NYMEX Light Sweet Crude Oil Future November 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 |
76.14 |
76.72 |
0.58 |
0.8% |
81.90 |
| High |
77.82 |
76.90 |
-0.92 |
-1.2% |
82.79 |
| Low |
76.13 |
75.11 |
-1.02 |
-1.3% |
76.01 |
| Close |
76.95 |
76.51 |
-0.44 |
-0.6% |
76.36 |
| Range |
1.69 |
1.79 |
0.10 |
5.9% |
6.78 |
| ATR |
1.96 |
1.95 |
-0.01 |
-0.5% |
0.00 |
| Volume |
41,024 |
101,832 |
60,808 |
148.2% |
336,677 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.54 |
80.82 |
77.49 |
|
| R3 |
79.75 |
79.03 |
77.00 |
|
| R2 |
77.96 |
77.96 |
76.84 |
|
| R1 |
77.24 |
77.24 |
76.67 |
76.71 |
| PP |
76.17 |
76.17 |
76.17 |
75.91 |
| S1 |
75.45 |
75.45 |
76.35 |
74.92 |
| S2 |
74.38 |
74.38 |
76.18 |
|
| S3 |
72.59 |
73.66 |
76.02 |
|
| S4 |
70.80 |
71.87 |
75.53 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.73 |
94.32 |
80.09 |
|
| R3 |
91.95 |
87.54 |
78.22 |
|
| R2 |
85.17 |
85.17 |
77.60 |
|
| R1 |
80.76 |
80.76 |
76.98 |
79.58 |
| PP |
78.39 |
78.39 |
78.39 |
77.79 |
| S1 |
73.98 |
73.98 |
75.74 |
72.80 |
| S2 |
71.61 |
71.61 |
75.12 |
|
| S3 |
64.83 |
67.20 |
74.50 |
|
| S4 |
58.05 |
60.42 |
72.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.05 |
75.11 |
3.94 |
5.1% |
1.76 |
2.3% |
36% |
False |
True |
68,615 |
| 10 |
83.78 |
75.11 |
8.67 |
11.3% |
1.88 |
2.5% |
16% |
False |
True |
60,678 |
| 20 |
83.91 |
75.11 |
8.80 |
11.5% |
1.94 |
2.5% |
16% |
False |
True |
44,397 |
| 40 |
83.91 |
72.71 |
11.20 |
14.6% |
2.03 |
2.7% |
34% |
False |
False |
29,286 |
| 60 |
83.91 |
70.96 |
12.95 |
16.9% |
2.07 |
2.7% |
43% |
False |
False |
23,610 |
| 80 |
93.14 |
70.96 |
22.18 |
29.0% |
2.11 |
2.8% |
25% |
False |
False |
21,066 |
| 100 |
93.14 |
70.96 |
22.18 |
29.0% |
1.92 |
2.5% |
25% |
False |
False |
18,748 |
| 120 |
93.14 |
70.96 |
22.18 |
29.0% |
1.79 |
2.3% |
25% |
False |
False |
16,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.51 |
|
2.618 |
81.59 |
|
1.618 |
79.80 |
|
1.000 |
78.69 |
|
0.618 |
78.01 |
|
HIGH |
76.90 |
|
0.618 |
76.22 |
|
0.500 |
76.01 |
|
0.382 |
75.79 |
|
LOW |
75.11 |
|
0.618 |
74.00 |
|
1.000 |
73.32 |
|
1.618 |
72.21 |
|
2.618 |
70.42 |
|
4.250 |
67.50 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.34 |
76.50 |
| PP |
76.17 |
76.48 |
| S1 |
76.01 |
76.47 |
|