NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
77.31 |
75.75 |
-1.56 |
-2.0% |
80.91 |
| High |
77.97 |
76.74 |
-1.23 |
-1.6% |
81.76 |
| Low |
75.52 |
75.01 |
-0.51 |
-0.7% |
75.01 |
| Close |
75.74 |
75.39 |
-0.35 |
-0.5% |
75.39 |
| Range |
2.45 |
1.73 |
-0.72 |
-29.4% |
6.75 |
| ATR |
2.17 |
2.14 |
-0.03 |
-1.4% |
0.00 |
| Volume |
386,287 |
255,072 |
-131,215 |
-34.0% |
1,605,137 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.90 |
79.88 |
76.34 |
|
| R3 |
79.17 |
78.15 |
75.87 |
|
| R2 |
77.44 |
77.44 |
75.71 |
|
| R1 |
76.42 |
76.42 |
75.55 |
76.07 |
| PP |
75.71 |
75.71 |
75.71 |
75.54 |
| S1 |
74.69 |
74.69 |
75.23 |
74.34 |
| S2 |
73.98 |
73.98 |
75.07 |
|
| S3 |
72.25 |
72.96 |
74.91 |
|
| S4 |
70.52 |
71.23 |
74.44 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.64 |
93.26 |
79.10 |
|
| R3 |
90.89 |
86.51 |
77.25 |
|
| R2 |
84.14 |
84.14 |
76.63 |
|
| R1 |
79.76 |
79.76 |
76.01 |
78.58 |
| PP |
77.39 |
77.39 |
77.39 |
76.79 |
| S1 |
73.01 |
73.01 |
74.77 |
71.83 |
| S2 |
70.64 |
70.64 |
74.15 |
|
| S3 |
63.89 |
66.26 |
73.53 |
|
| S4 |
57.14 |
59.51 |
71.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.76 |
75.01 |
6.75 |
9.0% |
2.17 |
2.9% |
6% |
False |
True |
321,027 |
| 10 |
82.97 |
75.01 |
7.96 |
10.6% |
2.02 |
2.7% |
5% |
False |
True |
304,146 |
| 20 |
82.97 |
75.01 |
7.96 |
10.6% |
2.08 |
2.8% |
5% |
False |
True |
300,406 |
| 40 |
82.97 |
71.47 |
11.50 |
15.3% |
2.17 |
2.9% |
34% |
False |
False |
201,564 |
| 60 |
82.97 |
69.62 |
13.35 |
17.7% |
2.29 |
3.0% |
43% |
False |
False |
154,468 |
| 80 |
92.21 |
69.62 |
22.59 |
30.0% |
2.34 |
3.1% |
26% |
False |
False |
126,280 |
| 100 |
92.21 |
69.62 |
22.59 |
30.0% |
2.15 |
2.8% |
26% |
False |
False |
105,715 |
| 120 |
92.21 |
69.62 |
22.59 |
30.0% |
2.07 |
2.7% |
26% |
False |
False |
89,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.09 |
|
2.618 |
81.27 |
|
1.618 |
79.54 |
|
1.000 |
78.47 |
|
0.618 |
77.81 |
|
HIGH |
76.74 |
|
0.618 |
76.08 |
|
0.500 |
75.88 |
|
0.382 |
75.67 |
|
LOW |
75.01 |
|
0.618 |
73.94 |
|
1.000 |
73.28 |
|
1.618 |
72.21 |
|
2.618 |
70.48 |
|
4.250 |
67.66 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.88 |
77.73 |
| PP |
75.71 |
76.95 |
| S1 |
75.55 |
76.17 |
|