NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
78.45 |
78.26 |
-0.19 |
-0.2% |
83.11 |
| High |
79.07 |
78.31 |
-0.76 |
-1.0% |
83.86 |
| Low |
77.44 |
76.79 |
-0.65 |
-0.8% |
77.14 |
| Close |
78.45 |
78.01 |
-0.44 |
-0.6% |
77.49 |
| Range |
1.63 |
1.52 |
-0.11 |
-6.7% |
6.72 |
| ATR |
1.74 |
1.74 |
-0.01 |
-0.3% |
0.00 |
| Volume |
7,690 |
22,896 |
15,206 |
197.7% |
61,561 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.26 |
81.66 |
78.85 |
|
| R3 |
80.74 |
80.14 |
78.43 |
|
| R2 |
79.22 |
79.22 |
78.29 |
|
| R1 |
78.62 |
78.62 |
78.15 |
78.16 |
| PP |
77.70 |
77.70 |
77.70 |
77.48 |
| S1 |
77.10 |
77.10 |
77.87 |
76.64 |
| S2 |
76.18 |
76.18 |
77.73 |
|
| S3 |
74.66 |
75.58 |
77.59 |
|
| S4 |
73.14 |
74.06 |
77.17 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.66 |
95.29 |
81.19 |
|
| R3 |
92.94 |
88.57 |
79.34 |
|
| R2 |
86.22 |
86.22 |
78.72 |
|
| R1 |
81.85 |
81.85 |
78.11 |
80.68 |
| PP |
79.50 |
79.50 |
79.50 |
78.91 |
| S1 |
75.13 |
75.13 |
76.87 |
73.96 |
| S2 |
72.78 |
72.78 |
76.26 |
|
| S3 |
66.06 |
68.41 |
75.64 |
|
| S4 |
59.34 |
61.69 |
73.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.98 |
76.79 |
3.19 |
4.1% |
1.58 |
2.0% |
38% |
False |
True |
14,112 |
| 10 |
84.40 |
76.79 |
7.61 |
9.8% |
1.54 |
2.0% |
16% |
False |
True |
11,604 |
| 20 |
84.73 |
76.79 |
7.94 |
10.2% |
1.62 |
2.1% |
15% |
False |
True |
10,058 |
| 40 |
84.73 |
74.02 |
10.71 |
13.7% |
1.69 |
2.2% |
37% |
False |
False |
7,555 |
| 60 |
84.73 |
72.06 |
12.67 |
16.2% |
1.70 |
2.2% |
47% |
False |
False |
6,655 |
| 80 |
93.29 |
72.06 |
21.23 |
27.2% |
1.76 |
2.3% |
28% |
False |
False |
6,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.77 |
|
2.618 |
82.29 |
|
1.618 |
80.77 |
|
1.000 |
79.83 |
|
0.618 |
79.25 |
|
HIGH |
78.31 |
|
0.618 |
77.73 |
|
0.500 |
77.55 |
|
0.382 |
77.37 |
|
LOW |
76.79 |
|
0.618 |
75.85 |
|
1.000 |
75.27 |
|
1.618 |
74.33 |
|
2.618 |
72.81 |
|
4.250 |
70.33 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.86 |
77.98 |
| PP |
77.70 |
77.96 |
| S1 |
77.55 |
77.93 |
|