NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
77.05 |
76.19 |
-0.86 |
-1.1% |
77.18 |
| High |
77.99 |
76.36 |
-1.63 |
-2.1% |
78.59 |
| Low |
75.82 |
74.85 |
-0.97 |
-1.3% |
74.85 |
| Close |
76.15 |
75.22 |
-0.93 |
-1.2% |
75.22 |
| Range |
2.17 |
1.51 |
-0.66 |
-30.4% |
3.74 |
| ATR |
2.00 |
1.96 |
-0.03 |
-1.7% |
0.00 |
| Volume |
87,546 |
59,823 |
-27,723 |
-31.7% |
373,500 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.01 |
79.12 |
76.05 |
|
| R3 |
78.50 |
77.61 |
75.64 |
|
| R2 |
76.99 |
76.99 |
75.50 |
|
| R1 |
76.10 |
76.10 |
75.36 |
75.79 |
| PP |
75.48 |
75.48 |
75.48 |
75.32 |
| S1 |
74.59 |
74.59 |
75.08 |
74.28 |
| S2 |
73.97 |
73.97 |
74.94 |
|
| S3 |
72.46 |
73.08 |
74.80 |
|
| S4 |
70.95 |
71.57 |
74.39 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.44 |
85.07 |
77.28 |
|
| R3 |
83.70 |
81.33 |
76.25 |
|
| R2 |
79.96 |
79.96 |
75.91 |
|
| R1 |
77.59 |
77.59 |
75.56 |
76.91 |
| PP |
76.22 |
76.22 |
76.22 |
75.88 |
| S1 |
73.85 |
73.85 |
74.88 |
73.17 |
| S2 |
72.48 |
72.48 |
74.53 |
|
| S3 |
68.74 |
70.11 |
74.19 |
|
| S4 |
65.00 |
66.37 |
73.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.59 |
74.85 |
3.74 |
5.0% |
1.65 |
2.2% |
10% |
False |
True |
74,700 |
| 10 |
83.37 |
74.85 |
8.52 |
11.3% |
1.88 |
2.5% |
4% |
False |
True |
74,129 |
| 20 |
84.45 |
74.85 |
9.60 |
12.8% |
1.92 |
2.6% |
4% |
False |
True |
62,208 |
| 40 |
84.45 |
73.15 |
11.30 |
15.0% |
2.07 |
2.8% |
18% |
False |
False |
50,904 |
| 60 |
84.45 |
73.15 |
11.30 |
15.0% |
2.15 |
2.9% |
18% |
False |
False |
49,306 |
| 80 |
93.55 |
71.50 |
22.05 |
29.3% |
2.29 |
3.0% |
17% |
False |
False |
52,037 |
| 100 |
93.55 |
71.50 |
22.05 |
29.3% |
2.13 |
2.8% |
17% |
False |
False |
52,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.78 |
|
2.618 |
80.31 |
|
1.618 |
78.80 |
|
1.000 |
77.87 |
|
0.618 |
77.29 |
|
HIGH |
76.36 |
|
0.618 |
75.78 |
|
0.500 |
75.61 |
|
0.382 |
75.43 |
|
LOW |
74.85 |
|
0.618 |
73.92 |
|
1.000 |
73.34 |
|
1.618 |
72.41 |
|
2.618 |
70.90 |
|
4.250 |
68.43 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.61 |
76.42 |
| PP |
75.48 |
76.02 |
| S1 |
75.35 |
75.62 |
|