NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.82 |
75.72 |
-1.10 |
-1.4% |
76.30 |
| High |
77.15 |
77.69 |
0.54 |
0.7% |
78.15 |
| Low |
75.25 |
75.50 |
0.25 |
0.3% |
74.25 |
| Close |
76.01 |
76.54 |
0.53 |
0.7% |
76.01 |
| Range |
1.90 |
2.19 |
0.29 |
15.3% |
3.90 |
| ATR |
2.34 |
2.33 |
-0.01 |
-0.5% |
0.00 |
| Volume |
366,023 |
225,250 |
-140,773 |
-38.5% |
1,671,342 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.15 |
82.03 |
77.74 |
|
| R3 |
80.96 |
79.84 |
77.14 |
|
| R2 |
78.77 |
78.77 |
76.94 |
|
| R1 |
77.65 |
77.65 |
76.74 |
78.21 |
| PP |
76.58 |
76.58 |
76.58 |
76.86 |
| S1 |
75.46 |
75.46 |
76.34 |
76.02 |
| S2 |
74.39 |
74.39 |
76.14 |
|
| S3 |
72.20 |
73.27 |
75.94 |
|
| S4 |
70.01 |
71.08 |
75.34 |
|
|
| 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% |
2.26 |
3.0% |
59% |
False |
False |
325,341 |
| 10 |
78.15 |
71.09 |
7.06 |
9.2% |
2.26 |
2.9% |
77% |
False |
False |
309,296 |
| 20 |
79.94 |
71.09 |
8.85 |
11.6% |
2.29 |
3.0% |
62% |
False |
False |
304,362 |
| 40 |
79.94 |
68.59 |
11.35 |
14.8% |
2.39 |
3.1% |
70% |
False |
False |
224,819 |
| 60 |
91.38 |
68.59 |
22.79 |
29.8% |
2.49 |
3.3% |
35% |
False |
False |
176,704 |
| 80 |
91.38 |
68.59 |
22.79 |
29.8% |
2.25 |
2.9% |
35% |
False |
False |
141,149 |
| 100 |
91.38 |
68.59 |
22.79 |
29.8% |
2.14 |
2.8% |
35% |
False |
False |
114,903 |
| 120 |
91.38 |
68.59 |
22.79 |
29.8% |
2.11 |
2.8% |
35% |
False |
False |
96,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.00 |
|
2.618 |
83.42 |
|
1.618 |
81.23 |
|
1.000 |
79.88 |
|
0.618 |
79.04 |
|
HIGH |
77.69 |
|
0.618 |
76.85 |
|
0.500 |
76.60 |
|
0.382 |
76.34 |
|
LOW |
75.50 |
|
0.618 |
74.15 |
|
1.000 |
73.31 |
|
1.618 |
71.96 |
|
2.618 |
69.77 |
|
4.250 |
66.19 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.60 |
76.52 |
| PP |
76.58 |
76.49 |
| S1 |
76.56 |
76.47 |
|