.93 |
79.41 |
|
| S3 |
78.18 |
78.49 |
79.34 |
|
| S4 |
77.43 |
77.74 |
79.14 |
|
|
| 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 |
83.31 |
|
2.618 |
82.08 |
|
1.618 |
81.33 |
|
1.000 |
80.87 |
|
0.618 |
80.58 |
|
HIGH |
80.12 |
|
0.618 |
79.83 |
|
0.500 |
79.75 |
|
0.382 |
79.66 |
|
LOW |
79.37 |
|
0.618 |
78.91 |
|
1.000 |
78.62 |
|
1.618 |
78.16 |
|
2.618 |
77.41 |
|
4.250 |
76.18 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.75 |
80.58 |
| PP |
79.68 |
80.23 |
| S1 |
79.62 |
79.89 |
|