NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
79.25 |
79.99 |
0.74 |
0.9% |
79.86 |
| High |
80.07 |
82.67 |
2.60 |
3.2% |
80.53 |
| Low |
77.93 |
79.87 |
1.94 |
2.5% |
76.98 |
| Close |
79.95 |
82.30 |
2.35 |
2.9% |
79.95 |
| Range |
2.14 |
2.80 |
0.66 |
30.8% |
3.55 |
| ATR |
2.08 |
2.13 |
0.05 |
2.5% |
0.00 |
| Volume |
32,027 |
23,507 |
-8,520 |
-26.6% |
124,865 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.01 |
88.96 |
83.84 |
|
| R3 |
87.21 |
86.16 |
83.07 |
|
| R2 |
84.41 |
84.41 |
82.81 |
|
| R1 |
83.36 |
83.36 |
82.56 |
83.89 |
| PP |
81.61 |
81.61 |
81.61 |
81.88 |
| S1 |
80.56 |
80.56 |
82.04 |
81.09 |
| S2 |
78.81 |
78.81 |
81.79 |
|
| S3 |
76.01 |
77.76 |
81.53 |
|
| S4 |
73.21 |
74.96 |
80.76 |
|
|
| 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 |
82.67 |
76.98 |
5.69 |
6.9% |
2.36 |
2.9% |
93% |
True |
False |
27,031 |
| 10 |
82.67 |
76.94 |
5.73 |
7.0% |
2.10 |
2.6% |
94% |
True |
False |
24,441 |
| 20 |
82.67 |
72.71 |
9.96 |
12.1% |
2.09 |
2.5% |
96% |
True |
False |
19,130 |
| 40 |
82.67 |
72.71 |
9.96 |
12.1% |
2.02 |
2.5% |
96% |
True |
False |
16,094 |
| 60 |
85.75 |
70.96 |
14.79 |
18.0% |
2.17 |
2.6% |
77% |
False |
False |
15,204 |
| 80 |
93.14 |
70.96 |
22.18 |
27.0% |
2.03 |
2.5% |
51% |
False |
False |
14,315 |
| 100 |
93.14 |
70.96 |
22.18 |
27.0% |
1.84 |
2.2% |
51% |
False |
False |
12,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.57 |
|
2.618 |
90.00 |
|
1.618 |
87.20 |
|
1.000 |
85.47 |
|
0.618 |
84.40 |
|
HIGH |
82.67 |
|
0.618 |
81.60 |
|
0.500 |
81.27 |
|
0.382 |
80.94 |
|
LOW |
79.87 |
|
0.618 |
78.14 |
|
1.000 |
77.07 |
|
1.618 |
75.34 |
|
2.618 |
72.54 |
|
4.250 |
67.97 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.96 |
81.56 |
| PP |
81.61 |
80.81 |
| S1 |
81.27 |
80.07 |
|