NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.00 |
74.92 |
-1.08 |
-1.4% |
77.45 |
| High |
76.52 |
75.07 |
-1.45 |
-1.9% |
79.07 |
| Low |
74.84 |
73.74 |
-1.10 |
-1.5% |
75.51 |
| Close |
75.19 |
73.97 |
-1.22 |
-1.6% |
75.88 |
| Range |
1.68 |
1.33 |
-0.35 |
-20.8% |
3.56 |
| ATR |
1.73 |
1.71 |
-0.02 |
-1.2% |
0.00 |
| Volume |
10,301 |
13,351 |
3,050 |
29.6% |
72,163 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.25 |
77.44 |
74.70 |
|
| R3 |
76.92 |
76.11 |
74.34 |
|
| R2 |
75.59 |
75.59 |
74.21 |
|
| R1 |
74.78 |
74.78 |
74.09 |
74.52 |
| PP |
74.26 |
74.26 |
74.26 |
74.13 |
| S1 |
73.45 |
73.45 |
73.85 |
73.19 |
| S2 |
72.93 |
72.93 |
73.73 |
|
| S3 |
71.60 |
72.12 |
73.60 |
|
| S4 |
70.27 |
70.79 |
73.24 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.50 |
85.25 |
77.84 |
|
| R3 |
83.94 |
81.69 |
76.86 |
|
| R2 |
80.38 |
80.38 |
76.53 |
|
| R1 |
78.13 |
78.13 |
76.21 |
77.48 |
| PP |
76.82 |
76.82 |
76.82 |
76.49 |
| S1 |
74.57 |
74.57 |
75.55 |
73.92 |
| S2 |
73.26 |
73.26 |
75.23 |
|
| S3 |
69.70 |
71.01 |
74.90 |
|
| S4 |
66.14 |
67.45 |
73.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.46 |
73.74 |
4.72 |
6.4% |
1.60 |
2.2% |
5% |
False |
True |
16,320 |
| 10 |
81.62 |
73.74 |
7.88 |
10.7% |
1.61 |
2.2% |
3% |
False |
True |
13,801 |
| 20 |
84.73 |
73.74 |
10.99 |
14.9% |
1.60 |
2.2% |
2% |
False |
True |
11,242 |
| 40 |
84.73 |
73.74 |
10.99 |
14.9% |
1.71 |
2.3% |
2% |
False |
True |
8,580 |
| 60 |
84.73 |
73.74 |
10.99 |
14.9% |
1.68 |
2.3% |
2% |
False |
True |
7,319 |
| 80 |
93.29 |
72.06 |
21.23 |
28.7% |
1.80 |
2.4% |
9% |
False |
False |
6,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.72 |
|
2.618 |
78.55 |
|
1.618 |
77.22 |
|
1.000 |
76.40 |
|
0.618 |
75.89 |
|
HIGH |
75.07 |
|
0.618 |
74.56 |
|
0.500 |
74.41 |
|
0.382 |
74.25 |
|
LOW |
73.74 |
|
0.618 |
72.92 |
|
1.000 |
72.41 |
|
1.618 |
71.59 |
|
2.618 |
70.26 |
|
4.250 |
68.09 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.41 |
75.39 |
| PP |
74.26 |
74.91 |
| S1 |
74.12 |
74.44 |
|