NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
82.49 |
83.11 |
0.62 |
0.8% |
80.51 |
High |
83.37 |
83.23 |
-0.14 |
-0.2% |
84.45 |
Low |
82.38 |
80.83 |
-1.55 |
-1.9% |
80.44 |
Close |
83.17 |
81.96 |
-1.21 |
-1.5% |
82.35 |
Range |
0.99 |
2.40 |
1.41 |
142.4% |
4.01 |
ATR |
1.97 |
2.00 |
0.03 |
1.5% |
0.00 |
Volume |
68,535 |
62,472 |
-6,063 |
-8.8% |
277,410 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.21 |
87.98 |
83.28 |
|
R3 |
86.81 |
85.58 |
82.62 |
|
R2 |
84.41 |
84.41 |
82.40 |
|
R1 |
83.18 |
83.18 |
82.18 |
82.60 |
PP |
82.01 |
82.01 |
82.01 |
81.71 |
S1 |
80.78 |
80.78 |
81.74 |
80.20 |
S2 |
79.61 |
79.61 |
81.52 |
|
S3 |
77.21 |
78.38 |
81.30 |
|
S4 |
74.81 |
75.98 |
80.64 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.44 |
92.41 |
84.56 |
|
R3 |
90.43 |
88.40 |
83.45 |
|
R2 |
86.42 |
86.42 |
83.09 |
|
R1 |
84.39 |
84.39 |
82.72 |
85.41 |
PP |
82.41 |
82.41 |
82.41 |
82.92 |
S1 |
80.38 |
80.38 |
81.98 |
81.40 |
S2 |
78.40 |
78.40 |
81.61 |
|
S3 |
74.39 |
76.37 |
81.25 |
|
S4 |
70.38 |
72.36 |
80.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.45 |
80.83 |
3.62 |
4.4% |
1.64 |
2.0% |
31% |
False |
True |
59,071 |
10 |
84.45 |
77.49 |
6.96 |
8.5% |
1.89 |
2.3% |
64% |
False |
False |
57,405 |
20 |
84.45 |
77.14 |
7.31 |
8.9% |
1.93 |
2.4% |
66% |
False |
False |
48,405 |
40 |
84.45 |
73.15 |
11.30 |
13.8% |
2.04 |
2.5% |
78% |
False |
False |
43,617 |
60 |
84.45 |
71.50 |
12.95 |
15.8% |
2.24 |
2.7% |
81% |
False |
False |
47,581 |
80 |
93.55 |
71.50 |
22.05 |
26.9% |
2.26 |
2.8% |
47% |
False |
False |
49,497 |
100 |
93.55 |
71.50 |
22.05 |
26.9% |
2.11 |
2.6% |
47% |
False |
False |
48,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.43 |
2.618 |
89.51 |
1.618 |
87.11 |
1.000 |
85.63 |
0.618 |
84.71 |
HIGH |
83.23 |
0.618 |
82.31 |
0.500 |
82.03 |
0.382 |
81.75 |
LOW |
80.83 |
0.618 |
79.35 |
1.000 |
78.43 |
1.618 |
76.95 |
2.618 |
74.55 |
4.250 |
70.63 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
82.03 |
82.56 |
PP |
82.01 |
82.36 |
S1 |
81.98 |
82.16 |
|