NYMEX Light Sweet Crude Oil Future September 2010
| 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 |
75.27 |
74.45 |
-0.82 |
-1.1% |
75.60 |
| High |
76.10 |
74.60 |
-1.50 |
-2.0% |
76.63 |
| Low |
73.96 |
73.19 |
-0.77 |
-1.0% |
73.19 |
| Close |
74.43 |
73.46 |
-0.97 |
-1.3% |
73.46 |
| Range |
2.14 |
1.41 |
-0.73 |
-34.1% |
3.44 |
| ATR |
2.03 |
1.99 |
-0.04 |
-2.2% |
0.00 |
| Volume |
89,419 |
27,480 |
-61,939 |
-69.3% |
867,380 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.98 |
77.13 |
74.24 |
|
| R3 |
76.57 |
75.72 |
73.85 |
|
| R2 |
75.16 |
75.16 |
73.72 |
|
| R1 |
74.31 |
74.31 |
73.59 |
74.03 |
| PP |
73.75 |
73.75 |
73.75 |
73.61 |
| S1 |
72.90 |
72.90 |
73.33 |
72.62 |
| S2 |
72.34 |
72.34 |
73.20 |
|
| S3 |
70.93 |
71.49 |
73.07 |
|
| S4 |
69.52 |
70.08 |
72.68 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.75 |
82.54 |
75.35 |
|
| R3 |
81.31 |
79.10 |
74.41 |
|
| R2 |
77.87 |
77.87 |
74.09 |
|
| R1 |
75.66 |
75.66 |
73.78 |
75.05 |
| PP |
74.43 |
74.43 |
74.43 |
74.12 |
| S1 |
72.22 |
72.22 |
73.14 |
71.61 |
| S2 |
70.99 |
70.99 |
72.83 |
|
| S3 |
67.55 |
68.78 |
72.51 |
|
| S4 |
64.11 |
65.34 |
71.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.63 |
73.19 |
3.44 |
4.7% |
1.63 |
2.2% |
8% |
False |
True |
173,476 |
| 10 |
81.76 |
73.19 |
8.57 |
11.7% |
1.90 |
2.6% |
3% |
False |
True |
247,251 |
| 20 |
82.97 |
73.19 |
9.78 |
13.3% |
1.94 |
2.6% |
3% |
False |
True |
271,942 |
| 40 |
82.97 |
71.47 |
11.50 |
15.7% |
2.14 |
2.9% |
17% |
False |
False |
213,979 |
| 60 |
82.97 |
71.47 |
11.50 |
15.7% |
2.22 |
3.0% |
17% |
False |
False |
164,474 |
| 80 |
92.21 |
69.62 |
22.59 |
30.8% |
2.33 |
3.2% |
17% |
False |
False |
134,756 |
| 100 |
92.21 |
69.62 |
22.59 |
30.8% |
2.16 |
2.9% |
17% |
False |
False |
113,970 |
| 120 |
92.21 |
69.62 |
22.59 |
30.8% |
2.05 |
2.8% |
17% |
False |
False |
96,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.59 |
|
2.618 |
78.29 |
|
1.618 |
76.88 |
|
1.000 |
76.01 |
|
0.618 |
75.47 |
|
HIGH |
74.60 |
|
0.618 |
74.06 |
|
0.500 |
73.90 |
|
0.382 |
73.73 |
|
LOW |
73.19 |
|
0.618 |
72.32 |
|
1.000 |
71.78 |
|
1.618 |
70.91 |
|
2.618 |
69.50 |
|
4.250 |
67.20 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.90 |
74.65 |
| PP |
73.75 |
74.25 |
| S1 |
73.61 |
73.86 |
|