NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
74.47 |
73.64 |
-0.83 |
-1.1% |
76.43 |
| High |
75.11 |
73.66 |
-1.45 |
-1.9% |
77.82 |
| Low |
73.38 |
72.07 |
-1.31 |
-1.8% |
74.09 |
| Close |
73.73 |
72.36 |
-1.37 |
-1.9% |
74.46 |
| Range |
1.73 |
1.59 |
-0.14 |
-8.1% |
3.73 |
| ATR |
1.92 |
1.91 |
-0.02 |
-1.0% |
0.00 |
| Volume |
61,011 |
56,238 |
-4,773 |
-7.8% |
354,118 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.47 |
76.50 |
73.23 |
|
| R3 |
75.88 |
74.91 |
72.80 |
|
| R2 |
74.29 |
74.29 |
72.65 |
|
| R1 |
73.32 |
73.32 |
72.51 |
73.01 |
| PP |
72.70 |
72.70 |
72.70 |
72.54 |
| S1 |
71.73 |
71.73 |
72.21 |
71.42 |
| S2 |
71.11 |
71.11 |
72.07 |
|
| S3 |
69.52 |
70.14 |
71.92 |
|
| S4 |
67.93 |
68.55 |
71.49 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.65 |
84.28 |
76.51 |
|
| R3 |
82.92 |
80.55 |
75.49 |
|
| R2 |
79.19 |
79.19 |
75.14 |
|
| R1 |
76.82 |
76.82 |
74.80 |
76.14 |
| PP |
75.46 |
75.46 |
75.46 |
75.12 |
| S1 |
73.09 |
73.09 |
74.12 |
72.41 |
| S2 |
71.73 |
71.73 |
73.78 |
|
| S3 |
68.00 |
69.36 |
73.43 |
|
| S4 |
64.27 |
65.63 |
72.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.21 |
72.07 |
5.14 |
7.1% |
1.76 |
2.4% |
6% |
False |
True |
75,788 |
| 10 |
81.44 |
72.07 |
9.37 |
12.9% |
1.87 |
2.6% |
3% |
False |
True |
68,543 |
| 20 |
83.91 |
72.07 |
11.84 |
16.4% |
1.88 |
2.6% |
2% |
False |
True |
53,832 |
| 40 |
83.91 |
72.07 |
11.84 |
16.4% |
2.01 |
2.8% |
2% |
False |
True |
34,831 |
| 60 |
83.91 |
72.07 |
11.84 |
16.4% |
2.01 |
2.8% |
2% |
False |
True |
27,446 |
| 80 |
93.14 |
70.96 |
22.18 |
30.7% |
2.14 |
3.0% |
6% |
False |
False |
24,008 |
| 100 |
93.14 |
70.96 |
22.18 |
30.7% |
1.94 |
2.7% |
6% |
False |
False |
21,313 |
| 120 |
93.14 |
70.96 |
22.18 |
30.7% |
1.81 |
2.5% |
6% |
False |
False |
18,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.42 |
|
2.618 |
77.82 |
|
1.618 |
76.23 |
|
1.000 |
75.25 |
|
0.618 |
74.64 |
|
HIGH |
73.66 |
|
0.618 |
73.05 |
|
0.500 |
72.87 |
|
0.382 |
72.68 |
|
LOW |
72.07 |
|
0.618 |
71.09 |
|
1.000 |
70.48 |
|
1.618 |
69.50 |
|
2.618 |
67.91 |
|
4.250 |
65.31 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.87 |
73.85 |
| PP |
72.70 |
73.35 |
| S1 |
72.53 |
72.86 |
|