NYMEX Light Sweet Crude Oil Future June 2011
Trading Metrics calculated at close of trading on 23-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
79.14 |
77.66 |
-1.48 |
-1.9% |
79.55 |
High |
79.19 |
78.83 |
-0.36 |
-0.5% |
81.45 |
Low |
78.00 |
77.37 |
-0.63 |
-0.8% |
78.00 |
Close |
78.25 |
77.66 |
-0.59 |
-0.8% |
78.25 |
Range |
1.19 |
1.46 |
0.27 |
22.7% |
3.45 |
ATR |
1.63 |
1.62 |
-0.01 |
-0.8% |
0.00 |
Volume |
8,346 |
5,771 |
-2,575 |
-30.9% |
41,296 |
|
Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.33 |
81.46 |
78.46 |
|
R3 |
80.87 |
80.00 |
78.06 |
|
R2 |
79.41 |
79.41 |
77.93 |
|
R1 |
78.54 |
78.54 |
77.79 |
78.39 |
PP |
77.95 |
77.95 |
77.95 |
77.88 |
S1 |
77.08 |
77.08 |
77.53 |
76.93 |
S2 |
76.49 |
76.49 |
77.39 |
|
S3 |
75.03 |
75.62 |
77.26 |
|
S4 |
73.57 |
74.16 |
76.86 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.58 |
87.37 |
80.15 |
|
R3 |
86.13 |
83.92 |
79.20 |
|
R2 |
82.68 |
82.68 |
78.88 |
|
R1 |
80.47 |
80.47 |
78.57 |
79.85 |
PP |
79.23 |
79.23 |
79.23 |
78.93 |
S1 |
77.02 |
77.02 |
77.93 |
76.40 |
S2 |
75.78 |
75.78 |
77.62 |
|
S3 |
72.33 |
73.57 |
77.30 |
|
S4 |
68.88 |
70.12 |
76.35 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.04 |
2.618 |
82.65 |
1.618 |
81.19 |
1.000 |
80.29 |
0.618 |
79.73 |
HIGH |
78.83 |
0.618 |
78.27 |
0.500 |
78.10 |
0.382 |
77.93 |
LOW |
77.37 |
0.618 |
76.47 |
1.000 |
75.91 |
1.618 |
75.01 |
2.618 |
73.55 |
4.250 |
71.17 |
|
|
Fisher Pivots for day following 23-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
78.10 |
78.91 |
PP |
77.95 |
78.49 |
S1 |
77.81 |
78.08 |
|