NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
79.99 |
82.32 |
2.33 |
2.9% |
79.86 |
| High |
82.67 |
83.59 |
0.92 |
1.1% |
80.53 |
| Low |
79.87 |
82.05 |
2.18 |
2.7% |
76.98 |
| Close |
82.30 |
83.53 |
1.23 |
1.5% |
79.95 |
| Range |
2.80 |
1.54 |
-1.26 |
-45.0% |
3.55 |
| ATR |
2.13 |
2.09 |
-0.04 |
-2.0% |
0.00 |
| Volume |
23,507 |
37,307 |
13,800 |
58.7% |
124,865 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.68 |
87.14 |
84.38 |
|
| R3 |
86.14 |
85.60 |
83.95 |
|
| R2 |
84.60 |
84.60 |
83.81 |
|
| R1 |
84.06 |
84.06 |
83.67 |
84.33 |
| PP |
83.06 |
83.06 |
83.06 |
83.19 |
| S1 |
82.52 |
82.52 |
83.39 |
82.79 |
| S2 |
81.52 |
81.52 |
83.25 |
|
| S3 |
79.98 |
80.98 |
83.11 |
|
| S4 |
78.44 |
79.44 |
82.68 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.80 |
88.43 |
81.90 |
|
| R3 |
86.25 |
84.88 |
80.93 |
|
| R2 |
82.70 |
82.70 |
80.60 |
|
| R1 |
81.33 |
81.33 |
80.28 |
82.02 |
| PP |
79.15 |
79.15 |
79.15 |
79.50 |
| S1 |
77.78 |
77.78 |
79.62 |
78.47 |
| S2 |
75.60 |
75.60 |
79.30 |
|
| S3 |
72.05 |
74.23 |
78.97 |
|
| S4 |
68.50 |
70.68 |
78.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.59 |
76.98 |
6.61 |
7.9% |
2.10 |
2.5% |
99% |
True |
False |
31,963 |
| 10 |
83.59 |
76.98 |
6.61 |
7.9% |
2.08 |
2.5% |
99% |
True |
False |
26,622 |
| 20 |
83.59 |
73.24 |
10.35 |
12.4% |
2.03 |
2.4% |
99% |
True |
False |
20,429 |
| 40 |
83.59 |
72.71 |
10.88 |
13.0% |
2.01 |
2.4% |
99% |
True |
False |
16,752 |
| 60 |
85.75 |
70.96 |
14.79 |
17.7% |
2.15 |
2.6% |
85% |
False |
False |
15,419 |
| 80 |
93.14 |
70.96 |
22.18 |
26.6% |
2.03 |
2.4% |
57% |
False |
False |
14,682 |
| 100 |
93.14 |
70.96 |
22.18 |
26.6% |
1.85 |
2.2% |
57% |
False |
False |
12,769 |
| 120 |
93.14 |
70.96 |
22.18 |
26.6% |
1.72 |
2.1% |
57% |
False |
False |
11,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.14 |
|
2.618 |
87.62 |
|
1.618 |
86.08 |
|
1.000 |
85.13 |
|
0.618 |
84.54 |
|
HIGH |
83.59 |
|
0.618 |
83.00 |
|
0.500 |
82.82 |
|
0.382 |
82.64 |
|
LOW |
82.05 |
|
0.618 |
81.10 |
|
1.000 |
80.51 |
|
1.618 |
79.56 |
|
2.618 |
78.02 |
|
4.250 |
75.51 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.29 |
82.61 |
| PP |
83.06 |
81.68 |
| S1 |
82.82 |
80.76 |
|