NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
80.51 |
82.76 |
2.25 |
2.8% |
80.18 |
| High |
83.22 |
84.12 |
0.90 |
1.1% |
81.03 |
| Low |
80.44 |
82.51 |
2.07 |
2.6% |
77.49 |
| Close |
82.82 |
84.05 |
1.23 |
1.5% |
80.51 |
| Range |
2.78 |
1.61 |
-1.17 |
-42.1% |
3.54 |
| ATR |
2.18 |
2.14 |
-0.04 |
-1.9% |
0.00 |
| Volume |
40,146 |
72,914 |
32,768 |
81.6% |
225,465 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.39 |
87.83 |
84.94 |
|
| R3 |
86.78 |
86.22 |
84.49 |
|
| R2 |
85.17 |
85.17 |
84.35 |
|
| R1 |
84.61 |
84.61 |
84.20 |
84.89 |
| PP |
83.56 |
83.56 |
83.56 |
83.70 |
| S1 |
83.00 |
83.00 |
83.90 |
83.28 |
| S2 |
81.95 |
81.95 |
83.75 |
|
| S3 |
80.34 |
81.39 |
83.61 |
|
| S4 |
78.73 |
79.78 |
83.16 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.30 |
88.94 |
82.46 |
|
| R3 |
86.76 |
85.40 |
81.48 |
|
| R2 |
83.22 |
83.22 |
81.16 |
|
| R1 |
81.86 |
81.86 |
80.83 |
82.54 |
| PP |
79.68 |
79.68 |
79.68 |
80.02 |
| S1 |
78.32 |
78.32 |
80.19 |
79.00 |
| S2 |
76.14 |
76.14 |
79.86 |
|
| S3 |
72.60 |
74.78 |
79.54 |
|
| S4 |
69.06 |
71.24 |
78.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.12 |
77.49 |
6.63 |
7.9% |
2.13 |
2.5% |
99% |
True |
False |
55,740 |
| 10 |
84.12 |
77.49 |
6.63 |
7.9% |
2.08 |
2.5% |
99% |
True |
False |
49,122 |
| 20 |
84.12 |
73.71 |
10.41 |
12.4% |
2.07 |
2.5% |
99% |
True |
False |
42,149 |
| 40 |
84.12 |
73.15 |
10.97 |
13.1% |
2.09 |
2.5% |
99% |
True |
False |
42,038 |
| 60 |
86.52 |
71.50 |
15.02 |
17.9% |
2.30 |
2.7% |
84% |
False |
False |
46,879 |
| 80 |
93.55 |
71.50 |
22.05 |
26.2% |
2.24 |
2.7% |
57% |
False |
False |
50,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.96 |
|
2.618 |
88.33 |
|
1.618 |
86.72 |
|
1.000 |
85.73 |
|
0.618 |
85.11 |
|
HIGH |
84.12 |
|
0.618 |
83.50 |
|
0.500 |
83.32 |
|
0.382 |
83.13 |
|
LOW |
82.51 |
|
0.618 |
81.52 |
|
1.000 |
80.90 |
|
1.618 |
79.91 |
|
2.618 |
78.30 |
|
4.250 |
75.67 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.81 |
83.13 |
| PP |
83.56 |
82.21 |
| S1 |
83.32 |
81.29 |
|