NYMEX Light Sweet Crude Oil Future October 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 |
75.46 |
75.80 |
0.34 |
0.5% |
81.49 |
| High |
77.03 |
76.14 |
-0.89 |
-1.2% |
82.22 |
| Low |
75.45 |
74.19 |
-1.26 |
-1.7% |
75.41 |
| Close |
76.16 |
75.78 |
-0.38 |
-0.5% |
75.77 |
| Range |
1.58 |
1.95 |
0.37 |
23.4% |
6.81 |
| ATR |
2.00 |
2.00 |
0.00 |
-0.1% |
0.00 |
| Volume |
108,987 |
261,078 |
152,091 |
139.5% |
792,876 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.22 |
80.45 |
76.85 |
|
| R3 |
79.27 |
78.50 |
76.32 |
|
| R2 |
77.32 |
77.32 |
76.14 |
|
| R1 |
76.55 |
76.55 |
75.96 |
75.96 |
| PP |
75.37 |
75.37 |
75.37 |
75.08 |
| S1 |
74.60 |
74.60 |
75.60 |
74.01 |
| S2 |
73.42 |
73.42 |
75.42 |
|
| S3 |
71.47 |
72.65 |
75.24 |
|
| S4 |
69.52 |
70.70 |
74.71 |
|
|
| 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 |
78.43 |
74.19 |
4.24 |
5.6% |
1.78 |
2.3% |
38% |
False |
True |
172,572 |
| 10 |
83.10 |
74.19 |
8.91 |
11.8% |
1.90 |
2.5% |
18% |
False |
True |
144,571 |
| 20 |
83.40 |
74.19 |
9.21 |
12.2% |
1.98 |
2.6% |
17% |
False |
True |
107,177 |
| 40 |
83.40 |
72.15 |
11.25 |
14.8% |
2.11 |
2.8% |
32% |
False |
False |
70,160 |
| 60 |
83.40 |
70.35 |
13.05 |
17.2% |
2.17 |
2.9% |
42% |
False |
False |
53,674 |
| 80 |
92.75 |
70.35 |
22.40 |
29.6% |
2.25 |
3.0% |
24% |
False |
False |
44,838 |
| 100 |
92.75 |
70.35 |
22.40 |
29.6% |
2.07 |
2.7% |
24% |
False |
False |
38,577 |
| 120 |
92.75 |
70.35 |
22.40 |
29.6% |
1.92 |
2.5% |
24% |
False |
False |
32,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.43 |
|
2.618 |
81.25 |
|
1.618 |
79.30 |
|
1.000 |
78.09 |
|
0.618 |
77.35 |
|
HIGH |
76.14 |
|
0.618 |
75.40 |
|
0.500 |
75.17 |
|
0.382 |
74.93 |
|
LOW |
74.19 |
|
0.618 |
72.98 |
|
1.000 |
72.24 |
|
1.618 |
71.03 |
|
2.618 |
69.08 |
|
4.250 |
65.90 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.58 |
75.72 |
| PP |
75.37 |
75.67 |
| S1 |
75.17 |
75.61 |
|