NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
82.76 |
83.89 |
1.13 |
1.4% |
80.18 |
| High |
84.12 |
84.45 |
0.33 |
0.4% |
81.03 |
| Low |
82.51 |
83.17 |
0.66 |
0.8% |
77.49 |
| Close |
84.05 |
83.98 |
-0.07 |
-0.1% |
80.51 |
| Range |
1.61 |
1.28 |
-0.33 |
-20.5% |
3.54 |
| ATR |
2.14 |
2.08 |
-0.06 |
-2.9% |
0.00 |
| Volume |
72,914 |
57,896 |
-15,018 |
-20.6% |
225,465 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.71 |
87.12 |
84.68 |
|
| R3 |
86.43 |
85.84 |
84.33 |
|
| R2 |
85.15 |
85.15 |
84.21 |
|
| R1 |
84.56 |
84.56 |
84.10 |
84.86 |
| PP |
83.87 |
83.87 |
83.87 |
84.01 |
| S1 |
83.28 |
83.28 |
83.86 |
83.58 |
| S2 |
82.59 |
82.59 |
83.75 |
|
| S3 |
81.31 |
82.00 |
83.63 |
|
| S4 |
80.03 |
80.72 |
83.28 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.30 |
88.94 |
82.46 |
|
| R3 |
86.76 |
85.40 |
81.48 |
|
| R2 |
83.22 |
83.22 |
81.16 |
|
| R1 |
81.86 |
81.86 |
80.83 |
82.54 |
| PP |
79.68 |
79.68 |
79.68 |
80.02 |
| S1 |
78.32 |
78.32 |
80.19 |
79.00 |
| S2 |
76.14 |
76.14 |
79.86 |
|
| S3 |
72.60 |
74.78 |
79.54 |
|
| S4 |
69.06 |
71.24 |
78.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.45 |
78.00 |
6.45 |
7.7% |
2.05 |
2.4% |
93% |
True |
False |
57,365 |
| 10 |
84.45 |
77.49 |
6.96 |
8.3% |
2.01 |
2.4% |
93% |
True |
False |
51,541 |
| 20 |
84.45 |
76.20 |
8.25 |
9.8% |
1.98 |
2.4% |
94% |
True |
False |
43,081 |
| 40 |
84.45 |
73.15 |
11.30 |
13.5% |
2.08 |
2.5% |
96% |
True |
False |
42,319 |
| 60 |
86.52 |
71.50 |
15.02 |
17.9% |
2.28 |
2.7% |
83% |
False |
False |
46,834 |
| 80 |
93.55 |
71.50 |
22.05 |
26.3% |
2.24 |
2.7% |
57% |
False |
False |
49,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.89 |
|
2.618 |
87.80 |
|
1.618 |
86.52 |
|
1.000 |
85.73 |
|
0.618 |
85.24 |
|
HIGH |
84.45 |
|
0.618 |
83.96 |
|
0.500 |
83.81 |
|
0.382 |
83.66 |
|
LOW |
83.17 |
|
0.618 |
82.38 |
|
1.000 |
81.89 |
|
1.618 |
81.10 |
|
2.618 |
79.82 |
|
4.250 |
77.73 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.92 |
83.47 |
| PP |
83.87 |
82.96 |
| S1 |
83.81 |
82.45 |
|