NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
78.95 |
81.41 |
2.46 |
3.1% |
78.98 |
| High |
81.77 |
82.64 |
0.87 |
1.1% |
79.69 |
| Low |
78.83 |
81.11 |
2.28 |
2.9% |
75.90 |
| Close |
81.34 |
82.55 |
1.21 |
1.5% |
78.95 |
| Range |
2.94 |
1.53 |
-1.41 |
-48.0% |
3.79 |
| ATR |
2.27 |
2.22 |
-0.05 |
-2.3% |
0.00 |
| Volume |
294,425 |
276,308 |
-18,117 |
-6.2% |
1,529,994 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.69 |
86.15 |
83.39 |
|
| R3 |
85.16 |
84.62 |
82.97 |
|
| R2 |
83.63 |
83.63 |
82.83 |
|
| R1 |
83.09 |
83.09 |
82.69 |
83.36 |
| PP |
82.10 |
82.10 |
82.10 |
82.24 |
| S1 |
81.56 |
81.56 |
82.41 |
81.83 |
| S2 |
80.57 |
80.57 |
82.27 |
|
| S3 |
79.04 |
80.03 |
82.13 |
|
| S4 |
77.51 |
78.50 |
81.71 |
|
|
| 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 |
82.64 |
75.90 |
6.74 |
8.2% |
2.16 |
2.6% |
99% |
True |
False |
322,666 |
| 10 |
82.64 |
75.90 |
6.74 |
8.2% |
2.18 |
2.6% |
99% |
True |
False |
306,776 |
| 20 |
82.64 |
71.97 |
10.67 |
12.9% |
2.17 |
2.6% |
99% |
True |
False |
234,074 |
| 40 |
82.64 |
71.47 |
11.17 |
13.5% |
2.17 |
2.6% |
99% |
True |
False |
153,903 |
| 60 |
84.50 |
69.62 |
14.88 |
18.0% |
2.36 |
2.9% |
87% |
False |
False |
118,955 |
| 80 |
92.21 |
69.62 |
22.59 |
27.4% |
2.29 |
2.8% |
57% |
False |
False |
99,149 |
| 100 |
92.21 |
69.62 |
22.59 |
27.4% |
2.13 |
2.6% |
57% |
False |
False |
81,700 |
| 120 |
92.21 |
69.62 |
22.59 |
27.4% |
2.06 |
2.5% |
57% |
False |
False |
69,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.14 |
|
2.618 |
86.65 |
|
1.618 |
85.12 |
|
1.000 |
84.17 |
|
0.618 |
83.59 |
|
HIGH |
82.64 |
|
0.618 |
82.06 |
|
0.500 |
81.88 |
|
0.382 |
81.69 |
|
LOW |
81.11 |
|
0.618 |
80.16 |
|
1.000 |
79.58 |
|
1.618 |
78.63 |
|
2.618 |
77.10 |
|
4.250 |
74.61 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.33 |
81.61 |
| PP |
82.10 |
80.67 |
| S1 |
81.88 |
79.74 |
|