NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
77.88 |
76.71 |
-1.17 |
-1.5% |
77.45 |
| High |
78.46 |
77.03 |
-1.43 |
-1.8% |
79.07 |
| Low |
76.51 |
75.51 |
-1.00 |
-1.3% |
75.51 |
| Close |
76.81 |
75.88 |
-0.93 |
-1.2% |
75.88 |
| Range |
1.95 |
1.52 |
-0.43 |
-22.1% |
3.56 |
| ATR |
1.75 |
1.74 |
-0.02 |
-1.0% |
0.00 |
| Volume |
22,375 |
12,677 |
-9,698 |
-43.3% |
72,163 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.70 |
79.81 |
76.72 |
|
| R3 |
79.18 |
78.29 |
76.30 |
|
| R2 |
77.66 |
77.66 |
76.16 |
|
| R1 |
76.77 |
76.77 |
76.02 |
76.46 |
| PP |
76.14 |
76.14 |
76.14 |
75.98 |
| S1 |
75.25 |
75.25 |
75.74 |
74.94 |
| S2 |
74.62 |
74.62 |
75.60 |
|
| S3 |
73.10 |
73.73 |
75.46 |
|
| S4 |
71.58 |
72.21 |
75.04 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.50 |
85.25 |
77.84 |
|
| R3 |
83.94 |
81.69 |
76.86 |
|
| R2 |
80.38 |
80.38 |
76.53 |
|
| R1 |
78.13 |
78.13 |
76.21 |
77.48 |
| PP |
76.82 |
76.82 |
76.82 |
76.49 |
| S1 |
74.57 |
74.57 |
75.55 |
73.92 |
| S2 |
73.26 |
73.26 |
75.23 |
|
| S3 |
69.70 |
71.01 |
74.90 |
|
| S4 |
66.14 |
67.45 |
73.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.07 |
75.51 |
3.56 |
4.7% |
1.51 |
2.0% |
10% |
False |
True |
14,432 |
| 10 |
83.86 |
75.51 |
8.35 |
11.0% |
1.60 |
2.1% |
4% |
False |
True |
13,372 |
| 20 |
84.73 |
75.51 |
9.22 |
12.2% |
1.64 |
2.2% |
4% |
False |
True |
10,707 |
| 40 |
84.73 |
74.02 |
10.71 |
14.1% |
1.70 |
2.2% |
17% |
False |
False |
8,249 |
| 60 |
84.73 |
74.02 |
10.71 |
14.1% |
1.70 |
2.2% |
17% |
False |
False |
7,071 |
| 80 |
93.29 |
72.06 |
21.23 |
28.0% |
1.77 |
2.3% |
18% |
False |
False |
6,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.49 |
|
2.618 |
81.01 |
|
1.618 |
79.49 |
|
1.000 |
78.55 |
|
0.618 |
77.97 |
|
HIGH |
77.03 |
|
0.618 |
76.45 |
|
0.500 |
76.27 |
|
0.382 |
76.09 |
|
LOW |
75.51 |
|
0.618 |
74.57 |
|
1.000 |
73.99 |
|
1.618 |
73.05 |
|
2.618 |
71.53 |
|
4.250 |
69.05 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.27 |
76.99 |
| PP |
76.14 |
76.62 |
| S1 |
76.01 |
76.25 |
|