NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
83.89 |
83.88 |
-0.01 |
0.0% |
80.18 |
| High |
84.45 |
83.89 |
-0.56 |
-0.7% |
81.03 |
| Low |
83.17 |
83.01 |
-0.16 |
-0.2% |
77.49 |
| Close |
83.98 |
83.53 |
-0.45 |
-0.5% |
80.51 |
| Range |
1.28 |
0.88 |
-0.40 |
-31.3% |
3.54 |
| ATR |
2.08 |
2.00 |
-0.08 |
-3.8% |
0.00 |
| Volume |
57,896 |
53,201 |
-4,695 |
-8.1% |
225,465 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.12 |
85.70 |
84.01 |
|
| R3 |
85.24 |
84.82 |
83.77 |
|
| R2 |
84.36 |
84.36 |
83.69 |
|
| R1 |
83.94 |
83.94 |
83.61 |
83.71 |
| PP |
83.48 |
83.48 |
83.48 |
83.36 |
| S1 |
83.06 |
83.06 |
83.45 |
82.83 |
| S2 |
82.60 |
82.60 |
83.37 |
|
| S3 |
81.72 |
82.18 |
83.29 |
|
| S4 |
80.84 |
81.30 |
83.05 |
|
|
| 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 |
78.45 |
6.00 |
7.2% |
1.74 |
2.1% |
85% |
False |
False |
54,989 |
| 10 |
84.45 |
77.49 |
6.96 |
8.3% |
1.80 |
2.2% |
87% |
False |
False |
50,587 |
| 20 |
84.45 |
76.20 |
8.25 |
9.9% |
1.95 |
2.3% |
89% |
False |
False |
43,616 |
| 40 |
84.45 |
73.15 |
11.30 |
13.5% |
2.04 |
2.4% |
92% |
False |
False |
42,348 |
| 60 |
86.52 |
71.50 |
15.02 |
18.0% |
2.26 |
2.7% |
80% |
False |
False |
47,006 |
| 80 |
93.55 |
71.50 |
22.05 |
26.4% |
2.24 |
2.7% |
55% |
False |
False |
49,784 |
| 100 |
93.55 |
71.50 |
22.05 |
26.4% |
2.09 |
2.5% |
55% |
False |
False |
47,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.63 |
|
2.618 |
86.19 |
|
1.618 |
85.31 |
|
1.000 |
84.77 |
|
0.618 |
84.43 |
|
HIGH |
83.89 |
|
0.618 |
83.55 |
|
0.500 |
83.45 |
|
0.382 |
83.35 |
|
LOW |
83.01 |
|
0.618 |
82.47 |
|
1.000 |
82.13 |
|
1.618 |
81.59 |
|
2.618 |
80.71 |
|
4.250 |
79.27 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
83.50 |
83.51 |
| PP |
83.48 |
83.50 |
| S1 |
83.45 |
83.48 |
|