NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 17-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
77.95 |
79.02 |
1.07 |
1.4% |
84.23 |
High |
78.54 |
79.57 |
1.03 |
1.3% |
84.30 |
Low |
77.58 |
78.02 |
0.44 |
0.6% |
77.60 |
Close |
77.95 |
79.02 |
1.07 |
1.4% |
77.97 |
Range |
0.96 |
1.55 |
0.59 |
61.5% |
6.70 |
ATR |
1.58 |
1.58 |
0.00 |
0.2% |
0.00 |
Volume |
2,798 |
2,921 |
123 |
4.4% |
32,449 |
|
Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.52 |
82.82 |
79.87 |
|
R3 |
81.97 |
81.27 |
79.45 |
|
R2 |
80.42 |
80.42 |
79.30 |
|
R1 |
79.72 |
79.72 |
79.16 |
79.80 |
PP |
78.87 |
78.87 |
78.87 |
78.91 |
S1 |
78.17 |
78.17 |
78.88 |
78.25 |
S2 |
77.32 |
77.32 |
78.74 |
|
S3 |
75.77 |
76.62 |
78.59 |
|
S4 |
74.22 |
75.07 |
78.17 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.06 |
95.71 |
81.66 |
|
R3 |
93.36 |
89.01 |
79.81 |
|
R2 |
86.66 |
86.66 |
79.20 |
|
R1 |
82.31 |
82.31 |
78.58 |
81.14 |
PP |
79.96 |
79.96 |
79.96 |
79.37 |
S1 |
75.61 |
75.61 |
77.36 |
74.44 |
S2 |
73.26 |
73.26 |
76.74 |
|
S3 |
66.56 |
68.91 |
76.13 |
|
S4 |
59.86 |
62.21 |
74.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.30 |
77.58 |
4.72 |
6.0% |
1.62 |
2.1% |
31% |
False |
False |
4,763 |
10 |
85.34 |
77.58 |
7.76 |
9.8% |
1.29 |
1.6% |
19% |
False |
False |
5,645 |
20 |
85.34 |
77.58 |
7.76 |
9.8% |
1.38 |
1.7% |
19% |
False |
False |
5,164 |
40 |
85.34 |
74.37 |
10.97 |
13.9% |
1.25 |
1.6% |
42% |
False |
False |
3,606 |
60 |
85.34 |
72.76 |
12.58 |
15.9% |
1.18 |
1.5% |
50% |
False |
False |
3,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.16 |
2.618 |
83.63 |
1.618 |
82.08 |
1.000 |
81.12 |
0.618 |
80.53 |
HIGH |
79.57 |
0.618 |
78.98 |
0.500 |
78.80 |
0.382 |
78.61 |
LOW |
78.02 |
0.618 |
77.06 |
1.000 |
76.47 |
1.618 |
75.51 |
2.618 |
73.96 |
4.250 |
71.43 |
|
|
Fisher Pivots for day following 17-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
78.95 |
78.87 |
PP |
78.87 |
78.72 |
S1 |
78.80 |
78.58 |
|