NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.37 |
72.67 |
-2.70 |
-3.6% |
79.00 |
| High |
75.40 |
73.38 |
-2.02 |
-2.7% |
79.38 |
| Low |
72.05 |
71.62 |
-0.43 |
-0.6% |
71.62 |
| Close |
72.95 |
72.14 |
-0.81 |
-1.1% |
72.14 |
| Range |
3.35 |
1.76 |
-1.59 |
-47.5% |
7.76 |
| ATR |
2.47 |
2.42 |
-0.05 |
-2.0% |
0.00 |
| Volume |
357,752 |
405,081 |
47,329 |
13.2% |
1,625,861 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.66 |
76.66 |
73.11 |
|
| R3 |
75.90 |
74.90 |
72.62 |
|
| R2 |
74.14 |
74.14 |
72.46 |
|
| R1 |
73.14 |
73.14 |
72.30 |
72.76 |
| PP |
72.38 |
72.38 |
72.38 |
72.19 |
| S1 |
71.38 |
71.38 |
71.98 |
71.00 |
| S2 |
70.62 |
70.62 |
71.82 |
|
| S3 |
68.86 |
69.62 |
71.66 |
|
| S4 |
67.10 |
67.86 |
71.17 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.66 |
92.66 |
76.41 |
|
| R3 |
89.90 |
84.90 |
74.27 |
|
| R2 |
82.14 |
82.14 |
73.56 |
|
| R1 |
77.14 |
77.14 |
72.85 |
75.76 |
| PP |
74.38 |
74.38 |
74.38 |
73.69 |
| S1 |
69.38 |
69.38 |
71.43 |
68.00 |
| S2 |
66.62 |
66.62 |
70.72 |
|
| S3 |
58.86 |
61.62 |
70.01 |
|
| S4 |
51.10 |
53.86 |
67.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.38 |
71.62 |
7.76 |
10.8% |
2.46 |
3.4% |
7% |
False |
True |
325,172 |
| 10 |
79.94 |
71.62 |
8.32 |
11.5% |
2.33 |
3.2% |
6% |
False |
True |
299,428 |
| 20 |
79.94 |
70.93 |
9.01 |
12.5% |
2.23 |
3.1% |
13% |
False |
False |
238,385 |
| 40 |
83.67 |
68.59 |
15.08 |
20.9% |
2.54 |
3.5% |
24% |
False |
False |
170,296 |
| 60 |
91.38 |
68.59 |
22.79 |
31.6% |
2.38 |
3.3% |
16% |
False |
False |
133,587 |
| 80 |
91.38 |
68.59 |
22.79 |
31.6% |
2.17 |
3.0% |
16% |
False |
False |
103,832 |
| 100 |
91.38 |
68.59 |
22.79 |
31.6% |
2.09 |
2.9% |
16% |
False |
False |
84,603 |
| 120 |
91.38 |
68.59 |
22.79 |
31.6% |
2.03 |
2.8% |
16% |
False |
False |
71,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.86 |
|
2.618 |
77.99 |
|
1.618 |
76.23 |
|
1.000 |
75.14 |
|
0.618 |
74.47 |
|
HIGH |
73.38 |
|
0.618 |
72.71 |
|
0.500 |
72.50 |
|
0.382 |
72.29 |
|
LOW |
71.62 |
|
0.618 |
70.53 |
|
1.000 |
69.86 |
|
1.618 |
68.77 |
|
2.618 |
67.01 |
|
4.250 |
64.14 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.50 |
74.23 |
| PP |
72.38 |
73.53 |
| S1 |
72.26 |
72.84 |
|