NYMEX Light Sweet Crude Oil Future November 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
83.15 |
81.90 |
-1.25 |
-1.5% |
79.99 |
High |
83.78 |
82.79 |
-0.99 |
-1.2% |
83.91 |
Low |
81.06 |
81.78 |
0.72 |
0.9% |
79.87 |
Close |
81.77 |
82.56 |
0.79 |
1.0% |
81.77 |
Range |
2.72 |
1.01 |
-1.71 |
-62.9% |
4.04 |
ATR |
2.01 |
1.94 |
-0.07 |
-3.5% |
0.00 |
Volume |
40,577 |
62,248 |
21,671 |
53.4% |
169,611 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.41 |
84.99 |
83.12 |
|
R3 |
84.40 |
83.98 |
82.84 |
|
R2 |
83.39 |
83.39 |
82.75 |
|
R1 |
82.97 |
82.97 |
82.65 |
83.18 |
PP |
82.38 |
82.38 |
82.38 |
82.48 |
S1 |
81.96 |
81.96 |
82.47 |
82.17 |
S2 |
81.37 |
81.37 |
82.37 |
|
S3 |
80.36 |
80.95 |
82.28 |
|
S4 |
79.35 |
79.94 |
82.00 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.97 |
91.91 |
83.99 |
|
R3 |
89.93 |
87.87 |
82.88 |
|
R2 |
85.89 |
85.89 |
82.51 |
|
R1 |
83.83 |
83.83 |
82.14 |
84.86 |
PP |
81.85 |
81.85 |
81.85 |
82.37 |
S1 |
79.79 |
79.79 |
81.40 |
80.82 |
S2 |
77.81 |
77.81 |
81.03 |
|
S3 |
73.77 |
75.75 |
80.66 |
|
S4 |
69.73 |
71.71 |
79.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.91 |
81.06 |
2.85 |
3.5% |
1.50 |
1.8% |
53% |
False |
False |
41,670 |
10 |
83.91 |
76.98 |
6.93 |
8.4% |
1.93 |
2.3% |
81% |
False |
False |
34,350 |
20 |
83.91 |
75.73 |
8.18 |
9.9% |
1.96 |
2.4% |
83% |
False |
False |
26,387 |
40 |
83.91 |
72.71 |
11.20 |
13.6% |
1.97 |
2.4% |
88% |
False |
False |
19,675 |
60 |
83.91 |
70.96 |
12.95 |
15.7% |
2.14 |
2.6% |
90% |
False |
False |
17,379 |
80 |
93.14 |
70.96 |
22.18 |
26.9% |
2.06 |
2.5% |
52% |
False |
False |
16,059 |
100 |
93.14 |
70.96 |
22.18 |
26.9% |
1.87 |
2.3% |
52% |
False |
False |
14,312 |
120 |
93.14 |
70.96 |
22.18 |
26.9% |
1.75 |
2.1% |
52% |
False |
False |
12,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.08 |
2.618 |
85.43 |
1.618 |
84.42 |
1.000 |
83.80 |
0.618 |
83.41 |
HIGH |
82.79 |
0.618 |
82.40 |
0.500 |
82.29 |
0.382 |
82.17 |
LOW |
81.78 |
0.618 |
81.16 |
1.000 |
80.77 |
1.618 |
80.15 |
2.618 |
79.14 |
4.250 |
77.49 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.47 |
82.51 |
PP |
82.38 |
82.47 |
S1 |
82.29 |
82.42 |
|