NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.42 |
78.27 |
-1.15 |
-1.4% |
76.88 |
| High |
79.71 |
79.10 |
-0.61 |
-0.8% |
79.71 |
| Low |
78.74 |
78.01 |
-0.73 |
-0.9% |
75.01 |
| Close |
79.42 |
78.27 |
-1.15 |
-1.4% |
79.42 |
| Range |
0.97 |
1.09 |
0.12 |
12.4% |
4.70 |
| ATR |
1.60 |
1.59 |
-0.01 |
-0.9% |
0.00 |
| Volume |
1,691 |
2,097 |
406 |
24.0% |
10,331 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.73 |
81.09 |
78.87 |
|
| R3 |
80.64 |
80.00 |
78.57 |
|
| R2 |
79.55 |
79.55 |
78.47 |
|
| R1 |
78.91 |
78.91 |
78.37 |
78.82 |
| PP |
78.46 |
78.46 |
78.46 |
78.41 |
| S1 |
77.82 |
77.82 |
78.17 |
77.73 |
| S2 |
77.37 |
77.37 |
78.07 |
|
| S3 |
76.28 |
76.73 |
77.97 |
|
| S4 |
75.19 |
75.64 |
77.67 |
|
|
| 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 |
83.73 |
|
2.618 |
81.95 |
|
1.618 |
80.86 |
|
1.000 |
80.19 |
|
0.618 |
79.77 |
|
HIGH |
79.10 |
|
0.618 |
78.68 |
|
0.500 |
78.56 |
|
0.382 |
78.43 |
|
LOW |
78.01 |
|
0.618 |
77.34 |
|
1.000 |
76.92 |
|
1.618 |
76.25 |
|
2.618 |
75.16 |
|
4.250 |
73.38 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.56 |
78.84 |
| PP |
78.46 |
78.65 |
| S1 |
78.37 |
78.46 |
|