NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
75.88 |
75.46 |
-0.42 |
-0.6% |
81.49 |
| High |
76.34 |
77.03 |
0.69 |
0.9% |
82.22 |
| Low |
75.23 |
75.45 |
0.22 |
0.3% |
75.41 |
| Close |
75.60 |
76.16 |
0.56 |
0.7% |
75.77 |
| Range |
1.11 |
1.58 |
0.47 |
42.3% |
6.81 |
| ATR |
2.04 |
2.00 |
-0.03 |
-1.6% |
0.00 |
| Volume |
110,540 |
108,987 |
-1,553 |
-1.4% |
792,876 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.95 |
80.14 |
77.03 |
|
| R3 |
79.37 |
78.56 |
76.59 |
|
| R2 |
77.79 |
77.79 |
76.45 |
|
| R1 |
76.98 |
76.98 |
76.30 |
77.39 |
| PP |
76.21 |
76.21 |
76.21 |
76.42 |
| S1 |
75.40 |
75.40 |
76.02 |
75.81 |
| S2 |
74.63 |
74.63 |
75.87 |
|
| S3 |
73.05 |
73.82 |
75.73 |
|
| S4 |
71.47 |
72.24 |
75.29 |
|
|
| 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 |
80.99 |
75.23 |
5.76 |
7.6% |
2.00 |
2.6% |
16% |
False |
False |
151,645 |
| 10 |
83.40 |
75.23 |
8.17 |
10.7% |
1.84 |
2.4% |
11% |
False |
False |
126,165 |
| 20 |
83.40 |
75.23 |
8.17 |
10.7% |
2.00 |
2.6% |
11% |
False |
False |
96,526 |
| 40 |
83.40 |
72.15 |
11.25 |
14.8% |
2.09 |
2.7% |
36% |
False |
False |
64,128 |
| 60 |
83.40 |
70.35 |
13.05 |
17.1% |
2.16 |
2.8% |
45% |
False |
False |
49,663 |
| 80 |
92.75 |
70.35 |
22.40 |
29.4% |
2.24 |
2.9% |
26% |
False |
False |
41,800 |
| 100 |
92.75 |
70.35 |
22.40 |
29.4% |
2.05 |
2.7% |
26% |
False |
False |
36,005 |
| 120 |
92.75 |
70.35 |
22.40 |
29.4% |
1.92 |
2.5% |
26% |
False |
False |
30,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.75 |
|
2.618 |
81.17 |
|
1.618 |
79.59 |
|
1.000 |
78.61 |
|
0.618 |
78.01 |
|
HIGH |
77.03 |
|
0.618 |
76.43 |
|
0.500 |
76.24 |
|
0.382 |
76.05 |
|
LOW |
75.45 |
|
0.618 |
74.47 |
|
1.000 |
73.87 |
|
1.618 |
72.89 |
|
2.618 |
71.31 |
|
4.250 |
68.74 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.24 |
76.18 |
| PP |
76.21 |
76.17 |
| S1 |
76.19 |
76.17 |
|