NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.49 |
79.84 |
1.35 |
1.7% |
80.18 |
| High |
80.41 |
80.60 |
0.19 |
0.2% |
81.03 |
| Low |
78.00 |
78.45 |
0.45 |
0.6% |
77.49 |
| Close |
79.99 |
80.51 |
0.52 |
0.7% |
80.51 |
| Range |
2.41 |
2.15 |
-0.26 |
-10.8% |
3.54 |
| ATR |
2.13 |
2.14 |
0.00 |
0.1% |
0.00 |
| Volume |
65,079 |
50,792 |
-14,287 |
-22.0% |
225,465 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.30 |
85.56 |
81.69 |
|
| R3 |
84.15 |
83.41 |
81.10 |
|
| R2 |
82.00 |
82.00 |
80.90 |
|
| R1 |
81.26 |
81.26 |
80.71 |
81.63 |
| PP |
79.85 |
79.85 |
79.85 |
80.04 |
| S1 |
79.11 |
79.11 |
80.31 |
79.48 |
| S2 |
77.70 |
77.70 |
80.12 |
|
| S3 |
75.55 |
76.96 |
79.92 |
|
| S4 |
73.40 |
74.81 |
79.33 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.30 |
88.94 |
82.46 |
|
| R3 |
86.76 |
85.40 |
81.48 |
|
| R2 |
83.22 |
83.22 |
81.16 |
|
| R1 |
81.86 |
81.86 |
80.83 |
82.54 |
| PP |
79.68 |
79.68 |
79.68 |
80.02 |
| S1 |
78.32 |
78.32 |
80.19 |
79.00 |
| S2 |
76.14 |
76.14 |
79.86 |
|
| S3 |
72.60 |
74.78 |
79.54 |
|
| S4 |
69.06 |
71.24 |
78.56 |
|
|
| 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% |
2.07 |
2.6% |
85% |
False |
False |
45,093 |
| 10 |
81.03 |
77.37 |
3.66 |
4.5% |
2.04 |
2.5% |
86% |
False |
False |
44,211 |
| 20 |
81.03 |
73.15 |
7.88 |
9.8% |
2.09 |
2.6% |
93% |
False |
False |
40,915 |
| 40 |
82.77 |
73.15 |
9.62 |
11.9% |
2.15 |
2.7% |
77% |
False |
False |
42,417 |
| 60 |
87.40 |
71.50 |
15.90 |
19.7% |
2.37 |
2.9% |
57% |
False |
False |
47,722 |
| 80 |
93.55 |
71.50 |
22.05 |
27.4% |
2.22 |
2.8% |
41% |
False |
False |
50,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.74 |
|
2.618 |
86.23 |
|
1.618 |
84.08 |
|
1.000 |
82.75 |
|
0.618 |
81.93 |
|
HIGH |
80.60 |
|
0.618 |
79.78 |
|
0.500 |
79.53 |
|
0.382 |
79.27 |
|
LOW |
78.45 |
|
0.618 |
77.12 |
|
1.000 |
76.30 |
|
1.618 |
74.97 |
|
2.618 |
72.82 |
|
4.250 |
69.31 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.18 |
80.02 |
| PP |
79.85 |
79.53 |
| S1 |
79.53 |
79.05 |
|