NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.98 |
78.92 |
-0.06 |
-0.1% |
76.07 |
| High |
79.33 |
79.69 |
0.36 |
0.5% |
79.60 |
| Low |
78.06 |
76.79 |
-1.27 |
-1.6% |
75.85 |
| Close |
78.98 |
77.50 |
-1.48 |
-1.9% |
78.98 |
| Range |
1.27 |
2.90 |
1.63 |
128.3% |
3.75 |
| ATR |
2.20 |
2.25 |
0.05 |
2.3% |
0.00 |
| Volume |
259,740 |
227,656 |
-32,084 |
-12.4% |
1,436,664 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.69 |
85.00 |
79.10 |
|
| R3 |
83.79 |
82.10 |
78.30 |
|
| R2 |
80.89 |
80.89 |
78.03 |
|
| R1 |
79.20 |
79.20 |
77.77 |
78.60 |
| PP |
77.99 |
77.99 |
77.99 |
77.69 |
| S1 |
76.30 |
76.30 |
77.23 |
75.70 |
| S2 |
75.09 |
75.09 |
76.97 |
|
| S3 |
72.19 |
73.40 |
76.70 |
|
| S4 |
69.29 |
70.50 |
75.91 |
|
|
| 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 |
79.69 |
76.16 |
3.53 |
4.6% |
2.20 |
2.8% |
38% |
True |
False |
290,887 |
| 10 |
79.69 |
75.62 |
4.07 |
5.3% |
2.10 |
2.7% |
46% |
True |
False |
249,014 |
| 20 |
79.69 |
71.47 |
8.22 |
10.6% |
2.31 |
3.0% |
73% |
True |
False |
174,004 |
| 40 |
80.82 |
71.47 |
9.35 |
12.1% |
2.29 |
3.0% |
64% |
False |
False |
120,687 |
| 60 |
92.21 |
69.62 |
22.59 |
29.1% |
2.47 |
3.2% |
35% |
False |
False |
95,566 |
| 80 |
92.21 |
69.62 |
22.59 |
29.1% |
2.23 |
2.9% |
35% |
False |
False |
80,296 |
| 100 |
92.21 |
69.62 |
22.59 |
29.1% |
2.09 |
2.7% |
35% |
False |
False |
66,025 |
| 120 |
92.21 |
69.62 |
22.59 |
29.1% |
2.08 |
2.7% |
35% |
False |
False |
56,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.02 |
|
2.618 |
87.28 |
|
1.618 |
84.38 |
|
1.000 |
82.59 |
|
0.618 |
81.48 |
|
HIGH |
79.69 |
|
0.618 |
78.58 |
|
0.500 |
78.24 |
|
0.382 |
77.90 |
|
LOW |
76.79 |
|
0.618 |
75.00 |
|
1.000 |
73.89 |
|
1.618 |
72.10 |
|
2.618 |
69.20 |
|
4.250 |
64.47 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.24 |
78.24 |
| PP |
77.99 |
77.99 |
| S1 |
77.75 |
77.75 |
|