NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.45 |
75.27 |
-0.18 |
-0.2% |
80.91 |
| High |
75.74 |
76.10 |
0.36 |
0.5% |
81.76 |
| Low |
73.83 |
73.96 |
0.13 |
0.2% |
75.01 |
| Close |
75.42 |
74.43 |
-0.99 |
-1.3% |
75.39 |
| Range |
1.91 |
2.14 |
0.23 |
12.0% |
6.75 |
| ATR |
2.02 |
2.03 |
0.01 |
0.4% |
0.00 |
| Volume |
227,680 |
89,419 |
-138,261 |
-60.7% |
1,605,137 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.25 |
79.98 |
75.61 |
|
| R3 |
79.11 |
77.84 |
75.02 |
|
| R2 |
76.97 |
76.97 |
74.82 |
|
| R1 |
75.70 |
75.70 |
74.63 |
75.27 |
| PP |
74.83 |
74.83 |
74.83 |
74.61 |
| S1 |
73.56 |
73.56 |
74.23 |
73.13 |
| S2 |
72.69 |
72.69 |
74.04 |
|
| S3 |
70.55 |
71.42 |
73.84 |
|
| S4 |
68.41 |
69.28 |
73.25 |
|
|
| 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 |
76.74 |
73.83 |
2.91 |
3.9% |
1.70 |
2.3% |
21% |
False |
False |
218,994 |
| 10 |
82.67 |
73.83 |
8.84 |
11.9% |
2.02 |
2.7% |
7% |
False |
False |
281,448 |
| 20 |
82.97 |
73.83 |
9.14 |
12.3% |
1.93 |
2.6% |
7% |
False |
False |
288,508 |
| 40 |
82.97 |
71.47 |
11.50 |
15.5% |
2.14 |
2.9% |
26% |
False |
False |
215,897 |
| 60 |
82.97 |
71.27 |
11.70 |
15.7% |
2.23 |
3.0% |
27% |
False |
False |
164,845 |
| 80 |
92.21 |
69.62 |
22.59 |
30.4% |
2.33 |
3.1% |
21% |
False |
False |
135,029 |
| 100 |
92.21 |
69.62 |
22.59 |
30.4% |
2.15 |
2.9% |
21% |
False |
False |
113,818 |
| 120 |
92.21 |
69.62 |
22.59 |
30.4% |
2.06 |
2.8% |
21% |
False |
False |
96,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.20 |
|
2.618 |
81.70 |
|
1.618 |
79.56 |
|
1.000 |
78.24 |
|
0.618 |
77.42 |
|
HIGH |
76.10 |
|
0.618 |
75.28 |
|
0.500 |
75.03 |
|
0.382 |
74.78 |
|
LOW |
73.96 |
|
0.618 |
72.64 |
|
1.000 |
71.82 |
|
1.618 |
70.50 |
|
2.618 |
68.36 |
|
4.250 |
64.87 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.03 |
75.23 |
| PP |
74.83 |
74.96 |
| S1 |
74.63 |
74.70 |
|