NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.43 |
76.14 |
-0.29 |
-0.4% |
81.90 |
| High |
76.95 |
77.82 |
0.87 |
1.1% |
82.79 |
| Low |
75.88 |
76.13 |
0.25 |
0.3% |
76.01 |
| Close |
76.25 |
76.95 |
0.70 |
0.9% |
76.36 |
| Range |
1.07 |
1.69 |
0.62 |
57.9% |
6.78 |
| ATR |
1.98 |
1.96 |
-0.02 |
-1.1% |
0.00 |
| Volume |
51,402 |
41,024 |
-10,378 |
-20.2% |
336,677 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.04 |
81.18 |
77.88 |
|
| R3 |
80.35 |
79.49 |
77.41 |
|
| R2 |
78.66 |
78.66 |
77.26 |
|
| R1 |
77.80 |
77.80 |
77.10 |
78.23 |
| PP |
76.97 |
76.97 |
76.97 |
77.18 |
| S1 |
76.11 |
76.11 |
76.80 |
76.54 |
| S2 |
75.28 |
75.28 |
76.64 |
|
| S3 |
73.59 |
74.42 |
76.49 |
|
| S4 |
71.90 |
72.73 |
76.02 |
|
|
| 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 |
81.44 |
75.88 |
5.56 |
7.2% |
1.98 |
2.6% |
19% |
False |
False |
61,298 |
| 10 |
83.91 |
75.88 |
8.03 |
10.4% |
1.83 |
2.4% |
13% |
False |
False |
53,790 |
| 20 |
83.91 |
75.88 |
8.03 |
10.4% |
1.95 |
2.5% |
13% |
False |
False |
40,206 |
| 40 |
83.91 |
72.71 |
11.20 |
14.6% |
2.02 |
2.6% |
38% |
False |
False |
26,946 |
| 60 |
83.91 |
70.96 |
12.95 |
16.8% |
2.06 |
2.7% |
46% |
False |
False |
22,154 |
| 80 |
93.14 |
70.96 |
22.18 |
28.8% |
2.10 |
2.7% |
27% |
False |
False |
19,957 |
| 100 |
93.14 |
70.96 |
22.18 |
28.8% |
1.91 |
2.5% |
27% |
False |
False |
17,777 |
| 120 |
93.14 |
70.96 |
22.18 |
28.8% |
1.79 |
2.3% |
27% |
False |
False |
15,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.00 |
|
2.618 |
82.24 |
|
1.618 |
80.55 |
|
1.000 |
79.51 |
|
0.618 |
78.86 |
|
HIGH |
77.82 |
|
0.618 |
77.17 |
|
0.500 |
76.98 |
|
0.382 |
76.78 |
|
LOW |
76.13 |
|
0.618 |
75.09 |
|
1.000 |
74.44 |
|
1.618 |
73.40 |
|
2.618 |
71.71 |
|
4.250 |
68.95 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.98 |
76.92 |
| PP |
76.97 |
76.88 |
| S1 |
76.96 |
76.85 |
|