NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
74.01 |
76.49 |
2.48 |
3.4% |
74.47 |
| High |
76.46 |
76.67 |
0.21 |
0.3% |
76.46 |
| Low |
73.27 |
75.35 |
2.08 |
2.8% |
71.49 |
| Close |
76.21 |
75.91 |
-0.30 |
-0.4% |
76.21 |
| Range |
3.19 |
1.32 |
-1.87 |
-58.6% |
4.97 |
| ATR |
1.99 |
1.94 |
-0.05 |
-2.4% |
0.00 |
| Volume |
131,210 |
205,232 |
74,022 |
56.4% |
444,529 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.94 |
79.24 |
76.64 |
|
| R3 |
78.62 |
77.92 |
76.27 |
|
| R2 |
77.30 |
77.30 |
76.15 |
|
| R1 |
76.60 |
76.60 |
76.03 |
76.29 |
| PP |
75.98 |
75.98 |
75.98 |
75.82 |
| S1 |
75.28 |
75.28 |
75.79 |
74.97 |
| S2 |
74.66 |
74.66 |
75.67 |
|
| S3 |
73.34 |
73.96 |
75.55 |
|
| S4 |
72.02 |
72.64 |
75.18 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.63 |
87.89 |
78.94 |
|
| R3 |
84.66 |
82.92 |
77.58 |
|
| R2 |
79.69 |
79.69 |
77.12 |
|
| R1 |
77.95 |
77.95 |
76.67 |
78.82 |
| PP |
74.72 |
74.72 |
74.72 |
75.16 |
| S1 |
72.98 |
72.98 |
75.75 |
73.85 |
| S2 |
69.75 |
69.75 |
75.30 |
|
| S3 |
64.78 |
68.01 |
74.84 |
|
| S4 |
59.81 |
63.04 |
73.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.67 |
71.49 |
5.18 |
6.8% |
1.95 |
2.6% |
85% |
True |
False |
117,750 |
| 10 |
77.82 |
71.49 |
6.33 |
8.3% |
1.87 |
2.5% |
70% |
False |
False |
95,247 |
| 20 |
83.91 |
71.49 |
12.42 |
16.4% |
1.84 |
2.4% |
36% |
False |
False |
74,333 |
| 40 |
83.91 |
71.49 |
12.42 |
16.4% |
1.96 |
2.6% |
36% |
False |
False |
46,731 |
| 60 |
83.91 |
71.49 |
12.42 |
16.4% |
1.96 |
2.6% |
36% |
False |
False |
35,507 |
| 80 |
85.75 |
70.96 |
14.79 |
19.5% |
2.09 |
2.7% |
33% |
False |
False |
29,986 |
| 100 |
93.14 |
70.96 |
22.18 |
29.2% |
1.99 |
2.6% |
22% |
False |
False |
26,318 |
| 120 |
93.14 |
70.96 |
22.18 |
29.2% |
1.84 |
2.4% |
22% |
False |
False |
22,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.28 |
|
2.618 |
80.13 |
|
1.618 |
78.81 |
|
1.000 |
77.99 |
|
0.618 |
77.49 |
|
HIGH |
76.67 |
|
0.618 |
76.17 |
|
0.500 |
76.01 |
|
0.382 |
75.85 |
|
LOW |
75.35 |
|
0.618 |
74.53 |
|
1.000 |
74.03 |
|
1.618 |
73.21 |
|
2.618 |
71.89 |
|
4.250 |
69.74 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.01 |
75.60 |
| PP |
75.98 |
75.28 |
| S1 |
75.94 |
74.97 |
|