NYMEX Light Sweet Crude Oil Future February 2011
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.74 |
79.31 |
-0.43 |
-0.5% |
75.90 |
| High |
80.65 |
79.94 |
-0.71 |
-0.9% |
79.23 |
| Low |
79.63 |
78.36 |
-1.27 |
-1.6% |
75.04 |
| Close |
79.74 |
79.31 |
-0.43 |
-0.5% |
79.05 |
| Range |
1.02 |
1.58 |
0.56 |
54.9% |
4.19 |
| ATR |
1.59 |
1.59 |
0.00 |
-0.1% |
0.00 |
| Volume |
1,770 |
2,072 |
302 |
17.1% |
9,670 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.94 |
83.21 |
80.18 |
|
| R3 |
82.36 |
81.63 |
79.74 |
|
| R2 |
80.78 |
80.78 |
79.60 |
|
| R1 |
80.05 |
80.05 |
79.45 |
80.10 |
| PP |
79.20 |
79.20 |
79.20 |
79.23 |
| S1 |
78.47 |
78.47 |
79.17 |
78.52 |
| S2 |
77.62 |
77.62 |
79.02 |
|
| S3 |
76.04 |
76.89 |
78.88 |
|
| S4 |
74.46 |
75.31 |
78.44 |
|
|
| 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 |
86.66 |
|
2.618 |
84.08 |
|
1.618 |
82.50 |
|
1.000 |
81.52 |
|
0.618 |
80.92 |
|
HIGH |
79.94 |
|
0.618 |
79.34 |
|
0.500 |
79.15 |
|
0.382 |
78.96 |
|
LOW |
78.36 |
|
0.618 |
77.38 |
|
1.000 |
76.78 |
|
1.618 |
75.80 |
|
2.618 |
74.22 |
|
4.250 |
71.65 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.26 |
79.39 |
| PP |
79.20 |
79.36 |
| S1 |
79.15 |
79.34 |
|