NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 08-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
77.67 |
79.10 |
1.43 |
1.8% |
81.59 |
High |
77.96 |
79.30 |
1.34 |
1.7% |
81.41 |
Low |
76.15 |
77.96 |
1.81 |
2.4% |
74.92 |
Close |
77.67 |
79.10 |
1.43 |
1.8% |
75.18 |
Range |
1.81 |
1.34 |
-0.47 |
-26.0% |
6.49 |
ATR |
1.65 |
1.65 |
0.00 |
-0.1% |
0.00 |
Volume |
2,504 |
2,914 |
410 |
16.4% |
13,038 |
|
Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.81 |
82.29 |
79.84 |
|
R3 |
81.47 |
80.95 |
79.47 |
|
R2 |
80.13 |
80.13 |
79.35 |
|
R1 |
79.61 |
79.61 |
79.22 |
79.77 |
PP |
78.79 |
78.79 |
78.79 |
78.87 |
S1 |
78.27 |
78.27 |
78.98 |
78.43 |
S2 |
77.45 |
77.45 |
78.85 |
|
S3 |
76.11 |
76.93 |
78.73 |
|
S4 |
74.77 |
75.59 |
78.36 |
|
|
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 |
85.00 |
2.618 |
82.81 |
1.618 |
81.47 |
1.000 |
80.64 |
0.618 |
80.13 |
HIGH |
79.30 |
0.618 |
78.79 |
0.500 |
78.63 |
0.382 |
78.47 |
LOW |
77.96 |
0.618 |
77.13 |
1.000 |
76.62 |
1.618 |
75.79 |
2.618 |
74.45 |
4.250 |
72.27 |
|
|
Fisher Pivots for day following 08-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
78.94 |
78.45 |
PP |
78.79 |
77.80 |
S1 |
78.63 |
77.16 |
|