NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.89 |
80.61 |
-1.28 |
-1.6% |
79.47 |
| High |
82.07 |
80.99 |
-1.08 |
-1.3% |
83.40 |
| Low |
79.64 |
77.90 |
-1.74 |
-2.2% |
79.28 |
| Close |
80.71 |
78.49 |
-2.22 |
-2.8% |
81.18 |
| Range |
2.43 |
3.09 |
0.66 |
27.2% |
4.12 |
| ATR |
2.03 |
2.10 |
0.08 |
3.8% |
0.00 |
| Volume |
123,976 |
156,440 |
32,464 |
26.2% |
385,471 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.40 |
86.53 |
80.19 |
|
| R3 |
85.31 |
83.44 |
79.34 |
|
| R2 |
82.22 |
82.22 |
79.06 |
|
| R1 |
80.35 |
80.35 |
78.77 |
79.74 |
| PP |
79.13 |
79.13 |
79.13 |
78.82 |
| S1 |
77.26 |
77.26 |
78.21 |
76.65 |
| S2 |
76.04 |
76.04 |
77.92 |
|
| S3 |
72.95 |
74.17 |
77.64 |
|
| S4 |
69.86 |
71.08 |
76.79 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.65 |
91.53 |
83.45 |
|
| R3 |
89.53 |
87.41 |
82.31 |
|
| R2 |
85.41 |
85.41 |
81.94 |
|
| R1 |
83.29 |
83.29 |
81.56 |
84.35 |
| PP |
81.29 |
81.29 |
81.29 |
81.82 |
| S1 |
79.17 |
79.17 |
80.80 |
80.23 |
| S2 |
77.17 |
77.17 |
80.42 |
|
| S3 |
73.05 |
75.05 |
80.05 |
|
| S4 |
68.93 |
70.93 |
78.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.10 |
77.90 |
5.20 |
6.6% |
2.02 |
2.6% |
11% |
False |
True |
116,569 |
| 10 |
83.40 |
76.90 |
6.50 |
8.3% |
2.05 |
2.6% |
24% |
False |
False |
97,278 |
| 20 |
83.40 |
76.03 |
7.37 |
9.4% |
2.06 |
2.6% |
33% |
False |
False |
74,255 |
| 40 |
83.40 |
72.15 |
11.25 |
14.3% |
2.09 |
2.7% |
56% |
False |
False |
51,258 |
| 60 |
83.40 |
70.35 |
13.05 |
16.6% |
2.22 |
2.8% |
62% |
False |
False |
40,931 |
| 80 |
92.75 |
70.35 |
22.40 |
28.5% |
2.22 |
2.8% |
36% |
False |
False |
34,934 |
| 100 |
92.75 |
70.35 |
22.40 |
28.5% |
2.04 |
2.6% |
36% |
False |
False |
30,143 |
| 120 |
92.75 |
70.35 |
22.40 |
28.5% |
1.92 |
2.4% |
36% |
False |
False |
25,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.12 |
|
2.618 |
89.08 |
|
1.618 |
85.99 |
|
1.000 |
84.08 |
|
0.618 |
82.90 |
|
HIGH |
80.99 |
|
0.618 |
79.81 |
|
0.500 |
79.45 |
|
0.382 |
79.08 |
|
LOW |
77.90 |
|
0.618 |
75.99 |
|
1.000 |
74.81 |
|
1.618 |
72.90 |
|
2.618 |
69.81 |
|
4.250 |
64.77 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.45 |
80.06 |
| PP |
79.13 |
79.54 |
| S1 |
78.81 |
79.01 |
|