NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.77 |
77.50 |
0.73 |
1.0% |
82.49 |
| High |
78.59 |
77.64 |
-0.95 |
-1.2% |
83.37 |
| Low |
76.73 |
75.99 |
-0.74 |
-1.0% |
76.58 |
| Close |
77.75 |
77.30 |
-0.45 |
-0.6% |
76.94 |
| Range |
1.86 |
1.65 |
-0.21 |
-11.3% |
6.79 |
| ATR |
2.00 |
1.98 |
-0.02 |
-0.9% |
0.00 |
| Volume |
45,279 |
120,895 |
75,616 |
167.0% |
367,791 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.93 |
81.26 |
78.21 |
|
| R3 |
80.28 |
79.61 |
77.75 |
|
| R2 |
78.63 |
78.63 |
77.60 |
|
| R1 |
77.96 |
77.96 |
77.45 |
77.47 |
| PP |
76.98 |
76.98 |
76.98 |
76.73 |
| S1 |
76.31 |
76.31 |
77.15 |
75.82 |
| S2 |
75.33 |
75.33 |
77.00 |
|
| S3 |
73.68 |
74.66 |
76.85 |
|
| S4 |
72.03 |
73.01 |
76.39 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.33 |
94.93 |
80.67 |
|
| R3 |
92.54 |
88.14 |
78.81 |
|
| R2 |
85.75 |
85.75 |
78.18 |
|
| R1 |
81.35 |
81.35 |
77.56 |
80.16 |
| PP |
78.96 |
78.96 |
78.96 |
78.37 |
| S1 |
74.56 |
74.56 |
76.32 |
73.37 |
| S2 |
72.17 |
72.17 |
75.70 |
|
| S3 |
65.38 |
67.77 |
75.07 |
|
| S4 |
58.59 |
60.98 |
73.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.69 |
75.99 |
3.70 |
4.8% |
1.78 |
2.3% |
35% |
False |
True |
81,046 |
| 10 |
84.28 |
75.99 |
8.29 |
10.7% |
1.87 |
2.4% |
16% |
False |
True |
70,037 |
| 20 |
84.45 |
75.99 |
8.46 |
10.9% |
1.94 |
2.5% |
15% |
False |
True |
60,789 |
| 40 |
84.45 |
73.15 |
11.30 |
14.6% |
2.07 |
2.7% |
37% |
False |
False |
49,421 |
| 60 |
84.45 |
71.50 |
12.95 |
16.8% |
2.17 |
2.8% |
45% |
False |
False |
48,494 |
| 80 |
93.55 |
71.50 |
22.05 |
28.5% |
2.28 |
3.0% |
26% |
False |
False |
51,377 |
| 100 |
93.55 |
71.50 |
22.05 |
28.5% |
2.13 |
2.8% |
26% |
False |
False |
51,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.65 |
|
2.618 |
81.96 |
|
1.618 |
80.31 |
|
1.000 |
79.29 |
|
0.618 |
78.66 |
|
HIGH |
77.64 |
|
0.618 |
77.01 |
|
0.500 |
76.82 |
|
0.382 |
76.62 |
|
LOW |
75.99 |
|
0.618 |
74.97 |
|
1.000 |
74.34 |
|
1.618 |
73.32 |
|
2.618 |
71.67 |
|
4.250 |
68.98 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.14 |
77.30 |
| PP |
76.98 |
77.29 |
| S1 |
76.82 |
77.29 |
|