NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.18 |
76.88 |
1.70 |
2.3% |
81.59 |
| High |
76.00 |
77.01 |
1.01 |
1.3% |
81.41 |
| Low |
74.92 |
75.01 |
0.09 |
0.1% |
74.92 |
| Close |
75.18 |
75.51 |
0.33 |
0.4% |
75.18 |
| Range |
1.08 |
2.00 |
0.92 |
85.2% |
6.49 |
| ATR |
1.56 |
1.59 |
0.03 |
2.0% |
0.00 |
| Volume |
3,556 |
3,222 |
-334 |
-9.4% |
13,038 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.84 |
80.68 |
76.61 |
|
| R3 |
79.84 |
78.68 |
76.06 |
|
| R2 |
77.84 |
77.84 |
75.88 |
|
| R1 |
76.68 |
76.68 |
75.69 |
76.26 |
| PP |
75.84 |
75.84 |
75.84 |
75.64 |
| S1 |
74.68 |
74.68 |
75.33 |
74.26 |
| S2 |
73.84 |
73.84 |
75.14 |
|
| S3 |
71.84 |
72.68 |
74.96 |
|
| S4 |
69.84 |
70.68 |
74.41 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.64 |
92.40 |
78.75 |
|
| R3 |
90.15 |
85.91 |
76.96 |
|
| R2 |
83.66 |
83.66 |
76.37 |
|
| R1 |
79.42 |
79.42 |
75.77 |
78.30 |
| PP |
77.17 |
77.17 |
77.17 |
76.61 |
| S1 |
72.93 |
72.93 |
74.59 |
71.81 |
| S2 |
70.68 |
70.68 |
73.99 |
|
| S3 |
64.19 |
66.44 |
73.40 |
|
| S4 |
57.70 |
59.95 |
71.61 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.51 |
|
2.618 |
82.25 |
|
1.618 |
80.25 |
|
1.000 |
79.01 |
|
0.618 |
78.25 |
|
HIGH |
77.01 |
|
0.618 |
76.25 |
|
0.500 |
76.01 |
|
0.382 |
75.77 |
|
LOW |
75.01 |
|
0.618 |
73.77 |
|
1.000 |
73.01 |
|
1.618 |
71.77 |
|
2.618 |
69.77 |
|
4.250 |
66.51 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.01 |
76.32 |
| PP |
75.84 |
76.05 |
| S1 |
75.68 |
75.78 |
|