NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 25-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
74.60 |
74.89 |
0.29 |
0.4% |
77.95 |
High |
75.50 |
75.70 |
0.20 |
0.3% |
79.57 |
Low |
74.49 |
73.76 |
-0.73 |
-1.0% |
76.12 |
Close |
74.60 |
75.51 |
0.91 |
1.2% |
76.45 |
Range |
1.01 |
1.94 |
0.93 |
92.1% |
3.45 |
ATR |
1.54 |
1.56 |
0.03 |
1.9% |
0.00 |
Volume |
5,979 |
6,900 |
921 |
15.4% |
30,507 |
|
Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.81 |
80.10 |
76.58 |
|
R3 |
78.87 |
78.16 |
76.04 |
|
R2 |
76.93 |
76.93 |
75.87 |
|
R1 |
76.22 |
76.22 |
75.69 |
76.58 |
PP |
74.99 |
74.99 |
74.99 |
75.17 |
S1 |
74.28 |
74.28 |
75.33 |
74.64 |
S2 |
73.05 |
73.05 |
75.15 |
|
S3 |
71.11 |
72.34 |
74.98 |
|
S4 |
69.17 |
70.40 |
74.44 |
|
|
Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.73 |
85.54 |
78.35 |
|
R3 |
84.28 |
82.09 |
77.40 |
|
R2 |
80.83 |
80.83 |
77.08 |
|
R1 |
78.64 |
78.64 |
76.77 |
78.01 |
PP |
77.38 |
77.38 |
77.38 |
77.07 |
S1 |
75.19 |
75.19 |
76.13 |
74.56 |
S2 |
73.93 |
73.93 |
75.82 |
|
S3 |
70.48 |
71.74 |
75.50 |
|
S4 |
67.03 |
68.29 |
74.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.51 |
73.76 |
4.75 |
6.3% |
1.45 |
1.9% |
37% |
False |
True |
6,782 |
10 |
80.65 |
73.76 |
6.89 |
9.1% |
1.51 |
2.0% |
25% |
False |
True |
6,238 |
20 |
85.34 |
73.76 |
11.58 |
15.3% |
1.43 |
1.9% |
15% |
False |
True |
5,969 |
40 |
85.34 |
73.76 |
11.58 |
15.3% |
1.36 |
1.8% |
15% |
False |
True |
4,436 |
60 |
85.34 |
73.76 |
11.58 |
15.3% |
1.23 |
1.6% |
15% |
False |
True |
3,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.95 |
2.618 |
80.78 |
1.618 |
78.84 |
1.000 |
77.64 |
0.618 |
76.90 |
HIGH |
75.70 |
0.618 |
74.96 |
0.500 |
74.73 |
0.382 |
74.50 |
LOW |
73.76 |
0.618 |
72.56 |
1.000 |
71.82 |
1.618 |
70.62 |
2.618 |
68.68 |
4.250 |
65.52 |
|
|
Fisher Pivots for day following 25-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
75.25 |
75.48 |
PP |
74.99 |
75.44 |
S1 |
74.73 |
75.41 |
|