NYMEX Light Sweet Crude Oil Future February 2011
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
79.63 |
79.77 |
0.14 |
0.2% |
79.13 |
High |
79.92 |
81.27 |
1.35 |
1.7% |
81.25 |
Low |
78.81 |
79.18 |
0.37 |
0.5% |
78.44 |
Close |
79.63 |
81.04 |
1.41 |
1.8% |
81.11 |
Range |
1.11 |
2.09 |
0.98 |
88.3% |
2.81 |
ATR |
1.52 |
1.56 |
0.04 |
2.7% |
0.00 |
Volume |
4,841 |
8,361 |
3,520 |
72.7% |
20,476 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.77 |
85.99 |
82.19 |
|
R3 |
84.68 |
83.90 |
81.61 |
|
R2 |
82.59 |
82.59 |
81.42 |
|
R1 |
81.81 |
81.81 |
81.23 |
82.20 |
PP |
80.50 |
80.50 |
80.50 |
80.69 |
S1 |
79.72 |
79.72 |
80.85 |
80.11 |
S2 |
78.41 |
78.41 |
80.66 |
|
S3 |
76.32 |
77.63 |
80.47 |
|
S4 |
74.23 |
75.54 |
79.89 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.70 |
87.71 |
82.66 |
|
R3 |
85.89 |
84.90 |
81.88 |
|
R2 |
83.08 |
83.08 |
81.63 |
|
R1 |
82.09 |
82.09 |
81.37 |
82.59 |
PP |
80.27 |
80.27 |
80.27 |
80.51 |
S1 |
79.28 |
79.28 |
80.85 |
79.78 |
S2 |
77.46 |
77.46 |
80.59 |
|
S3 |
74.65 |
76.47 |
80.34 |
|
S4 |
71.84 |
73.66 |
79.56 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.15 |
2.618 |
86.74 |
1.618 |
84.65 |
1.000 |
83.36 |
0.618 |
82.56 |
HIGH |
81.27 |
0.618 |
80.47 |
0.500 |
80.23 |
0.382 |
79.98 |
LOW |
79.18 |
0.618 |
77.89 |
1.000 |
77.09 |
1.618 |
75.80 |
2.618 |
73.71 |
4.250 |
70.30 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
80.77 |
80.79 |
PP |
80.50 |
80.55 |
S1 |
80.23 |
80.30 |
|