NYMEX Light Sweet Crude Oil Future January 2011
| 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 |
76.71 |
76.00 |
-0.71 |
-0.9% |
77.45 |
| High |
77.03 |
76.52 |
-0.51 |
-0.7% |
79.07 |
| Low |
75.51 |
74.84 |
-0.67 |
-0.9% |
75.51 |
| Close |
75.88 |
75.19 |
-0.69 |
-0.9% |
75.88 |
| Range |
1.52 |
1.68 |
0.16 |
10.5% |
3.56 |
| ATR |
1.74 |
1.73 |
0.00 |
-0.2% |
0.00 |
| Volume |
12,677 |
10,301 |
-2,376 |
-18.7% |
72,163 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.56 |
79.55 |
76.11 |
|
| R3 |
78.88 |
77.87 |
75.65 |
|
| R2 |
77.20 |
77.20 |
75.50 |
|
| R1 |
76.19 |
76.19 |
75.34 |
75.86 |
| PP |
75.52 |
75.52 |
75.52 |
75.35 |
| S1 |
74.51 |
74.51 |
75.04 |
74.18 |
| S2 |
73.84 |
73.84 |
74.88 |
|
| S3 |
72.16 |
72.83 |
74.73 |
|
| S4 |
70.48 |
71.15 |
74.27 |
|
|
| 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 |
74.84 |
4.23 |
5.6% |
1.66 |
2.2% |
8% |
False |
True |
15,187 |
| 10 |
83.55 |
74.84 |
8.71 |
11.6% |
1.69 |
2.2% |
4% |
False |
True |
13,334 |
| 20 |
84.73 |
74.84 |
9.89 |
13.2% |
1.66 |
2.2% |
4% |
False |
True |
10,818 |
| 40 |
84.73 |
74.02 |
10.71 |
14.2% |
1.69 |
2.2% |
11% |
False |
False |
8,413 |
| 60 |
84.73 |
74.02 |
10.71 |
14.2% |
1.69 |
2.2% |
11% |
False |
False |
7,158 |
| 80 |
93.29 |
72.06 |
21.23 |
28.2% |
1.79 |
2.4% |
15% |
False |
False |
6,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.66 |
|
2.618 |
80.92 |
|
1.618 |
79.24 |
|
1.000 |
78.20 |
|
0.618 |
77.56 |
|
HIGH |
76.52 |
|
0.618 |
75.88 |
|
0.500 |
75.68 |
|
0.382 |
75.48 |
|
LOW |
74.84 |
|
0.618 |
73.80 |
|
1.000 |
73.16 |
|
1.618 |
72.12 |
|
2.618 |
70.44 |
|
4.250 |
67.70 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.68 |
76.65 |
| PP |
75.52 |
76.16 |
| S1 |
75.35 |
75.68 |
|