NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
73.18 |
75.50 |
2.32 |
3.2% |
73.90 |
| High |
75.59 |
75.58 |
-0.01 |
0.0% |
75.59 |
| Low |
72.04 |
74.01 |
1.97 |
2.7% |
70.76 |
| Close |
75.17 |
74.70 |
-0.47 |
-0.6% |
75.17 |
| Range |
3.55 |
1.57 |
-1.98 |
-55.8% |
4.83 |
| ATR |
2.05 |
2.01 |
-0.03 |
-1.7% |
0.00 |
| Volume |
455,882 |
240,856 |
-215,026 |
-47.2% |
1,694,770 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.47 |
78.66 |
75.56 |
|
| R3 |
77.90 |
77.09 |
75.13 |
|
| R2 |
76.33 |
76.33 |
74.99 |
|
| R1 |
75.52 |
75.52 |
74.84 |
75.14 |
| PP |
74.76 |
74.76 |
74.76 |
74.58 |
| S1 |
73.95 |
73.95 |
74.56 |
73.57 |
| S2 |
73.19 |
73.19 |
74.41 |
|
| S3 |
71.62 |
72.38 |
74.27 |
|
| S4 |
70.05 |
70.81 |
73.84 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.33 |
86.58 |
77.83 |
|
| R3 |
83.50 |
81.75 |
76.50 |
|
| R2 |
78.67 |
78.67 |
76.06 |
|
| R1 |
76.92 |
76.92 |
75.61 |
77.80 |
| PP |
73.84 |
73.84 |
73.84 |
74.28 |
| S1 |
72.09 |
72.09 |
74.73 |
72.97 |
| S2 |
69.01 |
69.01 |
74.28 |
|
| S3 |
64.18 |
67.26 |
73.84 |
|
| S4 |
59.35 |
62.43 |
72.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.59 |
70.76 |
4.83 |
6.5% |
2.10 |
2.8% |
82% |
False |
False |
339,512 |
| 10 |
77.03 |
70.76 |
6.27 |
8.4% |
1.95 |
2.6% |
63% |
False |
False |
281,063 |
| 20 |
83.40 |
70.76 |
12.64 |
16.9% |
1.89 |
2.5% |
31% |
False |
False |
202,330 |
| 40 |
83.40 |
70.76 |
12.64 |
16.9% |
2.03 |
2.7% |
31% |
False |
False |
125,292 |
| 60 |
83.40 |
70.76 |
12.64 |
16.9% |
2.04 |
2.7% |
31% |
False |
False |
91,860 |
| 80 |
85.35 |
70.35 |
15.00 |
20.1% |
2.19 |
2.9% |
29% |
False |
False |
73,714 |
| 100 |
92.75 |
70.35 |
22.40 |
30.0% |
2.13 |
2.8% |
19% |
False |
False |
62,283 |
| 120 |
92.75 |
70.35 |
22.40 |
30.0% |
1.97 |
2.6% |
19% |
False |
False |
52,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.25 |
|
2.618 |
79.69 |
|
1.618 |
78.12 |
|
1.000 |
77.15 |
|
0.618 |
76.55 |
|
HIGH |
75.58 |
|
0.618 |
74.98 |
|
0.500 |
74.80 |
|
0.382 |
74.61 |
|
LOW |
74.01 |
|
0.618 |
73.04 |
|
1.000 |
72.44 |
|
1.618 |
71.47 |
|
2.618 |
69.90 |
|
4.250 |
67.34 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.80 |
74.41 |
| PP |
74.76 |
74.11 |
| S1 |
74.73 |
73.82 |
|