NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
72.07 |
74.85 |
2.78 |
3.9% |
79.00 |
| High |
74.92 |
76.00 |
1.08 |
1.4% |
79.38 |
| Low |
71.44 |
74.38 |
2.94 |
4.1% |
71.62 |
| Close |
74.07 |
75.44 |
1.37 |
1.8% |
72.14 |
| Range |
3.48 |
1.62 |
-1.86 |
-53.4% |
7.76 |
| ATR |
2.52 |
2.47 |
-0.04 |
-1.7% |
0.00 |
| Volume |
325,727 |
288,660 |
-37,067 |
-11.4% |
1,625,861 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.13 |
79.41 |
76.33 |
|
| R3 |
78.51 |
77.79 |
75.89 |
|
| R2 |
76.89 |
76.89 |
75.74 |
|
| R1 |
76.17 |
76.17 |
75.59 |
76.53 |
| PP |
75.27 |
75.27 |
75.27 |
75.46 |
| S1 |
74.55 |
74.55 |
75.29 |
74.91 |
| S2 |
73.65 |
73.65 |
75.14 |
|
| S3 |
72.03 |
72.93 |
74.99 |
|
| S4 |
70.41 |
71.31 |
74.55 |
|
|
| 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 |
76.00 |
71.09 |
4.91 |
6.5% |
2.60 |
3.4% |
89% |
True |
False |
326,678 |
| 10 |
79.38 |
71.09 |
8.29 |
11.0% |
2.47 |
3.3% |
52% |
False |
False |
312,185 |
| 20 |
79.94 |
71.09 |
8.85 |
11.7% |
2.27 |
3.0% |
49% |
False |
False |
257,934 |
| 40 |
83.26 |
68.59 |
14.67 |
19.4% |
2.53 |
3.4% |
47% |
False |
False |
187,207 |
| 60 |
91.38 |
68.59 |
22.79 |
30.2% |
2.45 |
3.2% |
30% |
False |
False |
145,717 |
| 80 |
91.38 |
68.59 |
22.79 |
30.2% |
2.21 |
2.9% |
30% |
False |
False |
114,340 |
| 100 |
91.38 |
68.59 |
22.79 |
30.2% |
2.11 |
2.8% |
30% |
False |
False |
93,143 |
| 120 |
91.38 |
68.59 |
22.79 |
30.2% |
2.06 |
2.7% |
30% |
False |
False |
78,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.89 |
|
2.618 |
80.24 |
|
1.618 |
78.62 |
|
1.000 |
77.62 |
|
0.618 |
77.00 |
|
HIGH |
76.00 |
|
0.618 |
75.38 |
|
0.500 |
75.19 |
|
0.382 |
75.00 |
|
LOW |
74.38 |
|
0.618 |
73.38 |
|
1.000 |
72.76 |
|
1.618 |
71.76 |
|
2.618 |
70.14 |
|
4.250 |
67.50 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.36 |
74.81 |
| PP |
75.27 |
74.18 |
| S1 |
75.19 |
73.55 |
|