NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.06 |
77.13 |
2.07 |
2.8% |
72.06 |
| High |
77.37 |
78.15 |
0.78 |
1.0% |
76.48 |
| Low |
74.25 |
76.38 |
2.13 |
2.9% |
71.09 |
| Close |
77.15 |
77.04 |
-0.11 |
-0.1% |
76.09 |
| Range |
3.12 |
1.77 |
-1.35 |
-43.3% |
5.39 |
| ATR |
2.42 |
2.37 |
-0.05 |
-1.9% |
0.00 |
| Volume |
309,169 |
361,792 |
52,623 |
17.0% |
1,196,371 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.50 |
81.54 |
78.01 |
|
| R3 |
80.73 |
79.77 |
77.53 |
|
| R2 |
78.96 |
78.96 |
77.36 |
|
| R1 |
78.00 |
78.00 |
77.20 |
77.60 |
| PP |
77.19 |
77.19 |
77.19 |
76.99 |
| S1 |
76.23 |
76.23 |
76.88 |
75.83 |
| S2 |
75.42 |
75.42 |
76.72 |
|
| S3 |
73.65 |
74.46 |
76.55 |
|
| S4 |
71.88 |
72.69 |
76.07 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.72 |
88.80 |
79.05 |
|
| R3 |
85.33 |
83.41 |
77.57 |
|
| R2 |
79.94 |
79.94 |
77.08 |
|
| R1 |
78.02 |
78.02 |
76.58 |
78.98 |
| PP |
74.55 |
74.55 |
74.55 |
75.04 |
| S1 |
72.63 |
72.63 |
75.60 |
73.59 |
| S2 |
69.16 |
69.16 |
75.10 |
|
| S3 |
63.77 |
67.24 |
74.61 |
|
| S4 |
58.38 |
61.85 |
73.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.15 |
74.25 |
3.90 |
5.1% |
1.98 |
2.6% |
72% |
True |
False |
311,064 |
| 10 |
78.15 |
71.09 |
7.06 |
9.2% |
2.37 |
3.1% |
84% |
True |
False |
322,331 |
| 20 |
79.94 |
71.09 |
8.85 |
11.5% |
2.23 |
2.9% |
67% |
False |
False |
284,382 |
| 40 |
79.94 |
68.59 |
11.35 |
14.7% |
2.46 |
3.2% |
74% |
False |
False |
209,107 |
| 60 |
91.38 |
68.59 |
22.79 |
29.6% |
2.46 |
3.2% |
37% |
False |
False |
163,261 |
| 80 |
91.38 |
68.59 |
22.79 |
29.6% |
2.24 |
2.9% |
37% |
False |
False |
129,586 |
| 100 |
91.38 |
68.59 |
22.79 |
29.6% |
2.11 |
2.7% |
37% |
False |
False |
105,639 |
| 120 |
91.38 |
68.59 |
22.79 |
29.6% |
2.09 |
2.7% |
37% |
False |
False |
88,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.67 |
|
2.618 |
82.78 |
|
1.618 |
81.01 |
|
1.000 |
79.92 |
|
0.618 |
79.24 |
|
HIGH |
78.15 |
|
0.618 |
77.47 |
|
0.500 |
77.27 |
|
0.382 |
77.06 |
|
LOW |
76.38 |
|
0.618 |
75.29 |
|
1.000 |
74.61 |
|
1.618 |
73.52 |
|
2.618 |
71.75 |
|
4.250 |
68.86 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.27 |
76.76 |
| PP |
77.19 |
76.48 |
| S1 |
77.12 |
76.20 |
|