NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.19 |
75.26 |
-0.93 |
-1.2% |
77.18 |
| High |
76.36 |
75.87 |
-0.49 |
-0.6% |
78.59 |
| Low |
74.85 |
74.16 |
-0.69 |
-0.9% |
74.85 |
| Close |
75.22 |
74.50 |
-0.72 |
-1.0% |
75.22 |
| Range |
1.51 |
1.71 |
0.20 |
13.2% |
3.74 |
| ATR |
1.96 |
1.94 |
-0.02 |
-0.9% |
0.00 |
| Volume |
59,823 |
48,275 |
-11,548 |
-19.3% |
373,500 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.97 |
78.95 |
75.44 |
|
| R3 |
78.26 |
77.24 |
74.97 |
|
| R2 |
76.55 |
76.55 |
74.81 |
|
| R1 |
75.53 |
75.53 |
74.66 |
75.19 |
| PP |
74.84 |
74.84 |
74.84 |
74.67 |
| S1 |
73.82 |
73.82 |
74.34 |
73.48 |
| S2 |
73.13 |
73.13 |
74.19 |
|
| S3 |
71.42 |
72.11 |
74.03 |
|
| S4 |
69.71 |
70.40 |
73.56 |
|
|
| 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 |
74.16 |
4.43 |
5.9% |
1.78 |
2.4% |
8% |
False |
True |
72,363 |
| 10 |
83.23 |
74.16 |
9.07 |
12.2% |
1.96 |
2.6% |
4% |
False |
True |
72,103 |
| 20 |
84.45 |
74.16 |
10.29 |
13.8% |
1.94 |
2.6% |
3% |
False |
True |
62,944 |
| 40 |
84.45 |
73.15 |
11.30 |
15.2% |
2.04 |
2.7% |
12% |
False |
False |
51,180 |
| 60 |
84.45 |
73.15 |
11.30 |
15.2% |
2.11 |
2.8% |
12% |
False |
False |
49,244 |
| 80 |
93.55 |
71.50 |
22.05 |
29.6% |
2.28 |
3.1% |
14% |
False |
False |
51,932 |
| 100 |
93.55 |
71.50 |
22.05 |
29.6% |
2.14 |
2.9% |
14% |
False |
False |
52,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.14 |
|
2.618 |
80.35 |
|
1.618 |
78.64 |
|
1.000 |
77.58 |
|
0.618 |
76.93 |
|
HIGH |
75.87 |
|
0.618 |
75.22 |
|
0.500 |
75.02 |
|
0.382 |
74.81 |
|
LOW |
74.16 |
|
0.618 |
73.10 |
|
1.000 |
72.45 |
|
1.618 |
71.39 |
|
2.618 |
69.68 |
|
4.250 |
66.89 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.02 |
76.08 |
| PP |
74.84 |
75.55 |
| S1 |
74.67 |
75.03 |
|