NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.10 |
79.42 |
0.32 |
0.4% |
76.88 |
| High |
79.30 |
79.71 |
0.41 |
0.5% |
79.71 |
| Low |
77.96 |
78.74 |
0.78 |
1.0% |
75.01 |
| Close |
79.10 |
79.42 |
0.32 |
0.4% |
79.42 |
| Range |
1.34 |
0.97 |
-0.37 |
-27.6% |
4.70 |
| ATR |
1.65 |
1.60 |
-0.05 |
-3.0% |
0.00 |
| Volume |
2,914 |
1,691 |
-1,223 |
-42.0% |
10,331 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.20 |
81.78 |
79.95 |
|
| R3 |
81.23 |
80.81 |
79.69 |
|
| R2 |
80.26 |
80.26 |
79.60 |
|
| R1 |
79.84 |
79.84 |
79.51 |
79.91 |
| PP |
79.29 |
79.29 |
79.29 |
79.32 |
| S1 |
78.87 |
78.87 |
79.33 |
78.94 |
| S2 |
78.32 |
78.32 |
79.24 |
|
| S3 |
77.35 |
77.90 |
79.15 |
|
| S4 |
76.38 |
76.93 |
78.89 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.15 |
90.48 |
82.01 |
|
| R3 |
87.45 |
85.78 |
80.71 |
|
| R2 |
82.75 |
82.75 |
80.28 |
|
| R1 |
81.08 |
81.08 |
79.85 |
81.92 |
| PP |
78.05 |
78.05 |
78.05 |
78.46 |
| S1 |
76.38 |
76.38 |
78.99 |
77.22 |
| S2 |
73.35 |
73.35 |
78.56 |
|
| S3 |
68.65 |
71.68 |
78.13 |
|
| S4 |
63.95 |
66.98 |
76.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.83 |
|
2.618 |
82.25 |
|
1.618 |
81.28 |
|
1.000 |
80.68 |
|
0.618 |
80.31 |
|
HIGH |
79.71 |
|
0.618 |
79.34 |
|
0.500 |
79.23 |
|
0.382 |
79.11 |
|
LOW |
78.74 |
|
0.618 |
78.14 |
|
1.000 |
77.77 |
|
1.618 |
77.17 |
|
2.618 |
76.20 |
|
4.250 |
74.62 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.36 |
78.92 |
| PP |
79.29 |
78.43 |
| S1 |
79.23 |
77.93 |
|