NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.75 |
75.60 |
-0.15 |
-0.2% |
80.91 |
| High |
76.74 |
75.95 |
-0.79 |
-1.0% |
81.76 |
| Low |
75.01 |
74.86 |
-0.15 |
-0.2% |
75.01 |
| Close |
75.39 |
75.24 |
-0.15 |
-0.2% |
75.39 |
| Range |
1.73 |
1.09 |
-0.64 |
-37.0% |
6.75 |
| ATR |
2.14 |
2.06 |
-0.07 |
-3.5% |
0.00 |
| Volume |
255,072 |
203,220 |
-51,852 |
-20.3% |
1,605,137 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.62 |
78.02 |
75.84 |
|
| R3 |
77.53 |
76.93 |
75.54 |
|
| R2 |
76.44 |
76.44 |
75.44 |
|
| R1 |
75.84 |
75.84 |
75.34 |
75.60 |
| PP |
75.35 |
75.35 |
75.35 |
75.23 |
| S1 |
74.75 |
74.75 |
75.14 |
74.51 |
| S2 |
74.26 |
74.26 |
75.04 |
|
| S3 |
73.17 |
73.66 |
74.94 |
|
| S4 |
72.08 |
72.57 |
74.64 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.64 |
93.26 |
79.10 |
|
| R3 |
90.89 |
86.51 |
77.25 |
|
| R2 |
84.14 |
84.14 |
76.63 |
|
| R1 |
79.76 |
79.76 |
76.01 |
78.58 |
| PP |
77.39 |
77.39 |
77.39 |
76.79 |
| S1 |
73.01 |
73.01 |
74.77 |
71.83 |
| S2 |
70.64 |
70.64 |
74.15 |
|
| S3 |
63.89 |
66.26 |
73.53 |
|
| S4 |
57.14 |
59.51 |
71.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.62 |
74.86 |
6.76 |
9.0% |
2.18 |
2.9% |
6% |
False |
True |
314,672 |
| 10 |
82.97 |
74.86 |
8.11 |
10.8% |
1.84 |
2.4% |
5% |
False |
True |
295,026 |
| 20 |
82.97 |
74.86 |
8.11 |
10.8% |
2.03 |
2.7% |
5% |
False |
True |
302,522 |
| 40 |
82.97 |
71.47 |
11.50 |
15.3% |
2.16 |
2.9% |
33% |
False |
False |
204,417 |
| 60 |
82.97 |
69.62 |
13.35 |
17.7% |
2.24 |
3.0% |
42% |
False |
False |
156,818 |
| 80 |
92.21 |
69.62 |
22.59 |
30.0% |
2.32 |
3.1% |
25% |
False |
False |
128,276 |
| 100 |
92.21 |
69.62 |
22.59 |
30.0% |
2.15 |
2.9% |
25% |
False |
False |
107,675 |
| 120 |
92.21 |
69.62 |
22.59 |
30.0% |
2.07 |
2.7% |
25% |
False |
False |
91,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.58 |
|
2.618 |
78.80 |
|
1.618 |
77.71 |
|
1.000 |
77.04 |
|
0.618 |
76.62 |
|
HIGH |
75.95 |
|
0.618 |
75.53 |
|
0.500 |
75.41 |
|
0.382 |
75.28 |
|
LOW |
74.86 |
|
0.618 |
74.19 |
|
1.000 |
73.77 |
|
1.618 |
73.10 |
|
2.618 |
72.01 |
|
4.250 |
70.23 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.41 |
76.42 |
| PP |
75.35 |
76.02 |
| S1 |
75.30 |
75.63 |
|