NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.60 |
75.06 |
-0.54 |
-0.7% |
80.91 |
| High |
75.95 |
76.63 |
0.68 |
0.9% |
81.76 |
| Low |
74.86 |
75.01 |
0.15 |
0.2% |
75.01 |
| Close |
75.24 |
75.77 |
0.53 |
0.7% |
75.39 |
| Range |
1.09 |
1.62 |
0.53 |
48.6% |
6.75 |
| ATR |
2.06 |
2.03 |
-0.03 |
-1.5% |
0.00 |
| Volume |
203,220 |
319,581 |
116,361 |
57.3% |
1,605,137 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.66 |
79.84 |
76.66 |
|
| R3 |
79.04 |
78.22 |
76.22 |
|
| R2 |
77.42 |
77.42 |
76.07 |
|
| R1 |
76.60 |
76.60 |
75.92 |
77.01 |
| PP |
75.80 |
75.80 |
75.80 |
76.01 |
| S1 |
74.98 |
74.98 |
75.62 |
75.39 |
| S2 |
74.18 |
74.18 |
75.47 |
|
| S3 |
72.56 |
73.36 |
75.32 |
|
| S4 |
70.94 |
71.74 |
74.88 |
|
|
| 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 |
80.44 |
74.86 |
5.58 |
7.4% |
2.02 |
2.7% |
16% |
False |
False |
307,635 |
| 10 |
82.97 |
74.86 |
8.11 |
10.7% |
1.85 |
2.4% |
11% |
False |
False |
299,353 |
| 20 |
82.97 |
74.86 |
8.11 |
10.7% |
2.01 |
2.7% |
11% |
False |
False |
303,065 |
| 40 |
82.97 |
71.47 |
11.50 |
15.2% |
2.14 |
2.8% |
37% |
False |
False |
211,213 |
| 60 |
82.97 |
69.62 |
13.35 |
17.6% |
2.23 |
2.9% |
46% |
False |
False |
160,987 |
| 80 |
92.21 |
69.62 |
22.59 |
29.8% |
2.32 |
3.1% |
27% |
False |
False |
131,797 |
| 100 |
92.21 |
69.62 |
22.59 |
29.8% |
2.15 |
2.8% |
27% |
False |
False |
110,802 |
| 120 |
92.21 |
69.62 |
22.59 |
29.8% |
2.06 |
2.7% |
27% |
False |
False |
93,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.52 |
|
2.618 |
80.87 |
|
1.618 |
79.25 |
|
1.000 |
78.25 |
|
0.618 |
77.63 |
|
HIGH |
76.63 |
|
0.618 |
76.01 |
|
0.500 |
75.82 |
|
0.382 |
75.63 |
|
LOW |
75.01 |
|
0.618 |
74.01 |
|
1.000 |
73.39 |
|
1.618 |
72.39 |
|
2.618 |
70.77 |
|
4.250 |
68.13 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.82 |
75.80 |
| PP |
75.80 |
75.79 |
| S1 |
75.79 |
75.78 |
|