NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.26 |
74.35 |
-0.91 |
-1.2% |
77.18 |
| High |
75.87 |
74.45 |
-1.42 |
-1.9% |
78.59 |
| Low |
74.16 |
72.95 |
-1.21 |
-1.6% |
74.85 |
| Close |
74.50 |
73.22 |
-1.28 |
-1.7% |
75.22 |
| Range |
1.71 |
1.50 |
-0.21 |
-12.3% |
3.74 |
| ATR |
1.94 |
1.91 |
-0.03 |
-1.4% |
0.00 |
| Volume |
48,275 |
45,962 |
-2,313 |
-4.8% |
373,500 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.04 |
77.13 |
74.05 |
|
| R3 |
76.54 |
75.63 |
73.63 |
|
| R2 |
75.04 |
75.04 |
73.50 |
|
| R1 |
74.13 |
74.13 |
73.36 |
73.84 |
| PP |
73.54 |
73.54 |
73.54 |
73.39 |
| S1 |
72.63 |
72.63 |
73.08 |
72.34 |
| S2 |
72.04 |
72.04 |
72.95 |
|
| S3 |
70.54 |
71.13 |
72.81 |
|
| S4 |
69.04 |
69.63 |
72.40 |
|
|
| 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 |
77.99 |
72.95 |
5.04 |
6.9% |
1.71 |
2.3% |
5% |
False |
True |
72,500 |
| 10 |
82.10 |
72.95 |
9.15 |
12.5% |
1.87 |
2.5% |
3% |
False |
True |
70,452 |
| 20 |
84.45 |
72.95 |
11.50 |
15.7% |
1.88 |
2.6% |
2% |
False |
True |
63,929 |
| 40 |
84.45 |
72.95 |
11.50 |
15.7% |
2.04 |
2.8% |
2% |
False |
True |
51,334 |
| 60 |
84.45 |
72.95 |
11.50 |
15.7% |
2.09 |
2.9% |
2% |
False |
True |
49,159 |
| 80 |
93.55 |
71.50 |
22.05 |
30.1% |
2.29 |
3.1% |
8% |
False |
False |
51,634 |
| 100 |
93.55 |
71.50 |
22.05 |
30.1% |
2.13 |
2.9% |
8% |
False |
False |
52,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.83 |
|
2.618 |
78.38 |
|
1.618 |
76.88 |
|
1.000 |
75.95 |
|
0.618 |
75.38 |
|
HIGH |
74.45 |
|
0.618 |
73.88 |
|
0.500 |
73.70 |
|
0.382 |
73.52 |
|
LOW |
72.95 |
|
0.618 |
72.02 |
|
1.000 |
71.45 |
|
1.618 |
70.52 |
|
2.618 |
69.02 |
|
4.250 |
66.58 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.70 |
74.66 |
| PP |
73.54 |
74.18 |
| S1 |
73.38 |
73.70 |
|