NYMEX Light Sweet Crude Oil Future June 2011
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
80.78 |
78.99 |
-1.79 |
-2.2% |
77.66 |
| High |
80.90 |
80.83 |
-0.07 |
-0.1% |
80.99 |
| Low |
80.40 |
78.80 |
-1.60 |
-2.0% |
75.70 |
| Close |
80.85 |
78.99 |
-1.86 |
-2.3% |
80.78 |
| Range |
0.50 |
2.03 |
1.53 |
306.0% |
5.29 |
| ATR |
1.61 |
1.64 |
0.03 |
1.9% |
0.00 |
| Volume |
16,767 |
11,189 |
-5,578 |
-33.3% |
47,079 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.63 |
84.34 |
80.11 |
|
| R3 |
83.60 |
82.31 |
79.55 |
|
| R2 |
81.57 |
81.57 |
79.36 |
|
| R1 |
80.28 |
80.28 |
79.18 |
80.01 |
| PP |
79.54 |
79.54 |
79.54 |
79.40 |
| S1 |
78.25 |
78.25 |
78.80 |
77.98 |
| S2 |
77.51 |
77.51 |
78.62 |
|
| S3 |
75.48 |
76.22 |
78.43 |
|
| S4 |
73.45 |
74.19 |
77.87 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.03 |
93.19 |
83.69 |
|
| R3 |
89.74 |
87.90 |
82.23 |
|
| R2 |
84.45 |
84.45 |
81.75 |
|
| R1 |
82.61 |
82.61 |
81.26 |
83.53 |
| PP |
79.16 |
79.16 |
79.16 |
79.62 |
| S1 |
77.32 |
77.32 |
80.30 |
78.24 |
| S2 |
73.87 |
73.87 |
79.81 |
|
| S3 |
68.58 |
72.03 |
79.33 |
|
| S4 |
63.29 |
66.74 |
77.87 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.46 |
|
2.618 |
86.14 |
|
1.618 |
84.11 |
|
1.000 |
82.86 |
|
0.618 |
82.08 |
|
HIGH |
80.83 |
|
0.618 |
80.05 |
|
0.500 |
79.82 |
|
0.382 |
79.58 |
|
LOW |
78.80 |
|
0.618 |
77.55 |
|
1.000 |
76.77 |
|
1.618 |
75.52 |
|
2.618 |
73.49 |
|
4.250 |
70.17 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.82 |
79.72 |
| PP |
79.54 |
79.47 |
| S1 |
79.27 |
79.23 |
|