NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.37 |
77.79 |
1.42 |
1.9% |
80.55 |
| High |
76.79 |
78.26 |
1.47 |
1.9% |
81.28 |
| Low |
73.71 |
76.63 |
2.92 |
4.0% |
73.47 |
| Close |
76.37 |
77.79 |
1.42 |
1.9% |
74.08 |
| Range |
3.08 |
1.63 |
-1.45 |
-47.1% |
7.81 |
| ATR |
2.39 |
2.36 |
-0.04 |
-1.5% |
0.00 |
| Volume |
39,254 |
42,499 |
3,245 |
8.3% |
217,948 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.45 |
81.75 |
78.69 |
|
| R3 |
80.82 |
80.12 |
78.24 |
|
| R2 |
79.19 |
79.19 |
78.09 |
|
| R1 |
78.49 |
78.49 |
77.94 |
78.61 |
| PP |
77.56 |
77.56 |
77.56 |
77.62 |
| S1 |
76.86 |
76.86 |
77.64 |
76.98 |
| S2 |
75.93 |
75.93 |
77.49 |
|
| S3 |
74.30 |
75.23 |
77.34 |
|
| S4 |
72.67 |
73.60 |
76.89 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.71 |
94.70 |
78.38 |
|
| R3 |
91.90 |
86.89 |
76.23 |
|
| R2 |
84.09 |
84.09 |
75.51 |
|
| R1 |
79.08 |
79.08 |
74.80 |
77.68 |
| PP |
76.28 |
76.28 |
76.28 |
75.58 |
| S1 |
71.27 |
71.27 |
73.36 |
69.87 |
| S2 |
68.47 |
68.47 |
72.65 |
|
| S3 |
60.66 |
63.46 |
71.93 |
|
| S4 |
52.85 |
55.65 |
69.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.26 |
73.15 |
5.11 |
6.6% |
2.50 |
3.2% |
91% |
True |
False |
43,005 |
| 10 |
81.28 |
73.15 |
8.13 |
10.5% |
2.36 |
3.0% |
57% |
False |
False |
42,379 |
| 20 |
82.77 |
73.15 |
9.62 |
12.4% |
2.14 |
2.7% |
48% |
False |
False |
41,080 |
| 40 |
86.52 |
71.50 |
15.02 |
19.3% |
2.42 |
3.1% |
42% |
False |
False |
48,702 |
| 60 |
93.55 |
71.50 |
22.05 |
28.3% |
2.34 |
3.0% |
29% |
False |
False |
51,841 |
| 80 |
93.55 |
71.50 |
22.05 |
28.3% |
2.13 |
2.7% |
29% |
False |
False |
48,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.19 |
|
2.618 |
82.53 |
|
1.618 |
80.90 |
|
1.000 |
79.89 |
|
0.618 |
79.27 |
|
HIGH |
78.26 |
|
0.618 |
77.64 |
|
0.500 |
77.45 |
|
0.382 |
77.25 |
|
LOW |
76.63 |
|
0.618 |
75.62 |
|
1.000 |
75.00 |
|
1.618 |
73.99 |
|
2.618 |
72.36 |
|
4.250 |
69.70 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.68 |
77.10 |
| PP |
77.56 |
76.40 |
| S1 |
77.45 |
75.71 |
|