NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
72.10 |
73.52 |
1.42 |
2.0% |
76.43 |
| High |
73.58 |
74.82 |
1.24 |
1.7% |
77.82 |
| Low |
71.49 |
73.26 |
1.77 |
2.5% |
74.09 |
| Close |
73.24 |
74.22 |
0.98 |
1.3% |
74.46 |
| Range |
2.09 |
1.56 |
-0.53 |
-25.4% |
3.73 |
| ATR |
1.92 |
1.89 |
-0.02 |
-1.3% |
0.00 |
| Volume |
103,503 |
92,567 |
-10,936 |
-10.6% |
354,118 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.78 |
78.06 |
75.08 |
|
| R3 |
77.22 |
76.50 |
74.65 |
|
| R2 |
75.66 |
75.66 |
74.51 |
|
| R1 |
74.94 |
74.94 |
74.36 |
75.30 |
| PP |
74.10 |
74.10 |
74.10 |
74.28 |
| S1 |
73.38 |
73.38 |
74.08 |
73.74 |
| S2 |
72.54 |
72.54 |
73.93 |
|
| S3 |
70.98 |
71.82 |
73.79 |
|
| S4 |
69.42 |
70.26 |
73.36 |
|
|
| 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 |
75.63 |
71.49 |
4.14 |
5.6% |
1.70 |
2.3% |
66% |
False |
False |
76,080 |
| 10 |
77.82 |
71.49 |
6.33 |
8.5% |
1.69 |
2.3% |
43% |
False |
False |
75,087 |
| 20 |
83.91 |
71.49 |
12.42 |
16.7% |
1.86 |
2.5% |
22% |
False |
False |
60,287 |
| 40 |
83.91 |
71.49 |
12.42 |
16.7% |
1.97 |
2.7% |
22% |
False |
False |
39,158 |
| 60 |
83.91 |
71.49 |
12.42 |
16.7% |
1.98 |
2.7% |
22% |
False |
False |
30,357 |
| 80 |
89.33 |
70.96 |
18.37 |
24.8% |
2.13 |
2.9% |
18% |
False |
False |
26,204 |
| 100 |
93.14 |
70.96 |
22.18 |
29.9% |
1.96 |
2.6% |
15% |
False |
False |
23,109 |
| 120 |
93.14 |
70.96 |
22.18 |
29.9% |
1.83 |
2.5% |
15% |
False |
False |
20,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.45 |
|
2.618 |
78.90 |
|
1.618 |
77.34 |
|
1.000 |
76.38 |
|
0.618 |
75.78 |
|
HIGH |
74.82 |
|
0.618 |
74.22 |
|
0.500 |
74.04 |
|
0.382 |
73.86 |
|
LOW |
73.26 |
|
0.618 |
72.30 |
|
1.000 |
71.70 |
|
1.618 |
70.74 |
|
2.618 |
69.18 |
|
4.250 |
66.63 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.16 |
73.87 |
| PP |
74.10 |
73.51 |
| S1 |
74.04 |
73.16 |
|