NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
78.43 |
76.88 |
-1.55 |
-2.0% |
81.90 |
| High |
79.05 |
77.67 |
-1.38 |
-1.7% |
82.79 |
| Low |
76.47 |
76.01 |
-0.46 |
-0.6% |
76.01 |
| Close |
76.73 |
76.36 |
-0.37 |
-0.5% |
76.36 |
| Range |
2.58 |
1.66 |
-0.92 |
-35.7% |
6.78 |
| ATR |
2.09 |
2.06 |
-0.03 |
-1.5% |
0.00 |
| Volume |
65,384 |
83,434 |
18,050 |
27.6% |
336,677 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.66 |
80.67 |
77.27 |
|
| R3 |
80.00 |
79.01 |
76.82 |
|
| R2 |
78.34 |
78.34 |
76.66 |
|
| R1 |
77.35 |
77.35 |
76.51 |
77.02 |
| PP |
76.68 |
76.68 |
76.68 |
76.51 |
| S1 |
75.69 |
75.69 |
76.21 |
75.36 |
| S2 |
75.02 |
75.02 |
76.06 |
|
| S3 |
73.36 |
74.03 |
75.90 |
|
| S4 |
71.70 |
72.37 |
75.45 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.73 |
94.32 |
80.09 |
|
| R3 |
91.95 |
87.54 |
78.22 |
|
| R2 |
85.17 |
85.17 |
77.60 |
|
| R1 |
80.76 |
80.76 |
76.98 |
79.58 |
| PP |
78.39 |
78.39 |
78.39 |
77.79 |
| S1 |
73.98 |
73.98 |
75.74 |
72.80 |
| S2 |
71.61 |
71.61 |
75.12 |
|
| S3 |
64.83 |
67.20 |
74.50 |
|
| S4 |
58.05 |
60.42 |
72.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.79 |
76.01 |
6.78 |
8.9% |
2.11 |
2.8% |
5% |
False |
True |
67,335 |
| 10 |
83.91 |
76.01 |
7.90 |
10.3% |
1.99 |
2.6% |
4% |
False |
True |
50,628 |
| 20 |
83.91 |
76.01 |
7.90 |
10.3% |
2.01 |
2.6% |
4% |
False |
True |
37,016 |
| 40 |
83.91 |
72.71 |
11.20 |
14.7% |
2.04 |
2.7% |
33% |
False |
False |
25,247 |
| 60 |
83.91 |
70.96 |
12.95 |
17.0% |
2.11 |
2.8% |
42% |
False |
False |
21,102 |
| 80 |
93.14 |
70.96 |
22.18 |
29.0% |
2.11 |
2.8% |
24% |
False |
False |
19,072 |
| 100 |
93.14 |
70.96 |
22.18 |
29.0% |
1.90 |
2.5% |
24% |
False |
False |
16,917 |
| 120 |
93.14 |
70.96 |
22.18 |
29.0% |
1.79 |
2.3% |
24% |
False |
False |
14,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.73 |
|
2.618 |
82.02 |
|
1.618 |
80.36 |
|
1.000 |
79.33 |
|
0.618 |
78.70 |
|
HIGH |
77.67 |
|
0.618 |
77.04 |
|
0.500 |
76.84 |
|
0.382 |
76.64 |
|
LOW |
76.01 |
|
0.618 |
74.98 |
|
1.000 |
74.35 |
|
1.618 |
73.32 |
|
2.618 |
71.66 |
|
4.250 |
68.96 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.84 |
78.73 |
| PP |
76.68 |
77.94 |
| S1 |
76.52 |
77.15 |
|