NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.07 |
76.78 |
0.71 |
0.9% |
76.63 |
| High |
78.10 |
77.90 |
-0.20 |
-0.3% |
78.55 |
| Low |
75.85 |
76.00 |
0.15 |
0.2% |
74.70 |
| Close |
76.90 |
77.58 |
0.68 |
0.9% |
76.38 |
| Range |
2.25 |
1.90 |
-0.35 |
-15.6% |
3.85 |
| ATR |
2.30 |
2.27 |
-0.03 |
-1.2% |
0.00 |
| Volume |
160,890 |
308,732 |
147,842 |
91.9% |
830,926 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.86 |
82.12 |
78.63 |
|
| R3 |
80.96 |
80.22 |
78.10 |
|
| R2 |
79.06 |
79.06 |
77.93 |
|
| R1 |
78.32 |
78.32 |
77.75 |
78.69 |
| PP |
77.16 |
77.16 |
77.16 |
77.35 |
| S1 |
76.42 |
76.42 |
77.41 |
76.79 |
| S2 |
75.26 |
75.26 |
77.23 |
|
| S3 |
73.36 |
74.52 |
77.06 |
|
| S4 |
71.46 |
72.62 |
76.54 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.09 |
86.09 |
78.50 |
|
| R3 |
84.24 |
82.24 |
77.44 |
|
| R2 |
80.39 |
80.39 |
77.09 |
|
| R1 |
78.39 |
78.39 |
76.73 |
77.47 |
| PP |
76.54 |
76.54 |
76.54 |
76.08 |
| S1 |
74.54 |
74.54 |
76.03 |
73.62 |
| S2 |
72.69 |
72.69 |
75.67 |
|
| S3 |
68.84 |
70.69 |
75.32 |
|
| S4 |
64.99 |
66.84 |
74.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.55 |
75.62 |
2.93 |
3.8% |
2.01 |
2.6% |
67% |
False |
False |
207,140 |
| 10 |
78.55 |
71.97 |
6.58 |
8.5% |
2.16 |
2.8% |
85% |
False |
False |
161,371 |
| 20 |
79.97 |
71.47 |
8.50 |
11.0% |
2.27 |
2.9% |
72% |
False |
False |
119,362 |
| 40 |
80.82 |
69.62 |
11.20 |
14.4% |
2.34 |
3.0% |
71% |
False |
False |
89,949 |
| 60 |
92.21 |
69.62 |
22.59 |
29.1% |
2.42 |
3.1% |
35% |
False |
False |
74,708 |
| 80 |
92.21 |
69.62 |
22.59 |
29.1% |
2.19 |
2.8% |
35% |
False |
False |
62,736 |
| 100 |
92.21 |
69.62 |
22.59 |
29.1% |
2.07 |
2.7% |
35% |
False |
False |
51,857 |
| 120 |
92.21 |
69.62 |
22.59 |
29.1% |
2.05 |
2.6% |
35% |
False |
False |
44,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.98 |
|
2.618 |
82.87 |
|
1.618 |
80.97 |
|
1.000 |
79.80 |
|
0.618 |
79.07 |
|
HIGH |
77.90 |
|
0.618 |
77.17 |
|
0.500 |
76.95 |
|
0.382 |
76.73 |
|
LOW |
76.00 |
|
0.618 |
74.83 |
|
1.000 |
74.10 |
|
1.618 |
72.93 |
|
2.618 |
71.03 |
|
4.250 |
67.93 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.37 |
77.34 |
| PP |
77.16 |
77.10 |
| S1 |
76.95 |
76.86 |
|