NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.85 |
79.25 |
1.40 |
1.8% |
79.86 |
| High |
79.87 |
80.07 |
0.20 |
0.3% |
80.53 |
| Low |
77.47 |
77.93 |
0.46 |
0.6% |
76.98 |
| Close |
79.43 |
79.95 |
0.52 |
0.7% |
79.95 |
| Range |
2.40 |
2.14 |
-0.26 |
-10.8% |
3.55 |
| ATR |
2.08 |
2.08 |
0.00 |
0.2% |
0.00 |
| Volume |
47,384 |
32,027 |
-15,357 |
-32.4% |
124,865 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.74 |
84.98 |
81.13 |
|
| R3 |
83.60 |
82.84 |
80.54 |
|
| R2 |
81.46 |
81.46 |
80.34 |
|
| R1 |
80.70 |
80.70 |
80.15 |
81.08 |
| PP |
79.32 |
79.32 |
79.32 |
79.51 |
| S1 |
78.56 |
78.56 |
79.75 |
78.94 |
| S2 |
77.18 |
77.18 |
79.56 |
|
| S3 |
75.04 |
76.42 |
79.36 |
|
| S4 |
72.90 |
74.28 |
78.77 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.80 |
88.43 |
81.90 |
|
| R3 |
86.25 |
84.88 |
80.93 |
|
| R2 |
82.70 |
82.70 |
80.60 |
|
| R1 |
81.33 |
81.33 |
80.28 |
82.02 |
| PP |
79.15 |
79.15 |
79.15 |
79.50 |
| S1 |
77.78 |
77.78 |
79.62 |
78.47 |
| S2 |
75.60 |
75.60 |
79.30 |
|
| S3 |
72.05 |
74.23 |
78.97 |
|
| S4 |
68.50 |
70.68 |
78.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.53 |
76.98 |
3.55 |
4.4% |
2.04 |
2.5% |
84% |
False |
False |
24,973 |
| 10 |
80.53 |
76.93 |
3.60 |
4.5% |
2.03 |
2.5% |
84% |
False |
False |
23,404 |
| 20 |
80.53 |
72.71 |
7.82 |
9.8% |
2.04 |
2.6% |
93% |
False |
False |
18,996 |
| 40 |
82.01 |
72.71 |
9.30 |
11.6% |
2.06 |
2.6% |
78% |
False |
False |
15,896 |
| 60 |
86.90 |
70.96 |
15.94 |
19.9% |
2.20 |
2.8% |
56% |
False |
False |
15,127 |
| 80 |
93.14 |
70.96 |
22.18 |
27.7% |
2.01 |
2.5% |
41% |
False |
False |
14,137 |
| 100 |
93.14 |
70.96 |
22.18 |
27.7% |
1.83 |
2.3% |
41% |
False |
False |
12,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.17 |
|
2.618 |
85.67 |
|
1.618 |
83.53 |
|
1.000 |
82.21 |
|
0.618 |
81.39 |
|
HIGH |
80.07 |
|
0.618 |
79.25 |
|
0.500 |
79.00 |
|
0.382 |
78.75 |
|
LOW |
77.93 |
|
0.618 |
76.61 |
|
1.000 |
75.79 |
|
1.618 |
74.47 |
|
2.618 |
72.33 |
|
4.250 |
68.84 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.63 |
79.48 |
| PP |
79.32 |
79.00 |
| S1 |
79.00 |
78.53 |
|