NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
72.67 |
72.06 |
-0.61 |
-0.8% |
79.00 |
| High |
73.38 |
73.86 |
0.48 |
0.7% |
79.38 |
| Low |
71.62 |
71.09 |
-0.53 |
-0.7% |
71.62 |
| Close |
72.14 |
71.98 |
-0.16 |
-0.2% |
72.14 |
| Range |
1.76 |
2.77 |
1.01 |
57.4% |
7.76 |
| ATR |
2.42 |
2.44 |
0.03 |
1.0% |
0.00 |
| Volume |
405,081 |
256,171 |
-148,910 |
-36.8% |
1,625,861 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.62 |
79.07 |
73.50 |
|
| R3 |
77.85 |
76.30 |
72.74 |
|
| R2 |
75.08 |
75.08 |
72.49 |
|
| R1 |
73.53 |
73.53 |
72.23 |
72.92 |
| PP |
72.31 |
72.31 |
72.31 |
72.01 |
| S1 |
70.76 |
70.76 |
71.73 |
70.15 |
| S2 |
69.54 |
69.54 |
71.47 |
|
| S3 |
66.77 |
67.99 |
71.22 |
|
| S4 |
64.00 |
65.22 |
70.46 |
|
|
| 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 |
78.32 |
71.09 |
7.23 |
10.0% |
2.69 |
3.7% |
12% |
False |
True |
313,115 |
| 10 |
79.38 |
71.09 |
8.29 |
11.5% |
2.39 |
3.3% |
11% |
False |
True |
307,868 |
| 20 |
79.94 |
71.09 |
8.85 |
12.3% |
2.23 |
3.1% |
10% |
False |
True |
244,006 |
| 40 |
83.67 |
68.59 |
15.08 |
21.0% |
2.52 |
3.5% |
22% |
False |
False |
174,753 |
| 60 |
91.38 |
68.59 |
22.79 |
31.7% |
2.40 |
3.3% |
15% |
False |
False |
137,319 |
| 80 |
91.38 |
68.59 |
22.79 |
31.7% |
2.20 |
3.1% |
15% |
False |
False |
106,940 |
| 100 |
91.38 |
68.59 |
22.79 |
31.7% |
2.10 |
2.9% |
15% |
False |
False |
87,078 |
| 120 |
91.38 |
68.59 |
22.79 |
31.7% |
2.04 |
2.8% |
15% |
False |
False |
73,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.63 |
|
2.618 |
81.11 |
|
1.618 |
78.34 |
|
1.000 |
76.63 |
|
0.618 |
75.57 |
|
HIGH |
73.86 |
|
0.618 |
72.80 |
|
0.500 |
72.48 |
|
0.382 |
72.15 |
|
LOW |
71.09 |
|
0.618 |
69.38 |
|
1.000 |
68.32 |
|
1.618 |
66.61 |
|
2.618 |
63.84 |
|
4.250 |
59.32 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.48 |
73.25 |
| PP |
72.31 |
72.82 |
| S1 |
72.15 |
72.40 |
|