NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.11 |
82.10 |
-1.01 |
-1.2% |
80.51 |
| High |
83.23 |
82.10 |
-1.13 |
-1.4% |
84.45 |
| Low |
80.83 |
79.22 |
-1.61 |
-2.0% |
80.44 |
| Close |
81.96 |
79.78 |
-2.18 |
-2.7% |
82.35 |
| Range |
2.40 |
2.88 |
0.48 |
20.0% |
4.01 |
| ATR |
2.00 |
2.07 |
0.06 |
3.1% |
0.00 |
| Volume |
62,472 |
57,685 |
-4,787 |
-7.7% |
277,410 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.01 |
87.27 |
81.36 |
|
| R3 |
86.13 |
84.39 |
80.57 |
|
| R2 |
83.25 |
83.25 |
80.31 |
|
| R1 |
81.51 |
81.51 |
80.04 |
80.94 |
| PP |
80.37 |
80.37 |
80.37 |
80.08 |
| S1 |
78.63 |
78.63 |
79.52 |
78.06 |
| S2 |
77.49 |
77.49 |
79.25 |
|
| S3 |
74.61 |
75.75 |
78.99 |
|
| S4 |
71.73 |
72.87 |
78.20 |
|
|
| 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 |
84.28 |
79.22 |
5.06 |
6.3% |
1.96 |
2.5% |
11% |
False |
True |
59,029 |
| 10 |
84.45 |
78.00 |
6.45 |
8.1% |
2.00 |
2.5% |
28% |
False |
False |
58,197 |
| 20 |
84.45 |
77.14 |
7.31 |
9.2% |
1.99 |
2.5% |
36% |
False |
False |
49,031 |
| 40 |
84.45 |
73.15 |
11.30 |
14.2% |
2.06 |
2.6% |
59% |
False |
False |
44,246 |
| 60 |
84.45 |
71.50 |
12.95 |
16.2% |
2.23 |
2.8% |
64% |
False |
False |
47,576 |
| 80 |
93.55 |
71.50 |
22.05 |
27.6% |
2.26 |
2.8% |
38% |
False |
False |
49,396 |
| 100 |
93.55 |
71.50 |
22.05 |
27.6% |
2.12 |
2.7% |
38% |
False |
False |
48,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.34 |
|
2.618 |
89.64 |
|
1.618 |
86.76 |
|
1.000 |
84.98 |
|
0.618 |
83.88 |
|
HIGH |
82.10 |
|
0.618 |
81.00 |
|
0.500 |
80.66 |
|
0.382 |
80.32 |
|
LOW |
79.22 |
|
0.618 |
77.44 |
|
1.000 |
76.34 |
|
1.618 |
74.56 |
|
2.618 |
71.68 |
|
4.250 |
66.98 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.66 |
81.30 |
| PP |
80.37 |
80.79 |
| S1 |
80.07 |
80.29 |
|