NYMEX Light Sweet Crude Oil Future October 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 |
79.47 |
81.81 |
2.34 |
2.9% |
79.22 |
| High |
82.15 |
83.07 |
0.92 |
1.1% |
80.07 |
| Low |
79.28 |
81.52 |
2.24 |
2.8% |
76.33 |
| Close |
81.76 |
82.99 |
1.23 |
1.5% |
79.39 |
| Range |
2.87 |
1.55 |
-1.32 |
-46.0% |
3.74 |
| ATR |
2.22 |
2.17 |
-0.05 |
-2.2% |
0.00 |
| Volume |
52,903 |
83,313 |
30,410 |
57.5% |
320,105 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.18 |
86.63 |
83.84 |
|
| R3 |
85.63 |
85.08 |
83.42 |
|
| R2 |
84.08 |
84.08 |
83.27 |
|
| R1 |
83.53 |
83.53 |
83.13 |
83.81 |
| PP |
82.53 |
82.53 |
82.53 |
82.66 |
| S1 |
81.98 |
81.98 |
82.85 |
82.26 |
| S2 |
80.98 |
80.98 |
82.71 |
|
| S3 |
79.43 |
80.43 |
82.56 |
|
| S4 |
77.88 |
78.88 |
82.14 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.82 |
88.34 |
81.45 |
|
| R3 |
86.08 |
84.60 |
80.42 |
|
| R2 |
82.34 |
82.34 |
80.08 |
|
| R1 |
80.86 |
80.86 |
79.73 |
81.60 |
| PP |
78.60 |
78.60 |
78.60 |
78.97 |
| S1 |
77.12 |
77.12 |
79.05 |
77.86 |
| S2 |
74.86 |
74.86 |
78.70 |
|
| S3 |
71.12 |
73.38 |
78.36 |
|
| S4 |
67.38 |
69.64 |
77.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.07 |
76.33 |
6.74 |
8.1% |
2.17 |
2.6% |
99% |
True |
False |
75,460 |
| 10 |
83.07 |
76.33 |
6.74 |
8.1% |
2.16 |
2.6% |
99% |
True |
False |
66,887 |
| 20 |
83.07 |
72.57 |
10.50 |
12.7% |
2.11 |
2.5% |
99% |
True |
False |
50,958 |
| 40 |
83.07 |
72.15 |
10.92 |
13.2% |
2.10 |
2.5% |
99% |
True |
False |
38,148 |
| 60 |
85.35 |
70.35 |
15.00 |
18.1% |
2.27 |
2.7% |
84% |
False |
False |
31,810 |
| 80 |
92.75 |
70.35 |
22.40 |
27.0% |
2.18 |
2.6% |
56% |
False |
False |
28,152 |
| 100 |
92.75 |
70.35 |
22.40 |
27.0% |
1.99 |
2.4% |
56% |
False |
False |
23,823 |
| 120 |
92.75 |
70.35 |
22.40 |
27.0% |
1.91 |
2.3% |
56% |
False |
False |
20,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.66 |
|
2.618 |
87.13 |
|
1.618 |
85.58 |
|
1.000 |
84.62 |
|
0.618 |
84.03 |
|
HIGH |
83.07 |
|
0.618 |
82.48 |
|
0.500 |
82.30 |
|
0.382 |
82.11 |
|
LOW |
81.52 |
|
0.618 |
80.56 |
|
1.000 |
79.97 |
|
1.618 |
79.01 |
|
2.618 |
77.46 |
|
4.250 |
74.93 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.76 |
82.06 |
| PP |
82.53 |
81.12 |
| S1 |
82.30 |
80.19 |
|