NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
80.02 |
79.74 |
-0.28 |
-0.3% |
75.90 |
| High |
79.92 |
80.65 |
0.73 |
0.9% |
79.23 |
| Low |
78.13 |
79.63 |
1.50 |
1.9% |
75.04 |
| Close |
80.02 |
79.74 |
-0.28 |
-0.3% |
79.05 |
| Range |
1.79 |
1.02 |
-0.77 |
-43.0% |
4.19 |
| ATR |
1.64 |
1.59 |
-0.04 |
-2.7% |
0.00 |
| Volume |
3,098 |
1,770 |
-1,328 |
-42.9% |
9,670 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.07 |
82.42 |
80.30 |
|
| R3 |
82.05 |
81.40 |
80.02 |
|
| R2 |
81.03 |
81.03 |
79.93 |
|
| R1 |
80.38 |
80.38 |
79.83 |
80.25 |
| PP |
80.01 |
80.01 |
80.01 |
79.94 |
| S1 |
79.36 |
79.36 |
79.65 |
79.23 |
| S2 |
78.99 |
78.99 |
79.55 |
|
| S3 |
77.97 |
78.34 |
79.46 |
|
| S4 |
76.95 |
77.32 |
79.18 |
|
|
| 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 |
84.99 |
|
2.618 |
83.32 |
|
1.618 |
82.30 |
|
1.000 |
81.67 |
|
0.618 |
81.28 |
|
HIGH |
80.65 |
|
0.618 |
80.26 |
|
0.500 |
80.14 |
|
0.382 |
80.02 |
|
LOW |
79.63 |
|
0.618 |
79.00 |
|
1.000 |
78.61 |
|
1.618 |
77.98 |
|
2.618 |
76.96 |
|
4.250 |
75.30 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.14 |
79.55 |
| PP |
80.01 |
79.35 |
| S1 |
79.87 |
79.16 |
|