NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
74.77 |
73.90 |
-0.87 |
-1.2% |
75.88 |
| High |
74.99 |
74.48 |
-0.51 |
-0.7% |
77.03 |
| Low |
73.44 |
72.75 |
-0.69 |
-0.9% |
73.44 |
| Close |
73.82 |
73.10 |
-0.72 |
-1.0% |
73.82 |
| Range |
1.55 |
1.73 |
0.18 |
11.6% |
3.59 |
| ATR |
1.98 |
1.96 |
-0.02 |
-0.9% |
0.00 |
| Volume |
234,488 |
238,064 |
3,576 |
1.5% |
985,545 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.63 |
77.60 |
74.05 |
|
| R3 |
76.90 |
75.87 |
73.58 |
|
| R2 |
75.17 |
75.17 |
73.42 |
|
| R1 |
74.14 |
74.14 |
73.26 |
73.79 |
| PP |
73.44 |
73.44 |
73.44 |
73.27 |
| S1 |
72.41 |
72.41 |
72.94 |
72.06 |
| S2 |
71.71 |
71.71 |
72.78 |
|
| S3 |
69.98 |
70.68 |
72.62 |
|
| S4 |
68.25 |
68.95 |
72.15 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.53 |
83.27 |
75.79 |
|
| R3 |
81.94 |
79.68 |
74.81 |
|
| R2 |
78.35 |
78.35 |
74.48 |
|
| R1 |
76.09 |
76.09 |
74.15 |
75.43 |
| PP |
74.76 |
74.76 |
74.76 |
74.43 |
| S1 |
72.50 |
72.50 |
73.49 |
71.84 |
| S2 |
71.17 |
71.17 |
73.16 |
|
| S3 |
67.58 |
68.91 |
72.83 |
|
| S4 |
63.99 |
65.32 |
71.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.03 |
72.75 |
4.28 |
5.9% |
1.79 |
2.5% |
8% |
False |
True |
222,613 |
| 10 |
82.07 |
72.75 |
9.32 |
12.7% |
1.98 |
2.7% |
4% |
False |
True |
188,628 |
| 20 |
83.40 |
72.75 |
10.65 |
14.6% |
1.97 |
2.7% |
3% |
False |
True |
133,922 |
| 40 |
83.40 |
72.15 |
11.25 |
15.4% |
2.07 |
2.8% |
8% |
False |
False |
86,795 |
| 60 |
83.40 |
72.15 |
11.25 |
15.4% |
2.12 |
2.9% |
8% |
False |
False |
65,203 |
| 80 |
92.75 |
70.35 |
22.40 |
30.6% |
2.26 |
3.1% |
12% |
False |
False |
53,632 |
| 100 |
92.75 |
70.35 |
22.40 |
30.6% |
2.09 |
2.9% |
12% |
False |
False |
45,831 |
| 120 |
92.75 |
70.35 |
22.40 |
30.6% |
1.93 |
2.6% |
12% |
False |
False |
38,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.83 |
|
2.618 |
79.01 |
|
1.618 |
77.28 |
|
1.000 |
76.21 |
|
0.618 |
75.55 |
|
HIGH |
74.48 |
|
0.618 |
73.82 |
|
0.500 |
73.62 |
|
0.382 |
73.41 |
|
LOW |
72.75 |
|
0.618 |
71.68 |
|
1.000 |
71.02 |
|
1.618 |
69.95 |
|
2.618 |
68.22 |
|
4.250 |
65.40 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.62 |
74.61 |
| PP |
73.44 |
74.11 |
| S1 |
73.27 |
73.60 |
|