NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
80.36 |
77.86 |
-2.50 |
-3.1% |
81.19 |
| High |
81.62 |
79.98 |
-1.64 |
-2.0% |
84.73 |
| Low |
79.90 |
77.73 |
-2.17 |
-2.7% |
81.19 |
| Close |
80.36 |
77.86 |
-2.50 |
-3.1% |
82.90 |
| Range |
1.72 |
2.25 |
0.53 |
30.8% |
3.54 |
| ATR |
1.78 |
1.84 |
0.06 |
3.4% |
0.00 |
| Volume |
8,754 |
14,090 |
5,336 |
61.0% |
39,480 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.27 |
83.82 |
79.10 |
|
| R3 |
83.02 |
81.57 |
78.48 |
|
| R2 |
80.77 |
80.77 |
78.27 |
|
| R1 |
79.32 |
79.32 |
78.07 |
78.99 |
| PP |
78.52 |
78.52 |
78.52 |
78.36 |
| S1 |
77.07 |
77.07 |
77.65 |
76.74 |
| S2 |
76.27 |
76.27 |
77.45 |
|
| S3 |
74.02 |
74.82 |
77.24 |
|
| S4 |
71.77 |
72.57 |
76.62 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.56 |
91.77 |
84.85 |
|
| R3 |
90.02 |
88.23 |
83.87 |
|
| R2 |
86.48 |
86.48 |
83.55 |
|
| R1 |
84.69 |
84.69 |
83.22 |
85.59 |
| PP |
82.94 |
82.94 |
82.94 |
83.39 |
| S1 |
81.15 |
81.15 |
82.58 |
82.05 |
| S2 |
79.40 |
79.40 |
82.25 |
|
| S3 |
75.86 |
77.61 |
81.93 |
|
| S4 |
72.32 |
74.07 |
80.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.40 |
77.73 |
6.67 |
8.6% |
1.81 |
2.3% |
2% |
False |
True |
10,221 |
| 10 |
84.73 |
77.73 |
7.00 |
9.0% |
1.62 |
2.1% |
2% |
False |
True |
8,972 |
| 20 |
84.73 |
77.70 |
7.03 |
9.0% |
1.64 |
2.1% |
2% |
False |
False |
8,054 |
| 40 |
84.73 |
74.02 |
10.71 |
13.8% |
1.67 |
2.1% |
36% |
False |
False |
6,660 |
| 60 |
84.73 |
72.06 |
12.67 |
16.3% |
1.73 |
2.2% |
46% |
False |
False |
6,172 |
| 80 |
93.29 |
72.06 |
21.23 |
27.3% |
1.72 |
2.2% |
27% |
False |
False |
5,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.54 |
|
2.618 |
85.87 |
|
1.618 |
83.62 |
|
1.000 |
82.23 |
|
0.618 |
81.37 |
|
HIGH |
79.98 |
|
0.618 |
79.12 |
|
0.500 |
78.86 |
|
0.382 |
78.59 |
|
LOW |
77.73 |
|
0.618 |
76.34 |
|
1.000 |
75.48 |
|
1.618 |
74.09 |
|
2.618 |
71.84 |
|
4.250 |
68.17 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.86 |
80.64 |
| PP |
78.52 |
79.71 |
| S1 |
78.19 |
78.79 |
|