NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
80.12 |
79.83 |
-0.29 |
-0.4% |
77.82 |
| High |
80.21 |
80.43 |
0.22 |
0.3% |
80.43 |
| Low |
77.20 |
79.28 |
2.08 |
2.7% |
76.93 |
| Close |
80.12 |
79.83 |
-0.29 |
-0.4% |
79.83 |
| Range |
3.01 |
1.15 |
-1.86 |
-61.8% |
3.50 |
| ATR |
2.16 |
2.09 |
-0.07 |
-3.3% |
0.00 |
| Volume |
35,827 |
26,718 |
-9,109 |
-25.4% |
109,183 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.30 |
82.71 |
80.46 |
|
| R3 |
82.15 |
81.56 |
80.15 |
|
| R2 |
81.00 |
81.00 |
80.04 |
|
| R1 |
80.41 |
80.41 |
79.94 |
80.41 |
| PP |
79.85 |
79.85 |
79.85 |
79.84 |
| S1 |
79.26 |
79.26 |
79.72 |
79.26 |
| S2 |
78.70 |
78.70 |
79.62 |
|
| S3 |
77.55 |
78.11 |
79.51 |
|
| S4 |
76.40 |
76.96 |
79.20 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.56 |
88.20 |
81.76 |
|
| R3 |
86.06 |
84.70 |
80.79 |
|
| R2 |
82.56 |
82.56 |
80.47 |
|
| R1 |
81.20 |
81.20 |
80.15 |
81.88 |
| PP |
79.06 |
79.06 |
79.06 |
79.41 |
| S1 |
77.70 |
77.70 |
79.51 |
78.38 |
| S2 |
75.56 |
75.56 |
79.19 |
|
| S3 |
72.06 |
74.20 |
78.87 |
|
| S4 |
68.56 |
70.70 |
77.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.43 |
76.93 |
3.50 |
4.4% |
2.03 |
2.5% |
83% |
True |
False |
21,836 |
| 10 |
80.43 |
75.73 |
4.70 |
5.9% |
2.04 |
2.6% |
87% |
True |
False |
18,693 |
| 20 |
80.85 |
72.71 |
8.14 |
10.2% |
2.16 |
2.7% |
87% |
False |
False |
15,829 |
| 40 |
82.01 |
72.71 |
9.30 |
11.6% |
2.13 |
2.7% |
77% |
False |
False |
14,199 |
| 60 |
93.14 |
70.96 |
22.18 |
27.8% |
2.20 |
2.8% |
40% |
False |
False |
14,046 |
| 80 |
93.14 |
70.96 |
22.18 |
27.8% |
1.94 |
2.4% |
40% |
False |
False |
12,974 |
| 100 |
93.14 |
70.96 |
22.18 |
27.8% |
1.77 |
2.2% |
40% |
False |
False |
11,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.32 |
|
2.618 |
83.44 |
|
1.618 |
82.29 |
|
1.000 |
81.58 |
|
0.618 |
81.14 |
|
HIGH |
80.43 |
|
0.618 |
79.99 |
|
0.500 |
79.86 |
|
0.382 |
79.72 |
|
LOW |
79.28 |
|
0.618 |
78.57 |
|
1.000 |
78.13 |
|
1.618 |
77.42 |
|
2.618 |
76.27 |
|
4.250 |
74.39 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.86 |
79.49 |
| PP |
79.85 |
79.15 |
| S1 |
79.84 |
78.82 |
|