NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
73.90 |
72.95 |
-0.95 |
-1.3% |
75.88 |
| High |
74.48 |
73.05 |
-1.43 |
-1.9% |
77.03 |
| Low |
72.75 |
71.32 |
-1.43 |
-2.0% |
73.44 |
| Close |
73.10 |
71.63 |
-1.47 |
-2.0% |
73.82 |
| Range |
1.73 |
1.73 |
0.00 |
0.0% |
3.59 |
| ATR |
1.96 |
1.95 |
-0.01 |
-0.7% |
0.00 |
| Volume |
238,064 |
325,614 |
87,550 |
36.8% |
985,545 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.19 |
76.14 |
72.58 |
|
| R3 |
75.46 |
74.41 |
72.11 |
|
| R2 |
73.73 |
73.73 |
71.95 |
|
| R1 |
72.68 |
72.68 |
71.79 |
72.34 |
| PP |
72.00 |
72.00 |
72.00 |
71.83 |
| S1 |
70.95 |
70.95 |
71.47 |
70.61 |
| S2 |
70.27 |
70.27 |
71.31 |
|
| S3 |
68.54 |
69.22 |
71.15 |
|
| S4 |
66.81 |
67.49 |
70.68 |
|
|
| 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 |
76.47 |
71.32 |
5.15 |
7.2% |
1.82 |
2.5% |
6% |
False |
True |
265,939 |
| 10 |
80.99 |
71.32 |
9.67 |
13.5% |
1.91 |
2.7% |
3% |
False |
True |
208,792 |
| 20 |
83.40 |
71.32 |
12.08 |
16.9% |
1.92 |
2.7% |
3% |
False |
True |
148,432 |
| 40 |
83.40 |
71.32 |
12.08 |
16.9% |
2.07 |
2.9% |
3% |
False |
True |
94,369 |
| 60 |
83.40 |
71.32 |
12.08 |
16.9% |
2.10 |
2.9% |
3% |
False |
True |
70,346 |
| 80 |
92.75 |
70.35 |
22.40 |
31.3% |
2.26 |
3.2% |
6% |
False |
False |
57,460 |
| 100 |
92.75 |
70.35 |
22.40 |
31.3% |
2.08 |
2.9% |
6% |
False |
False |
49,019 |
| 120 |
92.75 |
70.35 |
22.40 |
31.3% |
1.94 |
2.7% |
6% |
False |
False |
41,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.40 |
|
2.618 |
77.58 |
|
1.618 |
75.85 |
|
1.000 |
74.78 |
|
0.618 |
74.12 |
|
HIGH |
73.05 |
|
0.618 |
72.39 |
|
0.500 |
72.19 |
|
0.382 |
71.98 |
|
LOW |
71.32 |
|
0.618 |
70.25 |
|
1.000 |
69.59 |
|
1.618 |
68.52 |
|
2.618 |
66.79 |
|
4.250 |
63.97 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.19 |
73.16 |
| PP |
72.00 |
72.65 |
| S1 |
71.82 |
72.14 |
|