NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.88 |
83.61 |
-0.27 |
-0.3% |
80.51 |
| High |
83.89 |
84.28 |
0.39 |
0.5% |
84.45 |
| Low |
83.01 |
81.63 |
-1.38 |
-1.7% |
80.44 |
| Close |
83.53 |
82.35 |
-1.18 |
-1.4% |
82.35 |
| Range |
0.88 |
2.65 |
1.77 |
201.1% |
4.01 |
| ATR |
2.00 |
2.05 |
0.05 |
2.3% |
0.00 |
| Volume |
53,201 |
53,253 |
52 |
0.1% |
277,410 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.70 |
89.18 |
83.81 |
|
| R3 |
88.05 |
86.53 |
83.08 |
|
| R2 |
85.40 |
85.40 |
82.84 |
|
| R1 |
83.88 |
83.88 |
82.59 |
83.32 |
| PP |
82.75 |
82.75 |
82.75 |
82.47 |
| S1 |
81.23 |
81.23 |
82.11 |
80.67 |
| S2 |
80.10 |
80.10 |
81.86 |
|
| S3 |
77.45 |
78.58 |
81.62 |
|
| S4 |
74.80 |
75.93 |
80.89 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.44 |
92.41 |
84.56 |
|
| R3 |
90.43 |
88.40 |
83.45 |
|
| R2 |
86.42 |
86.42 |
83.09 |
|
| R1 |
84.39 |
84.39 |
82.72 |
85.41 |
| PP |
82.41 |
82.41 |
82.41 |
82.92 |
| S1 |
80.38 |
80.38 |
81.98 |
81.40 |
| S2 |
78.40 |
78.40 |
81.61 |
|
| S3 |
74.39 |
76.37 |
81.25 |
|
| S4 |
70.38 |
72.36 |
80.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.45 |
80.44 |
4.01 |
4.9% |
1.84 |
2.2% |
48% |
False |
False |
55,482 |
| 10 |
84.45 |
77.49 |
6.96 |
8.5% |
1.95 |
2.4% |
70% |
False |
False |
50,287 |
| 20 |
84.45 |
76.20 |
8.25 |
10.0% |
2.01 |
2.4% |
75% |
False |
False |
44,710 |
| 40 |
84.45 |
73.15 |
11.30 |
13.7% |
2.05 |
2.5% |
81% |
False |
False |
42,382 |
| 60 |
86.52 |
71.50 |
15.02 |
18.2% |
2.28 |
2.8% |
72% |
False |
False |
47,035 |
| 80 |
93.55 |
71.50 |
22.05 |
26.8% |
2.25 |
2.7% |
49% |
False |
False |
49,356 |
| 100 |
93.55 |
71.50 |
22.05 |
26.8% |
2.10 |
2.5% |
49% |
False |
False |
47,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.54 |
|
2.618 |
91.22 |
|
1.618 |
88.57 |
|
1.000 |
86.93 |
|
0.618 |
85.92 |
|
HIGH |
84.28 |
|
0.618 |
83.27 |
|
0.500 |
82.96 |
|
0.382 |
82.64 |
|
LOW |
81.63 |
|
0.618 |
79.99 |
|
1.000 |
78.98 |
|
1.618 |
77.34 |
|
2.618 |
74.69 |
|
4.250 |
70.37 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.96 |
83.04 |
| PP |
82.75 |
82.81 |
| S1 |
82.55 |
82.58 |
|