NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.54 |
78.49 |
-0.05 |
-0.1% |
77.51 |
| High |
79.19 |
80.41 |
1.22 |
1.5% |
80.90 |
| Low |
77.49 |
78.00 |
0.51 |
0.7% |
77.37 |
| Close |
78.59 |
79.99 |
1.40 |
1.8% |
80.31 |
| Range |
1.70 |
2.41 |
0.71 |
41.8% |
3.53 |
| ATR |
2.11 |
2.13 |
0.02 |
1.0% |
0.00 |
| Volume |
49,771 |
65,079 |
15,308 |
30.8% |
216,651 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.70 |
85.75 |
81.32 |
|
| R3 |
84.29 |
83.34 |
80.65 |
|
| R2 |
81.88 |
81.88 |
80.43 |
|
| R1 |
80.93 |
80.93 |
80.21 |
81.41 |
| PP |
79.47 |
79.47 |
79.47 |
79.70 |
| S1 |
78.52 |
78.52 |
79.77 |
79.00 |
| S2 |
77.06 |
77.06 |
79.55 |
|
| S3 |
74.65 |
76.11 |
79.33 |
|
| S4 |
72.24 |
73.70 |
78.66 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.12 |
88.74 |
82.25 |
|
| R3 |
86.59 |
85.21 |
81.28 |
|
| R2 |
83.06 |
83.06 |
80.96 |
|
| R1 |
81.68 |
81.68 |
80.63 |
82.37 |
| PP |
79.53 |
79.53 |
79.53 |
79.87 |
| S1 |
78.15 |
78.15 |
79.99 |
78.84 |
| S2 |
76.00 |
76.00 |
79.66 |
|
| S3 |
72.47 |
74.62 |
79.34 |
|
| S4 |
68.94 |
71.09 |
78.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.03 |
77.49 |
3.54 |
4.4% |
1.87 |
2.3% |
71% |
False |
False |
46,185 |
| 10 |
81.03 |
77.14 |
3.89 |
4.9% |
2.01 |
2.5% |
73% |
False |
False |
42,288 |
| 20 |
81.03 |
73.15 |
7.88 |
9.9% |
2.14 |
2.7% |
87% |
False |
False |
40,620 |
| 40 |
82.77 |
73.15 |
9.62 |
12.0% |
2.14 |
2.7% |
71% |
False |
False |
42,531 |
| 60 |
89.83 |
71.50 |
18.33 |
22.9% |
2.39 |
3.0% |
46% |
False |
False |
47,848 |
| 80 |
93.55 |
71.50 |
22.05 |
27.6% |
2.21 |
2.8% |
39% |
False |
False |
49,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.65 |
|
2.618 |
86.72 |
|
1.618 |
84.31 |
|
1.000 |
82.82 |
|
0.618 |
81.90 |
|
HIGH |
80.41 |
|
0.618 |
79.49 |
|
0.500 |
79.21 |
|
0.382 |
78.92 |
|
LOW |
78.00 |
|
0.618 |
76.51 |
|
1.000 |
75.59 |
|
1.618 |
74.10 |
|
2.618 |
71.69 |
|
4.250 |
67.76 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.73 |
79.75 |
| PP |
79.47 |
79.50 |
| S1 |
79.21 |
79.26 |
|