NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.44 |
74.47 |
-0.97 |
-1.3% |
76.43 |
| High |
75.63 |
75.11 |
-0.52 |
-0.7% |
77.82 |
| Low |
74.09 |
73.38 |
-0.71 |
-1.0% |
74.09 |
| Close |
74.46 |
73.73 |
-0.73 |
-1.0% |
74.46 |
| Range |
1.54 |
1.73 |
0.19 |
12.3% |
3.73 |
| ATR |
1.94 |
1.92 |
-0.01 |
-0.8% |
0.00 |
| Volume |
67,081 |
61,011 |
-6,070 |
-9.0% |
354,118 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.26 |
78.23 |
74.68 |
|
| R3 |
77.53 |
76.50 |
74.21 |
|
| R2 |
75.80 |
75.80 |
74.05 |
|
| R1 |
74.77 |
74.77 |
73.89 |
74.42 |
| PP |
74.07 |
74.07 |
74.07 |
73.90 |
| S1 |
73.04 |
73.04 |
73.57 |
72.69 |
| S2 |
72.34 |
72.34 |
73.41 |
|
| S3 |
70.61 |
71.31 |
73.25 |
|
| S4 |
68.88 |
69.58 |
72.78 |
|
|
| 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 |
73.38 |
4.44 |
6.0% |
1.78 |
2.4% |
8% |
False |
True |
72,745 |
| 10 |
82.68 |
73.38 |
9.30 |
12.6% |
1.96 |
2.7% |
4% |
False |
True |
68,955 |
| 20 |
83.91 |
73.38 |
10.53 |
14.3% |
1.94 |
2.6% |
3% |
False |
True |
51,653 |
| 40 |
83.91 |
72.71 |
11.20 |
15.2% |
2.00 |
2.7% |
9% |
False |
False |
33,754 |
| 60 |
83.91 |
72.71 |
11.20 |
15.2% |
2.02 |
2.7% |
9% |
False |
False |
26,689 |
| 80 |
93.14 |
70.96 |
22.18 |
30.1% |
2.14 |
2.9% |
12% |
False |
False |
23,476 |
| 100 |
93.14 |
70.96 |
22.18 |
30.1% |
1.94 |
2.6% |
12% |
False |
False |
20,809 |
| 120 |
93.14 |
70.96 |
22.18 |
30.1% |
1.80 |
2.4% |
12% |
False |
False |
18,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.46 |
|
2.618 |
79.64 |
|
1.618 |
77.91 |
|
1.000 |
76.84 |
|
0.618 |
76.18 |
|
HIGH |
75.11 |
|
0.618 |
74.45 |
|
0.500 |
74.25 |
|
0.382 |
74.04 |
|
LOW |
73.38 |
|
0.618 |
72.31 |
|
1.000 |
71.65 |
|
1.618 |
70.58 |
|
2.618 |
68.85 |
|
4.250 |
66.03 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.25 |
75.30 |
| PP |
74.07 |
74.77 |
| S1 |
73.90 |
74.25 |
|