NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
78.25 |
78.95 |
0.70 |
0.9% |
78.98 |
| High |
79.05 |
81.77 |
2.72 |
3.4% |
79.69 |
| Low |
76.83 |
78.83 |
2.00 |
2.6% |
75.90 |
| Close |
78.95 |
81.34 |
2.39 |
3.0% |
78.95 |
| Range |
2.22 |
2.94 |
0.72 |
32.4% |
3.79 |
| ATR |
2.22 |
2.27 |
0.05 |
2.3% |
0.00 |
| Volume |
350,581 |
294,425 |
-56,156 |
-16.0% |
1,529,994 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.47 |
88.34 |
82.96 |
|
| R3 |
86.53 |
85.40 |
82.15 |
|
| R2 |
83.59 |
83.59 |
81.88 |
|
| R1 |
82.46 |
82.46 |
81.61 |
83.03 |
| PP |
80.65 |
80.65 |
80.65 |
80.93 |
| S1 |
79.52 |
79.52 |
81.07 |
80.09 |
| S2 |
77.71 |
77.71 |
80.80 |
|
| S3 |
74.77 |
76.58 |
80.53 |
|
| S4 |
71.83 |
73.64 |
79.72 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.55 |
88.04 |
81.03 |
|
| R3 |
85.76 |
84.25 |
79.99 |
|
| R2 |
81.97 |
81.97 |
79.64 |
|
| R1 |
80.46 |
80.46 |
79.30 |
79.32 |
| PP |
78.18 |
78.18 |
78.18 |
77.61 |
| S1 |
76.67 |
76.67 |
78.60 |
75.53 |
| S2 |
74.39 |
74.39 |
78.26 |
|
| S3 |
70.60 |
72.88 |
77.91 |
|
| S4 |
66.81 |
69.09 |
76.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.77 |
75.90 |
5.87 |
7.2% |
2.43 |
3.0% |
93% |
True |
False |
312,935 |
| 10 |
81.77 |
75.90 |
5.87 |
7.2% |
2.22 |
2.7% |
93% |
True |
False |
310,019 |
| 20 |
81.77 |
71.47 |
10.30 |
12.7% |
2.24 |
2.8% |
96% |
True |
False |
223,933 |
| 40 |
81.77 |
71.47 |
10.30 |
12.7% |
2.20 |
2.7% |
96% |
True |
False |
148,586 |
| 60 |
84.50 |
69.62 |
14.88 |
18.3% |
2.38 |
2.9% |
79% |
False |
False |
115,175 |
| 80 |
92.21 |
69.62 |
22.59 |
27.8% |
2.29 |
2.8% |
52% |
False |
False |
96,003 |
| 100 |
92.21 |
69.62 |
22.59 |
27.8% |
2.13 |
2.6% |
52% |
False |
False |
79,020 |
| 120 |
92.21 |
69.62 |
22.59 |
27.8% |
2.06 |
2.5% |
52% |
False |
False |
67,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.27 |
|
2.618 |
89.47 |
|
1.618 |
86.53 |
|
1.000 |
84.71 |
|
0.618 |
83.59 |
|
HIGH |
81.77 |
|
0.618 |
80.65 |
|
0.500 |
80.30 |
|
0.382 |
79.95 |
|
LOW |
78.83 |
|
0.618 |
77.01 |
|
1.000 |
75.89 |
|
1.618 |
74.07 |
|
2.618 |
71.13 |
|
4.250 |
66.34 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.99 |
80.60 |
| PP |
80.65 |
79.85 |
| S1 |
80.30 |
79.11 |
|