NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.39 |
77.56 |
-0.83 |
-1.1% |
77.65 |
| High |
78.67 |
79.35 |
0.68 |
0.9% |
79.37 |
| Low |
76.94 |
77.24 |
0.30 |
0.4% |
75.73 |
| Close |
78.39 |
77.56 |
-0.83 |
-1.1% |
77.36 |
| Range |
1.73 |
2.11 |
0.38 |
22.0% |
3.64 |
| ATR |
2.10 |
2.10 |
0.00 |
0.0% |
0.00 |
| Volume |
15,497 |
18,001 |
2,504 |
16.2% |
77,753 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.38 |
83.08 |
78.72 |
|
| R3 |
82.27 |
80.97 |
78.14 |
|
| R2 |
80.16 |
80.16 |
77.95 |
|
| R1 |
78.86 |
78.86 |
77.75 |
78.62 |
| PP |
78.05 |
78.05 |
78.05 |
77.93 |
| S1 |
76.75 |
76.75 |
77.37 |
76.51 |
| S2 |
75.94 |
75.94 |
77.17 |
|
| S3 |
73.83 |
74.64 |
76.98 |
|
| S4 |
71.72 |
72.53 |
76.40 |
|
|
| 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 |
79.35 |
76.57 |
2.78 |
3.6% |
1.98 |
2.6% |
36% |
True |
False |
15,015 |
| 10 |
79.37 |
75.73 |
3.64 |
4.7% |
1.91 |
2.5% |
50% |
False |
False |
14,889 |
| 20 |
80.85 |
72.71 |
8.14 |
10.5% |
2.12 |
2.7% |
60% |
False |
False |
14,175 |
| 40 |
82.01 |
70.96 |
11.05 |
14.2% |
2.14 |
2.8% |
60% |
False |
False |
13,217 |
| 60 |
93.14 |
70.96 |
22.18 |
28.6% |
2.17 |
2.8% |
30% |
False |
False |
13,289 |
| 80 |
93.14 |
70.96 |
22.18 |
28.6% |
1.91 |
2.5% |
30% |
False |
False |
12,335 |
| 100 |
93.14 |
70.96 |
22.18 |
28.6% |
1.76 |
2.3% |
30% |
False |
False |
10,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.32 |
|
2.618 |
84.87 |
|
1.618 |
82.76 |
|
1.000 |
81.46 |
|
0.618 |
80.65 |
|
HIGH |
79.35 |
|
0.618 |
78.54 |
|
0.500 |
78.30 |
|
0.382 |
78.05 |
|
LOW |
77.24 |
|
0.618 |
75.94 |
|
1.000 |
75.13 |
|
1.618 |
73.83 |
|
2.618 |
71.72 |
|
4.250 |
68.27 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.30 |
78.14 |
| PP |
78.05 |
77.95 |
| S1 |
77.81 |
77.75 |
|