NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.80 |
75.66 |
-0.14 |
-0.2% |
81.49 |
| High |
76.14 |
76.47 |
0.33 |
0.4% |
82.22 |
| Low |
74.19 |
74.32 |
0.13 |
0.2% |
75.41 |
| Close |
75.78 |
74.77 |
-1.01 |
-1.3% |
75.77 |
| Range |
1.95 |
2.15 |
0.20 |
10.3% |
6.81 |
| ATR |
2.00 |
2.01 |
0.01 |
0.5% |
0.00 |
| Volume |
261,078 |
270,452 |
9,374 |
3.6% |
792,876 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.64 |
80.35 |
75.95 |
|
| R3 |
79.49 |
78.20 |
75.36 |
|
| R2 |
77.34 |
77.34 |
75.16 |
|
| R1 |
76.05 |
76.05 |
74.97 |
75.62 |
| PP |
75.19 |
75.19 |
75.19 |
74.97 |
| S1 |
73.90 |
73.90 |
74.57 |
73.47 |
| S2 |
73.04 |
73.04 |
74.38 |
|
| S3 |
70.89 |
71.75 |
74.18 |
|
| S4 |
68.74 |
69.60 |
73.59 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.23 |
93.81 |
79.52 |
|
| R3 |
91.42 |
87.00 |
77.64 |
|
| R2 |
84.61 |
84.61 |
77.02 |
|
| R1 |
80.19 |
80.19 |
76.39 |
79.00 |
| PP |
77.80 |
77.80 |
77.80 |
77.20 |
| S1 |
73.38 |
73.38 |
75.15 |
72.19 |
| S2 |
70.99 |
70.99 |
74.52 |
|
| S3 |
64.18 |
66.57 |
73.90 |
|
| S4 |
57.37 |
59.76 |
72.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.12 |
74.19 |
2.93 |
3.9% |
1.70 |
2.3% |
20% |
False |
False |
191,695 |
| 10 |
83.10 |
74.19 |
8.91 |
11.9% |
2.02 |
2.7% |
7% |
False |
False |
162,881 |
| 20 |
83.40 |
74.19 |
9.21 |
12.3% |
1.93 |
2.6% |
6% |
False |
False |
116,639 |
| 40 |
83.40 |
72.15 |
11.25 |
15.0% |
2.09 |
2.8% |
23% |
False |
False |
76,427 |
| 60 |
83.40 |
71.97 |
11.43 |
15.3% |
2.16 |
2.9% |
24% |
False |
False |
57,980 |
| 80 |
92.75 |
70.35 |
22.40 |
30.0% |
2.25 |
3.0% |
20% |
False |
False |
48,123 |
| 100 |
92.75 |
70.35 |
22.40 |
30.0% |
2.07 |
2.8% |
20% |
False |
False |
41,240 |
| 120 |
92.75 |
70.35 |
22.40 |
30.0% |
1.92 |
2.6% |
20% |
False |
False |
35,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.61 |
|
2.618 |
82.10 |
|
1.618 |
79.95 |
|
1.000 |
78.62 |
|
0.618 |
77.80 |
|
HIGH |
76.47 |
|
0.618 |
75.65 |
|
0.500 |
75.40 |
|
0.382 |
75.14 |
|
LOW |
74.32 |
|
0.618 |
72.99 |
|
1.000 |
72.17 |
|
1.618 |
70.84 |
|
2.618 |
68.69 |
|
4.250 |
65.18 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.40 |
75.61 |
| PP |
75.19 |
75.33 |
| S1 |
74.98 |
75.05 |
|