NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.46 |
83.36 |
-0.10 |
-0.1% |
79.86 |
| High |
83.91 |
83.41 |
-0.50 |
-0.6% |
80.53 |
| Low |
82.60 |
82.49 |
-0.11 |
-0.1% |
76.98 |
| Close |
83.46 |
83.00 |
-0.46 |
-0.6% |
79.95 |
| Range |
1.31 |
0.92 |
-0.39 |
-29.8% |
3.55 |
| ATR |
2.03 |
1.96 |
-0.08 |
-3.7% |
0.00 |
| Volume |
32,947 |
35,273 |
2,326 |
7.1% |
124,865 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.73 |
85.28 |
83.51 |
|
| R3 |
84.81 |
84.36 |
83.25 |
|
| R2 |
83.89 |
83.89 |
83.17 |
|
| R1 |
83.44 |
83.44 |
83.08 |
83.21 |
| PP |
82.97 |
82.97 |
82.97 |
82.85 |
| S1 |
82.52 |
82.52 |
82.92 |
82.29 |
| S2 |
82.05 |
82.05 |
82.83 |
|
| S3 |
81.13 |
81.60 |
82.75 |
|
| S4 |
80.21 |
80.68 |
82.49 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.80 |
88.43 |
81.90 |
|
| R3 |
86.25 |
84.88 |
80.93 |
|
| R2 |
82.70 |
82.70 |
80.60 |
|
| R1 |
81.33 |
81.33 |
80.28 |
82.02 |
| PP |
79.15 |
79.15 |
79.15 |
79.50 |
| S1 |
77.78 |
77.78 |
79.62 |
78.47 |
| S2 |
75.60 |
75.60 |
79.30 |
|
| S3 |
72.05 |
74.23 |
78.97 |
|
| S4 |
68.50 |
70.68 |
78.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.91 |
77.93 |
5.98 |
7.2% |
1.74 |
2.1% |
85% |
False |
False |
32,212 |
| 10 |
83.91 |
76.98 |
6.93 |
8.3% |
1.79 |
2.2% |
87% |
False |
False |
28,061 |
| 20 |
83.91 |
75.73 |
8.18 |
9.9% |
1.93 |
2.3% |
89% |
False |
False |
22,684 |
| 40 |
83.91 |
72.71 |
11.20 |
13.5% |
1.97 |
2.4% |
92% |
False |
False |
17,768 |
| 60 |
85.75 |
70.96 |
14.79 |
17.8% |
2.13 |
2.6% |
81% |
False |
False |
16,088 |
| 80 |
93.14 |
70.96 |
22.18 |
26.7% |
2.04 |
2.5% |
54% |
False |
False |
15,186 |
| 100 |
93.14 |
70.96 |
22.18 |
26.7% |
1.85 |
2.2% |
54% |
False |
False |
13,364 |
| 120 |
93.14 |
70.96 |
22.18 |
26.7% |
1.72 |
2.1% |
54% |
False |
False |
11,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.32 |
|
2.618 |
85.82 |
|
1.618 |
84.90 |
|
1.000 |
84.33 |
|
0.618 |
83.98 |
|
HIGH |
83.41 |
|
0.618 |
83.06 |
|
0.500 |
82.95 |
|
0.382 |
82.84 |
|
LOW |
82.49 |
|
0.618 |
81.92 |
|
1.000 |
81.57 |
|
1.618 |
81.00 |
|
2.618 |
80.08 |
|
4.250 |
78.58 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.98 |
82.99 |
| PP |
82.97 |
82.99 |
| S1 |
82.95 |
82.98 |
|