NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.16 |
75.88 |
-0.28 |
-0.4% |
81.49 |
| High |
77.12 |
76.34 |
-0.78 |
-1.0% |
82.22 |
| Low |
75.41 |
75.23 |
-0.18 |
-0.2% |
75.41 |
| Close |
75.77 |
75.60 |
-0.17 |
-0.2% |
75.77 |
| Range |
1.71 |
1.11 |
-0.60 |
-35.1% |
6.81 |
| ATR |
2.11 |
2.04 |
-0.07 |
-3.4% |
0.00 |
| Volume |
207,419 |
110,540 |
-96,879 |
-46.7% |
792,876 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.05 |
78.44 |
76.21 |
|
| R3 |
77.94 |
77.33 |
75.91 |
|
| R2 |
76.83 |
76.83 |
75.80 |
|
| R1 |
76.22 |
76.22 |
75.70 |
75.97 |
| PP |
75.72 |
75.72 |
75.72 |
75.60 |
| S1 |
75.11 |
75.11 |
75.50 |
74.86 |
| S2 |
74.61 |
74.61 |
75.40 |
|
| S3 |
73.50 |
74.00 |
75.29 |
|
| S4 |
72.39 |
72.89 |
74.99 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.23 |
93.81 |
79.52 |
|
| R3 |
91.42 |
87.00 |
77.64 |
|
| R2 |
84.61 |
84.61 |
77.02 |
|
| R1 |
80.19 |
80.19 |
76.39 |
79.00 |
| PP |
77.80 |
77.80 |
77.80 |
77.20 |
| S1 |
73.38 |
73.38 |
75.15 |
72.19 |
| S2 |
70.99 |
70.99 |
74.52 |
|
| S3 |
64.18 |
66.57 |
73.90 |
|
| S4 |
57.37 |
59.76 |
72.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.07 |
75.23 |
6.84 |
9.0% |
2.17 |
2.9% |
5% |
False |
True |
154,642 |
| 10 |
83.40 |
75.23 |
8.17 |
10.8% |
1.83 |
2.4% |
5% |
False |
True |
123,598 |
| 20 |
83.40 |
75.23 |
8.17 |
10.8% |
2.01 |
2.7% |
5% |
False |
True |
93,353 |
| 40 |
83.40 |
72.15 |
11.25 |
14.9% |
2.11 |
2.8% |
31% |
False |
False |
61,792 |
| 60 |
83.40 |
70.35 |
13.05 |
17.3% |
2.17 |
2.9% |
40% |
False |
False |
48,241 |
| 80 |
92.75 |
70.35 |
22.40 |
29.6% |
2.24 |
3.0% |
23% |
False |
False |
40,636 |
| 100 |
92.75 |
70.35 |
22.40 |
29.6% |
2.05 |
2.7% |
23% |
False |
False |
34,950 |
| 120 |
92.75 |
70.35 |
22.40 |
29.6% |
1.93 |
2.6% |
23% |
False |
False |
29,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.06 |
|
2.618 |
79.25 |
|
1.618 |
78.14 |
|
1.000 |
77.45 |
|
0.618 |
77.03 |
|
HIGH |
76.34 |
|
0.618 |
75.92 |
|
0.500 |
75.79 |
|
0.382 |
75.65 |
|
LOW |
75.23 |
|
0.618 |
74.54 |
|
1.000 |
74.12 |
|
1.618 |
73.43 |
|
2.618 |
72.32 |
|
4.250 |
70.51 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.79 |
76.83 |
| PP |
75.72 |
76.42 |
| S1 |
75.66 |
76.01 |
|