NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
82.32 |
83.46 |
1.14 |
1.4% |
79.86 |
| High |
83.59 |
83.91 |
0.32 |
0.4% |
80.53 |
| Low |
82.05 |
82.60 |
0.55 |
0.7% |
76.98 |
| Close |
83.53 |
83.46 |
-0.07 |
-0.1% |
79.95 |
| Range |
1.54 |
1.31 |
-0.23 |
-14.9% |
3.55 |
| ATR |
2.09 |
2.03 |
-0.06 |
-2.7% |
0.00 |
| Volume |
37,307 |
32,947 |
-4,360 |
-11.7% |
124,865 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.25 |
86.67 |
84.18 |
|
| R3 |
85.94 |
85.36 |
83.82 |
|
| R2 |
84.63 |
84.63 |
83.70 |
|
| R1 |
84.05 |
84.05 |
83.58 |
84.12 |
| PP |
83.32 |
83.32 |
83.32 |
83.36 |
| S1 |
82.74 |
82.74 |
83.34 |
82.81 |
| S2 |
82.01 |
82.01 |
83.22 |
|
| S3 |
80.70 |
81.43 |
83.10 |
|
| S4 |
79.39 |
80.12 |
82.74 |
|
|
| 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 |
83.91 |
77.47 |
6.44 |
7.7% |
2.04 |
2.4% |
93% |
True |
False |
34,634 |
| 10 |
83.91 |
76.98 |
6.93 |
8.3% |
2.00 |
2.4% |
94% |
True |
False |
28,117 |
| 20 |
83.91 |
75.73 |
8.18 |
9.8% |
1.95 |
2.3% |
94% |
True |
False |
21,503 |
| 40 |
83.91 |
72.71 |
11.20 |
13.4% |
2.01 |
2.4% |
96% |
True |
False |
17,281 |
| 60 |
85.75 |
70.96 |
14.79 |
17.7% |
2.14 |
2.6% |
85% |
False |
False |
15,667 |
| 80 |
93.14 |
70.96 |
22.18 |
26.6% |
2.04 |
2.4% |
56% |
False |
False |
14,926 |
| 100 |
93.14 |
70.96 |
22.18 |
26.6% |
1.85 |
2.2% |
56% |
False |
False |
13,060 |
| 120 |
93.14 |
70.96 |
22.18 |
26.6% |
1.71 |
2.1% |
56% |
False |
False |
11,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.48 |
|
2.618 |
87.34 |
|
1.618 |
86.03 |
|
1.000 |
85.22 |
|
0.618 |
84.72 |
|
HIGH |
83.91 |
|
0.618 |
83.41 |
|
0.500 |
83.26 |
|
0.382 |
83.10 |
|
LOW |
82.60 |
|
0.618 |
81.79 |
|
1.000 |
81.29 |
|
1.618 |
80.48 |
|
2.618 |
79.17 |
|
4.250 |
77.03 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.39 |
82.94 |
| PP |
83.32 |
82.41 |
| S1 |
83.26 |
81.89 |
|