NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.42 |
74.76 |
-0.66 |
-0.9% |
80.93 |
| High |
75.65 |
76.16 |
0.51 |
0.7% |
80.93 |
| Low |
74.02 |
74.24 |
0.22 |
0.3% |
74.02 |
| Close |
74.48 |
74.70 |
0.22 |
0.3% |
74.48 |
| Range |
1.63 |
1.92 |
0.29 |
17.8% |
6.91 |
| ATR |
1.86 |
1.87 |
0.00 |
0.2% |
0.00 |
| Volume |
7,305 |
5,027 |
-2,278 |
-31.2% |
27,591 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.79 |
79.67 |
75.76 |
|
| R3 |
78.87 |
77.75 |
75.23 |
|
| R2 |
76.95 |
76.95 |
75.05 |
|
| R1 |
75.83 |
75.83 |
74.88 |
75.43 |
| PP |
75.03 |
75.03 |
75.03 |
74.84 |
| S1 |
73.91 |
73.91 |
74.52 |
73.51 |
| S2 |
73.11 |
73.11 |
74.35 |
|
| S3 |
71.19 |
71.99 |
74.17 |
|
| S4 |
69.27 |
70.07 |
73.64 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.21 |
92.75 |
78.28 |
|
| R3 |
90.30 |
85.84 |
76.38 |
|
| R2 |
83.39 |
83.39 |
75.75 |
|
| R1 |
78.93 |
78.93 |
75.11 |
77.71 |
| PP |
76.48 |
76.48 |
76.48 |
75.86 |
| S1 |
72.02 |
72.02 |
73.85 |
70.80 |
| S2 |
69.57 |
69.57 |
73.21 |
|
| S3 |
62.66 |
65.11 |
72.58 |
|
| S4 |
55.75 |
58.20 |
70.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.32 |
|
2.618 |
81.19 |
|
1.618 |
79.27 |
|
1.000 |
78.08 |
|
0.618 |
77.35 |
|
HIGH |
76.16 |
|
0.618 |
75.43 |
|
0.500 |
75.20 |
|
0.382 |
74.97 |
|
LOW |
74.24 |
|
0.618 |
73.05 |
|
1.000 |
72.32 |
|
1.618 |
71.13 |
|
2.618 |
69.21 |
|
4.250 |
66.08 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.20 |
75.77 |
| PP |
75.03 |
75.41 |
| S1 |
74.87 |
75.06 |
|