NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
81.38 |
78.43 |
-2.95 |
-3.6% |
79.99 |
| High |
81.44 |
79.05 |
-2.39 |
-2.9% |
83.91 |
| Low |
78.55 |
76.47 |
-2.08 |
-2.6% |
79.87 |
| Close |
79.13 |
76.73 |
-2.40 |
-3.0% |
81.77 |
| Range |
2.89 |
2.58 |
-0.31 |
-10.7% |
4.04 |
| ATR |
2.04 |
2.09 |
0.04 |
2.2% |
0.00 |
| Volume |
65,247 |
65,384 |
137 |
0.2% |
169,611 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.16 |
83.52 |
78.15 |
|
| R3 |
82.58 |
80.94 |
77.44 |
|
| R2 |
80.00 |
80.00 |
77.20 |
|
| R1 |
78.36 |
78.36 |
76.97 |
77.89 |
| PP |
77.42 |
77.42 |
77.42 |
77.18 |
| S1 |
75.78 |
75.78 |
76.49 |
75.31 |
| S2 |
74.84 |
74.84 |
76.26 |
|
| S3 |
72.26 |
73.20 |
76.02 |
|
| S4 |
69.68 |
70.62 |
75.31 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.97 |
91.91 |
83.99 |
|
| R3 |
89.93 |
87.87 |
82.88 |
|
| R2 |
85.89 |
85.89 |
82.51 |
|
| R1 |
83.83 |
83.83 |
82.14 |
84.86 |
| PP |
81.85 |
81.85 |
81.85 |
82.37 |
| S1 |
79.79 |
79.79 |
81.40 |
80.82 |
| S2 |
77.81 |
77.81 |
81.03 |
|
| S3 |
73.77 |
75.75 |
80.66 |
|
| S4 |
69.73 |
71.71 |
79.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.78 |
76.47 |
7.31 |
9.5% |
2.33 |
3.0% |
4% |
False |
True |
58,764 |
| 10 |
83.91 |
76.47 |
7.44 |
9.7% |
2.03 |
2.7% |
3% |
False |
True |
45,488 |
| 20 |
83.91 |
76.47 |
7.44 |
9.7% |
2.02 |
2.6% |
3% |
False |
True |
33,489 |
| 40 |
83.91 |
72.71 |
11.20 |
14.6% |
2.02 |
2.6% |
36% |
False |
False |
23,490 |
| 60 |
83.91 |
70.96 |
12.95 |
16.9% |
2.12 |
2.8% |
45% |
False |
False |
19,899 |
| 80 |
93.14 |
70.96 |
22.18 |
28.9% |
2.11 |
2.7% |
26% |
False |
False |
18,132 |
| 100 |
93.14 |
70.96 |
22.18 |
28.9% |
1.89 |
2.5% |
26% |
False |
False |
16,107 |
| 120 |
93.14 |
70.96 |
22.18 |
28.9% |
1.79 |
2.3% |
26% |
False |
False |
14,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.02 |
|
2.618 |
85.80 |
|
1.618 |
83.22 |
|
1.000 |
81.63 |
|
0.618 |
80.64 |
|
HIGH |
79.05 |
|
0.618 |
78.06 |
|
0.500 |
77.76 |
|
0.382 |
77.46 |
|
LOW |
76.47 |
|
0.618 |
74.88 |
|
1.000 |
73.89 |
|
1.618 |
72.30 |
|
2.618 |
69.72 |
|
4.250 |
65.51 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.76 |
79.58 |
| PP |
77.42 |
78.63 |
| S1 |
77.07 |
77.68 |
|