NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.37 |
76.44 |
1.07 |
1.4% |
72.59 |
| High |
76.55 |
77.03 |
0.48 |
0.6% |
77.03 |
| Low |
74.95 |
75.54 |
0.59 |
0.8% |
71.47 |
| Close |
76.03 |
76.63 |
0.60 |
0.8% |
76.63 |
| Range |
1.60 |
1.49 |
-0.11 |
-6.9% |
5.56 |
| ATR |
2.44 |
2.37 |
-0.07 |
-2.8% |
0.00 |
| Volume |
92,046 |
127,276 |
35,230 |
38.3% |
386,669 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.87 |
80.24 |
77.45 |
|
| R3 |
79.38 |
78.75 |
77.04 |
|
| R2 |
77.89 |
77.89 |
76.90 |
|
| R1 |
77.26 |
77.26 |
76.77 |
77.58 |
| PP |
76.40 |
76.40 |
76.40 |
76.56 |
| S1 |
75.77 |
75.77 |
76.49 |
76.09 |
| S2 |
74.91 |
74.91 |
76.36 |
|
| S3 |
73.42 |
74.28 |
76.22 |
|
| S4 |
71.93 |
72.79 |
75.81 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.72 |
89.74 |
79.69 |
|
| R3 |
86.16 |
84.18 |
78.16 |
|
| R2 |
80.60 |
80.60 |
77.65 |
|
| R1 |
78.62 |
78.62 |
77.14 |
79.61 |
| PP |
75.04 |
75.04 |
75.04 |
75.54 |
| S1 |
73.06 |
73.06 |
76.12 |
74.05 |
| S2 |
69.48 |
69.48 |
75.61 |
|
| S3 |
63.92 |
67.50 |
75.10 |
|
| S4 |
58.36 |
61.94 |
73.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.03 |
71.47 |
5.56 |
7.3% |
2.25 |
2.9% |
93% |
True |
False |
99,000 |
| 10 |
79.97 |
71.47 |
8.50 |
11.1% |
2.50 |
3.3% |
61% |
False |
False |
85,276 |
| 20 |
80.82 |
71.47 |
9.35 |
12.2% |
2.19 |
2.9% |
55% |
False |
False |
77,945 |
| 40 |
84.50 |
69.62 |
14.88 |
19.4% |
2.47 |
3.2% |
47% |
False |
False |
66,614 |
| 60 |
92.21 |
69.62 |
22.59 |
29.5% |
2.37 |
3.1% |
31% |
False |
False |
57,043 |
| 80 |
92.21 |
69.62 |
22.59 |
29.5% |
2.12 |
2.8% |
31% |
False |
False |
47,224 |
| 100 |
92.21 |
69.62 |
22.59 |
29.5% |
2.03 |
2.7% |
31% |
False |
False |
39,333 |
| 120 |
92.21 |
69.62 |
22.59 |
29.5% |
1.99 |
2.6% |
31% |
False |
False |
33,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.36 |
|
2.618 |
80.93 |
|
1.618 |
79.44 |
|
1.000 |
78.52 |
|
0.618 |
77.95 |
|
HIGH |
77.03 |
|
0.618 |
76.46 |
|
0.500 |
76.29 |
|
0.382 |
76.11 |
|
LOW |
75.54 |
|
0.618 |
74.62 |
|
1.000 |
74.05 |
|
1.618 |
73.13 |
|
2.618 |
71.64 |
|
4.250 |
69.21 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.52 |
75.92 |
| PP |
76.40 |
75.21 |
| S1 |
76.29 |
74.50 |
|