NYMEX Light Sweet Crude Oil Future October 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 |
75.66 |
74.77 |
-0.89 |
-1.2% |
75.88 |
| High |
76.47 |
74.99 |
-1.48 |
-1.9% |
77.03 |
| Low |
74.32 |
73.44 |
-0.88 |
-1.2% |
73.44 |
| Close |
74.77 |
73.82 |
-0.95 |
-1.3% |
73.82 |
| Range |
2.15 |
1.55 |
-0.60 |
-27.9% |
3.59 |
| ATR |
2.01 |
1.98 |
-0.03 |
-1.6% |
0.00 |
| Volume |
270,452 |
234,488 |
-35,964 |
-13.3% |
985,545 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.73 |
77.83 |
74.67 |
|
| R3 |
77.18 |
76.28 |
74.25 |
|
| R2 |
75.63 |
75.63 |
74.10 |
|
| R1 |
74.73 |
74.73 |
73.96 |
74.41 |
| PP |
74.08 |
74.08 |
74.08 |
73.92 |
| S1 |
73.18 |
73.18 |
73.68 |
72.86 |
| S2 |
72.53 |
72.53 |
73.54 |
|
| S3 |
70.98 |
71.63 |
73.39 |
|
| S4 |
69.43 |
70.08 |
72.97 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.53 |
83.27 |
75.79 |
|
| R3 |
81.94 |
79.68 |
74.81 |
|
| R2 |
78.35 |
78.35 |
74.48 |
|
| R1 |
76.09 |
76.09 |
74.15 |
75.43 |
| PP |
74.76 |
74.76 |
74.76 |
74.43 |
| S1 |
72.50 |
72.50 |
73.49 |
71.84 |
| S2 |
71.17 |
71.17 |
73.16 |
|
| S3 |
67.58 |
68.91 |
72.83 |
|
| S4 |
63.99 |
65.32 |
71.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.03 |
73.44 |
3.59 |
4.9% |
1.67 |
2.3% |
11% |
False |
True |
197,109 |
| 10 |
82.22 |
73.44 |
8.78 |
11.9% |
1.91 |
2.6% |
4% |
False |
True |
177,842 |
| 20 |
83.40 |
73.44 |
9.96 |
13.5% |
1.95 |
2.6% |
4% |
False |
True |
124,199 |
| 40 |
83.40 |
72.15 |
11.25 |
15.2% |
2.10 |
2.8% |
15% |
False |
False |
81,363 |
| 60 |
83.40 |
72.15 |
11.25 |
15.2% |
2.15 |
2.9% |
15% |
False |
False |
61,585 |
| 80 |
92.75 |
70.35 |
22.40 |
30.3% |
2.25 |
3.1% |
15% |
False |
False |
50,852 |
| 100 |
92.75 |
70.35 |
22.40 |
30.3% |
2.08 |
2.8% |
15% |
False |
False |
43,494 |
| 120 |
92.75 |
70.35 |
22.40 |
30.3% |
1.92 |
2.6% |
15% |
False |
False |
37,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.58 |
|
2.618 |
79.05 |
|
1.618 |
77.50 |
|
1.000 |
76.54 |
|
0.618 |
75.95 |
|
HIGH |
74.99 |
|
0.618 |
74.40 |
|
0.500 |
74.22 |
|
0.382 |
74.03 |
|
LOW |
73.44 |
|
0.618 |
72.48 |
|
1.000 |
71.89 |
|
1.618 |
70.93 |
|
2.618 |
69.38 |
|
4.250 |
66.85 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.22 |
74.96 |
| PP |
74.08 |
74.58 |
| S1 |
73.95 |
74.20 |
|