NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.88 |
76.43 |
-0.45 |
-0.6% |
81.90 |
| High |
77.67 |
76.95 |
-0.72 |
-0.9% |
82.79 |
| Low |
76.01 |
75.88 |
-0.13 |
-0.2% |
76.01 |
| Close |
76.36 |
76.25 |
-0.11 |
-0.1% |
76.36 |
| Range |
1.66 |
1.07 |
-0.59 |
-35.5% |
6.78 |
| ATR |
2.06 |
1.98 |
-0.07 |
-3.4% |
0.00 |
| Volume |
83,434 |
51,402 |
-32,032 |
-38.4% |
336,677 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.57 |
78.98 |
76.84 |
|
| R3 |
78.50 |
77.91 |
76.54 |
|
| R2 |
77.43 |
77.43 |
76.45 |
|
| R1 |
76.84 |
76.84 |
76.35 |
76.60 |
| PP |
76.36 |
76.36 |
76.36 |
76.24 |
| S1 |
75.77 |
75.77 |
76.15 |
75.53 |
| S2 |
75.29 |
75.29 |
76.05 |
|
| S3 |
74.22 |
74.70 |
75.96 |
|
| S4 |
73.15 |
73.63 |
75.66 |
|
|
| 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 |
82.68 |
75.88 |
6.80 |
8.9% |
2.13 |
2.8% |
5% |
False |
True |
65,166 |
| 10 |
83.91 |
75.88 |
8.03 |
10.5% |
1.81 |
2.4% |
5% |
False |
True |
53,418 |
| 20 |
83.91 |
75.88 |
8.03 |
10.5% |
1.96 |
2.6% |
5% |
False |
True |
38,929 |
| 40 |
83.91 |
72.71 |
11.20 |
14.7% |
2.03 |
2.7% |
32% |
False |
False |
26,134 |
| 60 |
83.91 |
70.96 |
12.95 |
17.0% |
2.07 |
2.7% |
41% |
False |
False |
21,730 |
| 80 |
93.14 |
70.96 |
22.18 |
29.1% |
2.10 |
2.8% |
24% |
False |
False |
19,565 |
| 100 |
93.14 |
70.96 |
22.18 |
29.1% |
1.90 |
2.5% |
24% |
False |
False |
17,401 |
| 120 |
93.14 |
70.96 |
22.18 |
29.1% |
1.79 |
2.3% |
24% |
False |
False |
15,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.50 |
|
2.618 |
79.75 |
|
1.618 |
78.68 |
|
1.000 |
78.02 |
|
0.618 |
77.61 |
|
HIGH |
76.95 |
|
0.618 |
76.54 |
|
0.500 |
76.42 |
|
0.382 |
76.29 |
|
LOW |
75.88 |
|
0.618 |
75.22 |
|
1.000 |
74.81 |
|
1.618 |
74.15 |
|
2.618 |
73.08 |
|
4.250 |
71.33 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.42 |
77.47 |
| PP |
76.36 |
77.06 |
| S1 |
76.31 |
76.66 |
|