NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
73.64 |
72.10 |
-1.54 |
-2.1% |
76.43 |
| High |
73.66 |
73.58 |
-0.08 |
-0.1% |
77.82 |
| Low |
72.07 |
71.49 |
-0.58 |
-0.8% |
74.09 |
| Close |
72.36 |
73.24 |
0.88 |
1.2% |
74.46 |
| Range |
1.59 |
2.09 |
0.50 |
31.4% |
3.73 |
| ATR |
1.91 |
1.92 |
0.01 |
0.7% |
0.00 |
| Volume |
56,238 |
103,503 |
47,265 |
84.0% |
354,118 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.04 |
78.23 |
74.39 |
|
| R3 |
76.95 |
76.14 |
73.81 |
|
| R2 |
74.86 |
74.86 |
73.62 |
|
| R1 |
74.05 |
74.05 |
73.43 |
74.46 |
| PP |
72.77 |
72.77 |
72.77 |
72.97 |
| S1 |
71.96 |
71.96 |
73.05 |
72.37 |
| S2 |
70.68 |
70.68 |
72.86 |
|
| S3 |
68.59 |
69.87 |
72.67 |
|
| S4 |
66.50 |
67.78 |
72.09 |
|
|
| 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 |
77.21 |
71.49 |
5.72 |
7.8% |
1.82 |
2.5% |
31% |
False |
True |
76,122 |
| 10 |
79.05 |
71.49 |
7.56 |
10.3% |
1.79 |
2.4% |
23% |
False |
True |
72,368 |
| 20 |
83.91 |
71.49 |
12.42 |
17.0% |
1.90 |
2.6% |
14% |
False |
True |
58,028 |
| 40 |
83.91 |
71.49 |
12.42 |
17.0% |
1.99 |
2.7% |
14% |
False |
True |
37,208 |
| 60 |
83.91 |
71.49 |
12.42 |
17.0% |
2.00 |
2.7% |
14% |
False |
True |
28,982 |
| 80 |
92.17 |
70.96 |
21.21 |
29.0% |
2.15 |
2.9% |
11% |
False |
False |
25,173 |
| 100 |
93.14 |
70.96 |
22.18 |
30.3% |
1.95 |
2.7% |
10% |
False |
False |
22,254 |
| 120 |
93.14 |
70.96 |
22.18 |
30.3% |
1.82 |
2.5% |
10% |
False |
False |
19,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.46 |
|
2.618 |
79.05 |
|
1.618 |
76.96 |
|
1.000 |
75.67 |
|
0.618 |
74.87 |
|
HIGH |
73.58 |
|
0.618 |
72.78 |
|
0.500 |
72.54 |
|
0.382 |
72.29 |
|
LOW |
71.49 |
|
0.618 |
70.20 |
|
1.000 |
69.40 |
|
1.618 |
68.11 |
|
2.618 |
66.02 |
|
4.250 |
62.61 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.01 |
73.30 |
| PP |
72.77 |
73.28 |
| S1 |
72.54 |
73.26 |
|