NYMEX Light Sweet Crude Oil Future February 2011
| 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 |
79.05 |
77.89 |
-1.16 |
-1.5% |
75.90 |
| High |
79.23 |
77.88 |
-1.35 |
-1.7% |
79.23 |
| Low |
78.30 |
77.66 |
-0.64 |
-0.8% |
75.04 |
| Close |
79.05 |
77.89 |
-1.16 |
-1.5% |
79.05 |
| Range |
0.93 |
0.22 |
-0.71 |
-76.3% |
4.19 |
| ATR |
1.62 |
1.61 |
-0.02 |
-1.0% |
0.00 |
| Volume |
2,342 |
1,595 |
-747 |
-31.9% |
9,670 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.47 |
78.40 |
78.01 |
|
| R3 |
78.25 |
78.18 |
77.95 |
|
| R2 |
78.03 |
78.03 |
77.93 |
|
| R1 |
77.96 |
77.96 |
77.91 |
78.00 |
| PP |
77.81 |
77.81 |
77.81 |
77.83 |
| S1 |
77.74 |
77.74 |
77.87 |
77.78 |
| S2 |
77.59 |
77.59 |
77.85 |
|
| S3 |
77.37 |
77.52 |
77.83 |
|
| S4 |
77.15 |
77.30 |
77.77 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.34 |
88.89 |
81.35 |
|
| R3 |
86.15 |
84.70 |
80.20 |
|
| R2 |
81.96 |
81.96 |
79.82 |
|
| R1 |
80.51 |
80.51 |
79.43 |
81.24 |
| PP |
77.77 |
77.77 |
77.77 |
78.14 |
| S1 |
76.32 |
76.32 |
78.67 |
77.05 |
| S2 |
73.58 |
73.58 |
78.28 |
|
| S3 |
69.39 |
72.13 |
77.90 |
|
| S4 |
65.20 |
67.94 |
76.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.82 |
|
2.618 |
78.46 |
|
1.618 |
78.24 |
|
1.000 |
78.10 |
|
0.618 |
78.02 |
|
HIGH |
77.88 |
|
0.618 |
77.80 |
|
0.500 |
77.77 |
|
0.382 |
77.74 |
|
LOW |
77.66 |
|
0.618 |
77.52 |
|
1.000 |
77.44 |
|
1.618 |
77.30 |
|
2.618 |
77.08 |
|
4.250 |
76.73 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.85 |
78.45 |
| PP |
77.81 |
78.26 |
| S1 |
77.77 |
78.08 |
|