NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
76.49 |
75.43 |
-1.06 |
-1.4% |
74.47 |
| High |
76.67 |
76.00 |
-0.67 |
-0.9% |
76.46 |
| Low |
75.35 |
73.08 |
-2.27 |
-3.0% |
71.49 |
| Close |
75.91 |
73.54 |
-2.37 |
-3.1% |
76.21 |
| Range |
1.32 |
2.92 |
1.60 |
121.2% |
4.97 |
| ATR |
1.94 |
2.01 |
0.07 |
3.6% |
0.00 |
| Volume |
205,232 |
116,289 |
-88,943 |
-43.3% |
444,529 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.97 |
81.17 |
75.15 |
|
| R3 |
80.05 |
78.25 |
74.34 |
|
| R2 |
77.13 |
77.13 |
74.08 |
|
| R1 |
75.33 |
75.33 |
73.81 |
74.77 |
| PP |
74.21 |
74.21 |
74.21 |
73.93 |
| S1 |
72.41 |
72.41 |
73.27 |
71.85 |
| S2 |
71.29 |
71.29 |
73.00 |
|
| S3 |
68.37 |
69.49 |
72.74 |
|
| S4 |
65.45 |
66.57 |
71.93 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.63 |
87.89 |
78.94 |
|
| R3 |
84.66 |
82.92 |
77.58 |
|
| R2 |
79.69 |
79.69 |
77.12 |
|
| R1 |
77.95 |
77.95 |
76.67 |
78.82 |
| PP |
74.72 |
74.72 |
74.72 |
75.16 |
| S1 |
72.98 |
72.98 |
75.75 |
73.85 |
| S2 |
69.75 |
69.75 |
75.30 |
|
| S3 |
64.78 |
68.01 |
74.84 |
|
| S4 |
59.81 |
63.04 |
73.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.67 |
71.49 |
5.18 |
7.0% |
2.22 |
3.0% |
40% |
False |
False |
129,760 |
| 10 |
77.21 |
71.49 |
5.72 |
7.8% |
1.99 |
2.7% |
36% |
False |
False |
102,774 |
| 20 |
83.91 |
71.49 |
12.42 |
16.9% |
1.91 |
2.6% |
17% |
False |
False |
78,282 |
| 40 |
83.91 |
71.49 |
12.42 |
16.9% |
1.97 |
2.7% |
17% |
False |
False |
49,356 |
| 60 |
83.91 |
71.49 |
12.42 |
16.9% |
1.98 |
2.7% |
17% |
False |
False |
37,262 |
| 80 |
85.75 |
70.96 |
14.79 |
20.1% |
2.09 |
2.8% |
17% |
False |
False |
31,135 |
| 100 |
93.14 |
70.96 |
22.18 |
30.2% |
2.01 |
2.7% |
12% |
False |
False |
27,402 |
| 120 |
93.14 |
70.96 |
22.18 |
30.2% |
1.86 |
2.5% |
12% |
False |
False |
23,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.41 |
|
2.618 |
83.64 |
|
1.618 |
80.72 |
|
1.000 |
78.92 |
|
0.618 |
77.80 |
|
HIGH |
76.00 |
|
0.618 |
74.88 |
|
0.500 |
74.54 |
|
0.382 |
74.20 |
|
LOW |
73.08 |
|
0.618 |
71.28 |
|
1.000 |
70.16 |
|
1.618 |
68.36 |
|
2.618 |
65.44 |
|
4.250 |
60.67 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.54 |
74.88 |
| PP |
74.21 |
74.43 |
| S1 |
73.87 |
73.99 |
|