NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.82 |
78.39 |
0.57 |
0.7% |
77.65 |
| High |
79.06 |
78.67 |
-0.39 |
-0.5% |
79.37 |
| Low |
76.93 |
76.94 |
0.01 |
0.0% |
75.73 |
| Close |
77.82 |
78.39 |
0.57 |
0.7% |
77.36 |
| Range |
2.13 |
1.73 |
-0.40 |
-18.8% |
3.64 |
| ATR |
2.12 |
2.10 |
-0.03 |
-1.3% |
0.00 |
| Volume |
13,140 |
15,497 |
2,357 |
17.9% |
77,753 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.19 |
82.52 |
79.34 |
|
| R3 |
81.46 |
80.79 |
78.87 |
|
| R2 |
79.73 |
79.73 |
78.71 |
|
| R1 |
79.06 |
79.06 |
78.55 |
79.26 |
| PP |
78.00 |
78.00 |
78.00 |
78.10 |
| S1 |
77.33 |
77.33 |
78.23 |
77.53 |
| S2 |
76.27 |
76.27 |
78.07 |
|
| S3 |
74.54 |
75.60 |
77.91 |
|
| S4 |
72.81 |
73.87 |
77.44 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
86.52 |
79.36 |
|
| R3 |
84.77 |
82.88 |
78.36 |
|
| R2 |
81.13 |
81.13 |
78.03 |
|
| R1 |
79.24 |
79.24 |
77.69 |
78.37 |
| PP |
77.49 |
77.49 |
77.49 |
77.05 |
| S1 |
75.60 |
75.60 |
77.03 |
74.73 |
| S2 |
73.85 |
73.85 |
76.69 |
|
| S3 |
70.21 |
71.96 |
76.36 |
|
| S4 |
66.57 |
68.32 |
75.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.37 |
76.57 |
2.80 |
3.6% |
1.88 |
2.4% |
65% |
False |
False |
14,961 |
| 10 |
79.37 |
73.24 |
6.13 |
7.8% |
1.99 |
2.5% |
84% |
False |
False |
14,237 |
| 20 |
80.95 |
72.71 |
8.24 |
10.5% |
2.08 |
2.7% |
69% |
False |
False |
13,686 |
| 40 |
82.01 |
70.96 |
11.05 |
14.1% |
2.12 |
2.7% |
67% |
False |
False |
13,128 |
| 60 |
93.14 |
70.96 |
22.18 |
28.3% |
2.15 |
2.7% |
33% |
False |
False |
13,207 |
| 80 |
93.14 |
70.96 |
22.18 |
28.3% |
1.90 |
2.4% |
33% |
False |
False |
12,170 |
| 100 |
93.14 |
70.96 |
22.18 |
28.3% |
1.75 |
2.2% |
33% |
False |
False |
10,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.02 |
|
2.618 |
83.20 |
|
1.618 |
81.47 |
|
1.000 |
80.40 |
|
0.618 |
79.74 |
|
HIGH |
78.67 |
|
0.618 |
78.01 |
|
0.500 |
77.81 |
|
0.382 |
77.60 |
|
LOW |
76.94 |
|
0.618 |
75.87 |
|
1.000 |
75.21 |
|
1.618 |
74.14 |
|
2.618 |
72.41 |
|
4.250 |
69.59 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.20 |
78.20 |
| PP |
78.00 |
78.01 |
| S1 |
77.81 |
77.82 |
|