NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
80.11 |
79.68 |
-0.43 |
-0.5% |
76.88 |
| High |
81.10 |
80.00 |
-1.10 |
-1.4% |
79.71 |
| Low |
79.72 |
78.59 |
-1.13 |
-1.4% |
75.01 |
| Close |
80.11 |
79.68 |
-0.43 |
-0.5% |
79.42 |
| Range |
1.38 |
1.41 |
0.03 |
2.2% |
4.70 |
| ATR |
1.62 |
1.61 |
-0.01 |
-0.4% |
0.00 |
| Volume |
2,758 |
1,298 |
-1,460 |
-52.9% |
10,331 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.65 |
83.08 |
80.46 |
|
| R3 |
82.24 |
81.67 |
80.07 |
|
| R2 |
80.83 |
80.83 |
79.94 |
|
| R1 |
80.26 |
80.26 |
79.81 |
80.39 |
| PP |
79.42 |
79.42 |
79.42 |
79.49 |
| S1 |
78.85 |
78.85 |
79.55 |
78.98 |
| S2 |
78.01 |
78.01 |
79.42 |
|
| S3 |
76.60 |
77.44 |
79.29 |
|
| S4 |
75.19 |
76.03 |
78.90 |
|
|
| 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 |
85.99 |
|
2.618 |
83.69 |
|
1.618 |
82.28 |
|
1.000 |
81.41 |
|
0.618 |
80.87 |
|
HIGH |
80.00 |
|
0.618 |
79.46 |
|
0.500 |
79.30 |
|
0.382 |
79.13 |
|
LOW |
78.59 |
|
0.618 |
77.72 |
|
1.000 |
77.18 |
|
1.618 |
76.31 |
|
2.618 |
74.90 |
|
4.250 |
72.60 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.55 |
79.85 |
| PP |
79.42 |
79.79 |
| S1 |
79.30 |
79.74 |
|