NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
74.35 |
73.00 |
-1.35 |
-1.8% |
77.18 |
| High |
74.45 |
74.45 |
0.00 |
0.0% |
78.59 |
| Low |
72.95 |
72.35 |
-0.60 |
-0.8% |
74.85 |
| Close |
73.22 |
74.11 |
0.89 |
1.2% |
75.22 |
| Range |
1.50 |
2.10 |
0.60 |
40.0% |
3.74 |
| ATR |
1.91 |
1.93 |
0.01 |
0.7% |
0.00 |
| Volume |
45,962 |
72,746 |
26,784 |
58.3% |
373,500 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.94 |
79.12 |
75.27 |
|
| R3 |
77.84 |
77.02 |
74.69 |
|
| R2 |
75.74 |
75.74 |
74.50 |
|
| R1 |
74.92 |
74.92 |
74.30 |
75.33 |
| PP |
73.64 |
73.64 |
73.64 |
73.84 |
| S1 |
72.82 |
72.82 |
73.92 |
73.23 |
| S2 |
71.54 |
71.54 |
73.73 |
|
| S3 |
69.44 |
70.72 |
73.53 |
|
| S4 |
67.34 |
68.62 |
72.96 |
|
|
| 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 |
72.35 |
5.64 |
7.6% |
1.80 |
2.4% |
31% |
False |
True |
62,870 |
| 10 |
79.69 |
72.35 |
7.34 |
9.9% |
1.79 |
2.4% |
24% |
False |
True |
71,958 |
| 20 |
84.45 |
72.35 |
12.10 |
16.3% |
1.90 |
2.6% |
15% |
False |
True |
65,077 |
| 40 |
84.45 |
72.35 |
12.10 |
16.3% |
2.01 |
2.7% |
15% |
False |
True |
52,342 |
| 60 |
84.45 |
72.35 |
12.10 |
16.3% |
2.07 |
2.8% |
15% |
False |
True |
49,688 |
| 80 |
93.08 |
71.50 |
21.58 |
29.1% |
2.29 |
3.1% |
12% |
False |
False |
51,900 |
| 100 |
93.55 |
71.50 |
22.05 |
29.8% |
2.13 |
2.9% |
12% |
False |
False |
52,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.38 |
|
2.618 |
79.95 |
|
1.618 |
77.85 |
|
1.000 |
76.55 |
|
0.618 |
75.75 |
|
HIGH |
74.45 |
|
0.618 |
73.65 |
|
0.500 |
73.40 |
|
0.382 |
73.15 |
|
LOW |
72.35 |
|
0.618 |
71.05 |
|
1.000 |
70.25 |
|
1.618 |
68.95 |
|
2.618 |
66.85 |
|
4.250 |
63.43 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.87 |
74.11 |
| PP |
73.64 |
74.11 |
| S1 |
73.40 |
74.11 |
|