NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.84 |
77.51 |
-1.33 |
-1.7% |
76.99 |
| High |
78.97 |
79.62 |
0.65 |
0.8% |
79.96 |
| Low |
77.14 |
77.37 |
0.23 |
0.3% |
76.20 |
| Close |
77.91 |
78.32 |
0.41 |
0.5% |
77.91 |
| Range |
1.83 |
2.25 |
0.42 |
23.0% |
3.76 |
| ATR |
2.23 |
2.23 |
0.00 |
0.1% |
0.00 |
| Volume |
31,559 |
27,918 |
-3,641 |
-11.5% |
174,681 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.19 |
84.00 |
79.56 |
|
| R3 |
82.94 |
81.75 |
78.94 |
|
| R2 |
80.69 |
80.69 |
78.73 |
|
| R1 |
79.50 |
79.50 |
78.53 |
80.10 |
| PP |
78.44 |
78.44 |
78.44 |
78.73 |
| S1 |
77.25 |
77.25 |
78.11 |
77.85 |
| S2 |
76.19 |
76.19 |
77.91 |
|
| S3 |
73.94 |
75.00 |
77.70 |
|
| S4 |
71.69 |
72.75 |
77.08 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.30 |
87.37 |
79.98 |
|
| R3 |
85.54 |
83.61 |
78.94 |
|
| R2 |
81.78 |
81.78 |
78.60 |
|
| R1 |
79.85 |
79.85 |
78.25 |
80.82 |
| PP |
78.02 |
78.02 |
78.02 |
78.51 |
| S1 |
76.09 |
76.09 |
77.57 |
77.06 |
| S2 |
74.26 |
74.26 |
77.22 |
|
| S3 |
70.50 |
72.33 |
76.88 |
|
| S4 |
66.74 |
68.57 |
75.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.96 |
76.20 |
3.76 |
4.8% |
2.19 |
2.8% |
56% |
False |
False |
34,420 |
| 10 |
79.96 |
73.15 |
6.81 |
8.7% |
2.17 |
2.8% |
76% |
False |
False |
34,808 |
| 20 |
82.77 |
73.15 |
9.62 |
12.3% |
2.21 |
2.8% |
54% |
False |
False |
37,417 |
| 40 |
82.77 |
71.50 |
11.27 |
14.4% |
2.29 |
2.9% |
61% |
False |
False |
44,340 |
| 60 |
93.55 |
71.50 |
22.05 |
28.2% |
2.38 |
3.0% |
31% |
False |
False |
48,772 |
| 80 |
93.55 |
71.50 |
22.05 |
28.2% |
2.16 |
2.8% |
31% |
False |
False |
48,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.18 |
|
2.618 |
85.51 |
|
1.618 |
83.26 |
|
1.000 |
81.87 |
|
0.618 |
81.01 |
|
HIGH |
79.62 |
|
0.618 |
78.76 |
|
0.500 |
78.50 |
|
0.382 |
78.23 |
|
LOW |
77.37 |
|
0.618 |
75.98 |
|
1.000 |
75.12 |
|
1.618 |
73.73 |
|
2.618 |
71.48 |
|
4.250 |
67.81 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.50 |
78.38 |
| PP |
78.44 |
78.36 |
| S1 |
78.38 |
78.34 |
|