NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.89 |
80.02 |
2.13 |
2.7% |
75.90 |
| High |
77.88 |
79.92 |
2.04 |
2.6% |
79.23 |
| Low |
77.66 |
78.13 |
0.47 |
0.6% |
75.04 |
| Close |
77.89 |
80.02 |
2.13 |
2.7% |
79.05 |
| Range |
0.22 |
1.79 |
1.57 |
713.6% |
4.19 |
| ATR |
1.61 |
1.64 |
0.03 |
1.9% |
0.00 |
| Volume |
1,595 |
3,098 |
1,503 |
94.2% |
9,670 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.73 |
84.16 |
81.00 |
|
| R3 |
82.94 |
82.37 |
80.51 |
|
| R2 |
81.15 |
81.15 |
80.35 |
|
| R1 |
80.58 |
80.58 |
80.18 |
80.92 |
| PP |
79.36 |
79.36 |
79.36 |
79.52 |
| S1 |
78.79 |
78.79 |
79.86 |
79.13 |
| S2 |
77.57 |
77.57 |
79.69 |
|
| S3 |
75.78 |
77.00 |
79.53 |
|
| S4 |
73.99 |
75.21 |
79.04 |
|
|
| 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 |
87.53 |
|
2.618 |
84.61 |
|
1.618 |
82.82 |
|
1.000 |
81.71 |
|
0.618 |
81.03 |
|
HIGH |
79.92 |
|
0.618 |
79.24 |
|
0.500 |
79.03 |
|
0.382 |
78.81 |
|
LOW |
78.13 |
|
0.618 |
77.02 |
|
1.000 |
76.34 |
|
1.618 |
75.23 |
|
2.618 |
73.44 |
|
4.250 |
70.52 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.69 |
79.61 |
| PP |
79.36 |
79.20 |
| S1 |
79.03 |
78.79 |
|