NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 20-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
79.13 |
79.58 |
0.45 |
0.6% |
77.89 |
High |
80.11 |
79.78 |
-0.33 |
-0.4% |
80.65 |
Low |
79.12 |
78.44 |
-0.68 |
-0.9% |
77.66 |
Close |
79.13 |
79.58 |
0.45 |
0.6% |
78.77 |
Range |
0.99 |
1.34 |
0.35 |
35.4% |
2.99 |
ATR |
1.56 |
1.54 |
-0.02 |
-1.0% |
0.00 |
Volume |
1,831 |
1,996 |
165 |
9.0% |
10,243 |
|
Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.29 |
82.77 |
80.32 |
|
R3 |
81.95 |
81.43 |
79.95 |
|
R2 |
80.61 |
80.61 |
79.83 |
|
R1 |
80.09 |
80.09 |
79.70 |
80.25 |
PP |
79.27 |
79.27 |
79.27 |
79.35 |
S1 |
78.75 |
78.75 |
79.46 |
78.91 |
S2 |
77.93 |
77.93 |
79.33 |
|
S3 |
76.59 |
77.41 |
79.21 |
|
S4 |
75.25 |
76.07 |
78.84 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.00 |
86.37 |
80.41 |
|
R3 |
85.01 |
83.38 |
79.59 |
|
R2 |
82.02 |
82.02 |
79.32 |
|
R1 |
80.39 |
80.39 |
79.04 |
81.21 |
PP |
79.03 |
79.03 |
79.03 |
79.43 |
S1 |
77.40 |
77.40 |
78.50 |
78.22 |
S2 |
76.04 |
76.04 |
78.22 |
|
S3 |
73.05 |
74.41 |
77.95 |
|
S4 |
70.06 |
71.42 |
77.13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.48 |
2.618 |
83.29 |
1.618 |
81.95 |
1.000 |
81.12 |
0.618 |
80.61 |
HIGH |
79.78 |
0.618 |
79.27 |
0.500 |
79.11 |
0.382 |
78.95 |
LOW |
78.44 |
0.618 |
77.61 |
1.000 |
77.10 |
1.618 |
76.27 |
2.618 |
74.93 |
4.250 |
72.75 |
|
|
Fisher Pivots for day following 20-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
79.42 |
79.41 |
PP |
79.27 |
79.23 |
S1 |
79.11 |
79.06 |
|