NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.25 |
75.44 |
-0.81 |
-1.1% |
76.43 |
| High |
77.21 |
75.63 |
-1.58 |
-2.0% |
77.82 |
| Low |
75.04 |
74.09 |
-0.95 |
-1.3% |
74.09 |
| Close |
75.42 |
74.46 |
-0.96 |
-1.3% |
74.46 |
| Range |
2.17 |
1.54 |
-0.63 |
-29.0% |
3.73 |
| ATR |
1.97 |
1.94 |
-0.03 |
-1.6% |
0.00 |
| Volume |
92,779 |
67,081 |
-25,698 |
-27.7% |
354,118 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.35 |
78.44 |
75.31 |
|
| R3 |
77.81 |
76.90 |
74.88 |
|
| R2 |
76.27 |
76.27 |
74.74 |
|
| R1 |
75.36 |
75.36 |
74.60 |
75.05 |
| PP |
74.73 |
74.73 |
74.73 |
74.57 |
| S1 |
73.82 |
73.82 |
74.32 |
73.51 |
| S2 |
73.19 |
73.19 |
74.18 |
|
| S3 |
71.65 |
72.28 |
74.04 |
|
| S4 |
70.11 |
70.74 |
73.61 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.65 |
84.28 |
76.51 |
|
| R3 |
82.92 |
80.55 |
75.49 |
|
| R2 |
79.19 |
79.19 |
75.14 |
|
| R1 |
76.82 |
76.82 |
74.80 |
76.14 |
| PP |
75.46 |
75.46 |
75.46 |
75.12 |
| S1 |
73.09 |
73.09 |
74.12 |
72.41 |
| S2 |
71.73 |
71.73 |
73.78 |
|
| S3 |
68.00 |
69.36 |
73.43 |
|
| S4 |
64.27 |
65.63 |
72.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.82 |
74.09 |
3.73 |
5.0% |
1.65 |
2.2% |
10% |
False |
True |
70,823 |
| 10 |
82.79 |
74.09 |
8.70 |
11.7% |
1.88 |
2.5% |
4% |
False |
True |
69,079 |
| 20 |
83.91 |
74.09 |
9.82 |
13.2% |
1.92 |
2.6% |
4% |
False |
True |
49,263 |
| 40 |
83.91 |
72.71 |
11.20 |
15.0% |
2.04 |
2.7% |
16% |
False |
False |
32,546 |
| 60 |
83.91 |
72.71 |
11.20 |
15.0% |
2.06 |
2.8% |
16% |
False |
False |
25,887 |
| 80 |
93.14 |
70.96 |
22.18 |
29.8% |
2.13 |
2.9% |
16% |
False |
False |
22,850 |
| 100 |
93.14 |
70.96 |
22.18 |
29.8% |
1.93 |
2.6% |
16% |
False |
False |
20,232 |
| 120 |
93.14 |
70.96 |
22.18 |
29.8% |
1.79 |
2.4% |
16% |
False |
False |
17,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.18 |
|
2.618 |
79.66 |
|
1.618 |
78.12 |
|
1.000 |
77.17 |
|
0.618 |
76.58 |
|
HIGH |
75.63 |
|
0.618 |
75.04 |
|
0.500 |
74.86 |
|
0.382 |
74.68 |
|
LOW |
74.09 |
|
0.618 |
73.14 |
|
1.000 |
72.55 |
|
1.618 |
71.60 |
|
2.618 |
70.06 |
|
4.250 |
67.55 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.86 |
75.65 |
| PP |
74.73 |
75.25 |
| S1 |
74.59 |
74.86 |
|