NYMEX Light Sweet Crude Oil Future December 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
78.10 |
76.99 |
-1.11 |
-1.4% |
74.32 |
High |
78.65 |
78.45 |
-0.20 |
-0.3% |
78.65 |
Low |
77.23 |
76.57 |
-0.66 |
-0.9% |
73.15 |
Close |
78.18 |
76.99 |
-1.19 |
-1.5% |
78.18 |
Range |
1.42 |
1.88 |
0.46 |
32.4% |
5.50 |
ATR |
2.29 |
2.26 |
-0.03 |
-1.3% |
0.00 |
Volume |
31,375 |
30,499 |
-876 |
-2.8% |
145,490 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.98 |
81.86 |
78.02 |
|
R3 |
81.10 |
79.98 |
77.51 |
|
R2 |
79.22 |
79.22 |
77.33 |
|
R1 |
78.10 |
78.10 |
77.16 |
77.93 |
PP |
77.34 |
77.34 |
77.34 |
77.25 |
S1 |
76.22 |
76.22 |
76.82 |
76.05 |
S2 |
75.46 |
75.46 |
76.65 |
|
S3 |
73.58 |
74.34 |
76.47 |
|
S4 |
71.70 |
72.46 |
75.96 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.16 |
91.17 |
81.21 |
|
R3 |
87.66 |
85.67 |
79.69 |
|
R2 |
82.16 |
82.16 |
79.19 |
|
R1 |
80.17 |
80.17 |
78.68 |
81.17 |
PP |
76.66 |
76.66 |
76.66 |
77.16 |
S1 |
74.67 |
74.67 |
77.68 |
75.67 |
S2 |
71.16 |
71.16 |
77.17 |
|
S3 |
65.66 |
69.17 |
76.67 |
|
S4 |
60.16 |
63.67 |
75.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.65 |
73.15 |
5.50 |
7.1% |
2.15 |
2.8% |
70% |
False |
False |
35,197 |
10 |
81.28 |
73.15 |
8.13 |
10.6% |
2.27 |
2.9% |
47% |
False |
False |
39,393 |
20 |
82.77 |
73.15 |
9.62 |
12.5% |
2.09 |
2.7% |
40% |
False |
False |
39,435 |
40 |
84.59 |
71.50 |
13.09 |
17.0% |
2.41 |
3.1% |
42% |
False |
False |
47,827 |
60 |
93.55 |
71.50 |
22.05 |
28.6% |
2.35 |
3.1% |
25% |
False |
False |
50,227 |
80 |
93.55 |
71.50 |
22.05 |
28.6% |
2.13 |
2.8% |
25% |
False |
False |
48,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.44 |
2.618 |
83.37 |
1.618 |
81.49 |
1.000 |
80.33 |
0.618 |
79.61 |
HIGH |
78.45 |
0.618 |
77.73 |
0.500 |
77.51 |
0.382 |
77.29 |
LOW |
76.57 |
0.618 |
75.41 |
1.000 |
74.69 |
1.618 |
73.53 |
2.618 |
71.65 |
4.250 |
68.58 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
77.51 |
77.61 |
PP |
77.34 |
77.40 |
S1 |
77.16 |
77.20 |
|