NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 26-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
74.89 |
76.75 |
1.86 |
2.5% |
77.95 |
High |
75.70 |
77.31 |
1.61 |
2.1% |
79.57 |
Low |
73.76 |
76.24 |
2.48 |
3.4% |
76.12 |
Close |
75.51 |
76.75 |
1.24 |
1.6% |
76.45 |
Range |
1.94 |
1.07 |
-0.87 |
-44.8% |
3.45 |
ATR |
1.56 |
1.58 |
0.02 |
1.1% |
0.00 |
Volume |
6,900 |
6,655 |
-245 |
-3.6% |
30,507 |
|
Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.98 |
79.43 |
77.34 |
|
R3 |
78.91 |
78.36 |
77.04 |
|
R2 |
77.84 |
77.84 |
76.95 |
|
R1 |
77.29 |
77.29 |
76.85 |
77.29 |
PP |
76.77 |
76.77 |
76.77 |
76.76 |
S1 |
76.22 |
76.22 |
76.65 |
76.22 |
S2 |
75.70 |
75.70 |
76.55 |
|
S3 |
74.63 |
75.15 |
76.46 |
|
S4 |
73.56 |
74.08 |
76.16 |
|
|
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 |
77.37 |
73.76 |
3.61 |
4.7% |
1.37 |
1.8% |
83% |
False |
False |
6,309 |
10 |
79.57 |
73.76 |
5.81 |
7.6% |
1.36 |
1.8% |
51% |
False |
False |
6,359 |
20 |
85.34 |
73.76 |
11.58 |
15.1% |
1.38 |
1.8% |
26% |
False |
False |
5,884 |
40 |
85.34 |
73.76 |
11.58 |
15.1% |
1.36 |
1.8% |
26% |
False |
False |
4,557 |
60 |
85.34 |
73.76 |
11.58 |
15.1% |
1.25 |
1.6% |
26% |
False |
False |
3,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.86 |
2.618 |
80.11 |
1.618 |
79.04 |
1.000 |
78.38 |
0.618 |
77.97 |
HIGH |
77.31 |
0.618 |
76.90 |
0.500 |
76.78 |
0.382 |
76.65 |
LOW |
76.24 |
0.618 |
75.58 |
1.000 |
75.17 |
1.618 |
74.51 |
2.618 |
73.44 |
4.250 |
71.69 |
|
|
Fisher Pivots for day following 26-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
76.78 |
76.35 |
PP |
76.77 |
75.94 |
S1 |
76.76 |
75.54 |
|