NYMEX Light Sweet Crude Oil Future September 2010
| 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 |
75.06 |
75.45 |
0.39 |
0.5% |
80.91 |
| High |
76.63 |
75.74 |
-0.89 |
-1.2% |
81.76 |
| Low |
75.01 |
73.83 |
-1.18 |
-1.6% |
75.01 |
| Close |
75.77 |
75.42 |
-0.35 |
-0.5% |
75.39 |
| Range |
1.62 |
1.91 |
0.29 |
17.9% |
6.75 |
| ATR |
2.03 |
2.02 |
-0.01 |
-0.3% |
0.00 |
| Volume |
319,581 |
227,680 |
-91,901 |
-28.8% |
1,605,137 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.73 |
79.98 |
76.47 |
|
| R3 |
78.82 |
78.07 |
75.95 |
|
| R2 |
76.91 |
76.91 |
75.77 |
|
| R1 |
76.16 |
76.16 |
75.60 |
75.58 |
| PP |
75.00 |
75.00 |
75.00 |
74.71 |
| S1 |
74.25 |
74.25 |
75.24 |
73.67 |
| S2 |
73.09 |
73.09 |
75.07 |
|
| S3 |
71.18 |
72.34 |
74.89 |
|
| S4 |
69.27 |
70.43 |
74.37 |
|
|
| 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 |
77.97 |
73.83 |
4.14 |
5.5% |
1.76 |
2.3% |
38% |
False |
True |
278,368 |
| 10 |
82.67 |
73.83 |
8.84 |
11.7% |
1.90 |
2.5% |
18% |
False |
True |
294,195 |
| 20 |
82.97 |
73.83 |
9.14 |
12.1% |
1.99 |
2.6% |
17% |
False |
True |
300,158 |
| 40 |
82.97 |
71.47 |
11.50 |
15.2% |
2.15 |
2.9% |
34% |
False |
False |
215,397 |
| 60 |
82.97 |
69.62 |
13.35 |
17.7% |
2.24 |
3.0% |
43% |
False |
False |
163,913 |
| 80 |
92.21 |
69.62 |
22.59 |
30.0% |
2.33 |
3.1% |
26% |
False |
False |
134,262 |
| 100 |
92.21 |
69.62 |
22.59 |
30.0% |
2.15 |
2.9% |
26% |
False |
False |
112,985 |
| 120 |
92.21 |
69.62 |
22.59 |
30.0% |
2.06 |
2.7% |
26% |
False |
False |
95,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.86 |
|
2.618 |
80.74 |
|
1.618 |
78.83 |
|
1.000 |
77.65 |
|
0.618 |
76.92 |
|
HIGH |
75.74 |
|
0.618 |
75.01 |
|
0.500 |
74.79 |
|
0.382 |
74.56 |
|
LOW |
73.83 |
|
0.618 |
72.65 |
|
1.000 |
71.92 |
|
1.618 |
70.74 |
|
2.618 |
68.83 |
|
4.250 |
65.71 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.21 |
75.36 |
| PP |
75.00 |
75.29 |
| S1 |
74.79 |
75.23 |
|