NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.76 |
76.82 |
0.06 |
0.1% |
76.30 |
| High |
77.66 |
77.15 |
-0.51 |
-0.7% |
78.15 |
| Low |
75.33 |
75.25 |
-0.08 |
-0.1% |
74.25 |
| Close |
76.62 |
76.01 |
-0.61 |
-0.8% |
76.01 |
| Range |
2.33 |
1.90 |
-0.43 |
-18.5% |
3.90 |
| ATR |
2.37 |
2.34 |
-0.03 |
-1.4% |
0.00 |
| Volume |
364,471 |
366,023 |
1,552 |
0.4% |
1,671,342 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.84 |
80.82 |
77.06 |
|
| R3 |
79.94 |
78.92 |
76.53 |
|
| R2 |
78.04 |
78.04 |
76.36 |
|
| R1 |
77.02 |
77.02 |
76.18 |
76.58 |
| PP |
76.14 |
76.14 |
76.14 |
75.92 |
| S1 |
75.12 |
75.12 |
75.84 |
74.68 |
| S2 |
74.24 |
74.24 |
75.66 |
|
| S3 |
72.34 |
73.22 |
75.49 |
|
| S4 |
70.44 |
71.32 |
74.97 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.84 |
85.82 |
78.16 |
|
| R3 |
83.94 |
81.92 |
77.08 |
|
| R2 |
80.04 |
80.04 |
76.73 |
|
| R1 |
78.02 |
78.02 |
76.37 |
77.08 |
| PP |
76.14 |
76.14 |
76.14 |
75.67 |
| S1 |
74.12 |
74.12 |
75.65 |
73.18 |
| S2 |
72.24 |
72.24 |
75.30 |
|
| S3 |
68.34 |
70.22 |
74.94 |
|
| S4 |
64.44 |
66.32 |
73.87 |
|
|
| 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% |
2.21 |
2.9% |
45% |
False |
False |
334,268 |
| 10 |
78.15 |
71.09 |
7.06 |
9.3% |
2.21 |
2.9% |
70% |
False |
False |
327,279 |
| 20 |
79.94 |
71.09 |
8.85 |
11.6% |
2.27 |
3.0% |
56% |
False |
False |
304,509 |
| 40 |
79.94 |
68.59 |
11.35 |
14.9% |
2.44 |
3.2% |
65% |
False |
False |
222,223 |
| 60 |
91.38 |
68.59 |
22.79 |
30.0% |
2.49 |
3.3% |
33% |
False |
False |
174,291 |
| 80 |
91.38 |
68.59 |
22.79 |
30.0% |
2.24 |
2.9% |
33% |
False |
False |
138,473 |
| 100 |
91.38 |
68.59 |
22.79 |
30.0% |
2.14 |
2.8% |
33% |
False |
False |
112,754 |
| 120 |
91.38 |
68.59 |
22.79 |
30.0% |
2.10 |
2.8% |
33% |
False |
False |
94,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.23 |
|
2.618 |
82.12 |
|
1.618 |
80.22 |
|
1.000 |
79.05 |
|
0.618 |
78.32 |
|
HIGH |
77.15 |
|
0.618 |
76.42 |
|
0.500 |
76.20 |
|
0.382 |
75.98 |
|
LOW |
75.25 |
|
0.618 |
74.08 |
|
1.000 |
73.35 |
|
1.618 |
72.18 |
|
2.618 |
70.28 |
|
4.250 |
67.18 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.20 |
76.70 |
| PP |
76.14 |
76.47 |
| S1 |
76.07 |
76.24 |
|