NYMEX Light Sweet Crude Oil Future September 2010
Trading Metrics calculated at close of trading on 26-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
79.27 |
78.98 |
-0.29 |
-0.4% |
76.07 |
High |
79.60 |
79.33 |
-0.27 |
-0.3% |
79.60 |
Low |
78.40 |
78.06 |
-0.34 |
-0.4% |
75.85 |
Close |
78.98 |
78.98 |
0.00 |
0.0% |
78.98 |
Range |
1.20 |
1.27 |
0.07 |
5.8% |
3.75 |
ATR |
2.27 |
2.20 |
-0.07 |
-3.1% |
0.00 |
Volume |
358,815 |
259,740 |
-99,075 |
-27.6% |
1,436,664 |
|
Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.60 |
82.06 |
79.68 |
|
R3 |
81.33 |
80.79 |
79.33 |
|
R2 |
80.06 |
80.06 |
79.21 |
|
R1 |
79.52 |
79.52 |
79.10 |
79.62 |
PP |
78.79 |
78.79 |
78.79 |
78.84 |
S1 |
78.25 |
78.25 |
78.86 |
78.35 |
S2 |
77.52 |
77.52 |
78.75 |
|
S3 |
76.25 |
76.98 |
78.63 |
|
S4 |
74.98 |
75.71 |
78.28 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.39 |
87.94 |
81.04 |
|
R3 |
85.64 |
84.19 |
80.01 |
|
R2 |
81.89 |
81.89 |
79.67 |
|
R1 |
80.44 |
80.44 |
79.32 |
81.17 |
PP |
78.14 |
78.14 |
78.14 |
78.51 |
S1 |
76.69 |
76.69 |
78.64 |
77.42 |
S2 |
74.39 |
74.39 |
78.29 |
|
S3 |
70.64 |
72.94 |
77.95 |
|
S4 |
66.89 |
69.19 |
76.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.60 |
76.00 |
3.60 |
4.6% |
2.00 |
2.5% |
83% |
False |
False |
307,102 |
10 |
79.60 |
74.70 |
4.90 |
6.2% |
2.12 |
2.7% |
87% |
False |
False |
240,521 |
20 |
79.97 |
71.47 |
8.50 |
10.8% |
2.24 |
2.8% |
88% |
False |
False |
166,080 |
40 |
80.82 |
71.47 |
9.35 |
11.8% |
2.28 |
2.9% |
80% |
False |
False |
116,166 |
60 |
92.21 |
69.62 |
22.59 |
28.6% |
2.45 |
3.1% |
41% |
False |
False |
92,548 |
80 |
92.21 |
69.62 |
22.59 |
28.6% |
2.22 |
2.8% |
41% |
False |
False |
77,617 |
100 |
92.21 |
69.62 |
22.59 |
28.6% |
2.07 |
2.6% |
41% |
False |
False |
63,854 |
120 |
92.21 |
69.62 |
22.59 |
28.6% |
2.07 |
2.6% |
41% |
False |
False |
54,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.73 |
2.618 |
82.65 |
1.618 |
81.38 |
1.000 |
80.60 |
0.618 |
80.11 |
HIGH |
79.33 |
0.618 |
78.84 |
0.500 |
78.70 |
0.382 |
78.55 |
LOW |
78.06 |
0.618 |
77.28 |
1.000 |
76.79 |
1.618 |
76.01 |
2.618 |
74.74 |
4.250 |
72.66 |
|
|
Fisher Pivots for day following 26-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
78.89 |
78.61 |
PP |
78.79 |
78.25 |
S1 |
78.70 |
77.88 |
|