NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.02 |
77.32 |
-0.70 |
-0.9% |
73.36 |
| High |
78.90 |
78.43 |
-0.47 |
-0.6% |
77.51 |
| Low |
77.24 |
76.20 |
-1.04 |
-1.3% |
72.15 |
| Close |
77.79 |
77.38 |
-0.41 |
-0.5% |
77.07 |
| Range |
1.66 |
2.23 |
0.57 |
34.3% |
5.36 |
| ATR |
2.25 |
2.24 |
0.00 |
0.0% |
0.00 |
| Volume |
37,484 |
44,590 |
7,106 |
19.0% |
117,002 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.03 |
82.93 |
78.61 |
|
| R3 |
81.80 |
80.70 |
77.99 |
|
| R2 |
79.57 |
79.57 |
77.79 |
|
| R1 |
78.47 |
78.47 |
77.58 |
79.02 |
| PP |
77.34 |
77.34 |
77.34 |
77.61 |
| S1 |
76.24 |
76.24 |
77.18 |
76.79 |
| S2 |
75.11 |
75.11 |
76.97 |
|
| S3 |
72.88 |
74.01 |
76.77 |
|
| S4 |
70.65 |
71.78 |
76.15 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.66 |
89.72 |
80.02 |
|
| R3 |
86.30 |
84.36 |
78.54 |
|
| R2 |
80.94 |
80.94 |
78.05 |
|
| R1 |
79.00 |
79.00 |
77.56 |
79.97 |
| PP |
75.58 |
75.58 |
75.58 |
76.06 |
| S1 |
73.64 |
73.64 |
76.58 |
74.61 |
| S2 |
70.22 |
70.22 |
76.09 |
|
| S3 |
64.86 |
68.28 |
75.60 |
|
| S4 |
59.50 |
62.92 |
74.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.90 |
75.12 |
3.78 |
4.9% |
2.05 |
2.6% |
60% |
False |
False |
36,985 |
| 10 |
78.90 |
72.15 |
6.75 |
8.7% |
2.25 |
2.9% |
77% |
False |
False |
34,642 |
| 20 |
81.51 |
72.15 |
9.36 |
12.1% |
2.14 |
2.8% |
56% |
False |
False |
29,665 |
| 40 |
81.51 |
70.35 |
11.16 |
14.4% |
2.29 |
3.0% |
63% |
False |
False |
24,865 |
| 60 |
92.75 |
70.35 |
22.40 |
28.9% |
2.30 |
3.0% |
31% |
False |
False |
22,400 |
| 80 |
92.75 |
70.35 |
22.40 |
28.9% |
2.03 |
2.6% |
31% |
False |
False |
19,585 |
| 100 |
92.75 |
70.35 |
22.40 |
28.9% |
1.91 |
2.5% |
31% |
False |
False |
16,612 |
| 120 |
92.75 |
70.35 |
22.40 |
28.9% |
1.80 |
2.3% |
31% |
False |
False |
14,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.91 |
|
2.618 |
84.27 |
|
1.618 |
82.04 |
|
1.000 |
80.66 |
|
0.618 |
79.81 |
|
HIGH |
78.43 |
|
0.618 |
77.58 |
|
0.500 |
77.32 |
|
0.382 |
77.05 |
|
LOW |
76.20 |
|
0.618 |
74.82 |
|
1.000 |
73.97 |
|
1.618 |
72.59 |
|
2.618 |
70.36 |
|
4.250 |
66.72 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.36 |
77.26 |
| PP |
77.34 |
77.13 |
| S1 |
77.32 |
77.01 |
|