NYMEX Light Sweet Crude Oil Future March 2011
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.15 |
79.85 |
0.70 |
0.9% |
78.27 |
| High |
79.64 |
80.85 |
1.21 |
1.5% |
81.10 |
| Low |
78.40 |
78.69 |
0.29 |
0.4% |
78.01 |
| Close |
79.15 |
79.50 |
0.35 |
0.4% |
79.15 |
| Range |
1.24 |
2.16 |
0.92 |
74.2% |
3.09 |
| ATR |
1.59 |
1.63 |
0.04 |
2.6% |
0.00 |
| Volume |
1,820 |
1,842 |
22 |
1.2% |
13,495 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.16 |
84.99 |
80.69 |
|
| R3 |
84.00 |
82.83 |
80.09 |
|
| R2 |
81.84 |
81.84 |
79.90 |
|
| R1 |
80.67 |
80.67 |
79.70 |
80.18 |
| PP |
79.68 |
79.68 |
79.68 |
79.43 |
| S1 |
78.51 |
78.51 |
79.30 |
78.02 |
| S2 |
77.52 |
77.52 |
79.10 |
|
| S3 |
75.36 |
76.35 |
78.91 |
|
| S4 |
73.20 |
74.19 |
78.31 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.69 |
87.01 |
80.85 |
|
| R3 |
85.60 |
83.92 |
80.00 |
|
| R2 |
82.51 |
82.51 |
79.72 |
|
| R1 |
80.83 |
80.83 |
79.43 |
81.67 |
| PP |
79.42 |
79.42 |
79.42 |
79.84 |
| S1 |
77.74 |
77.74 |
78.87 |
78.58 |
| S2 |
76.33 |
76.33 |
78.58 |
|
| S3 |
73.24 |
74.65 |
78.30 |
|
| S4 |
70.15 |
71.56 |
77.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.03 |
|
2.618 |
86.50 |
|
1.618 |
84.34 |
|
1.000 |
83.01 |
|
0.618 |
82.18 |
|
HIGH |
80.85 |
|
0.618 |
80.02 |
|
0.500 |
79.77 |
|
0.382 |
79.52 |
|
LOW |
78.69 |
|
0.618 |
77.36 |
|
1.000 |
76.53 |
|
1.618 |
75.20 |
|
2.618 |
73.04 |
|
4.250 |
69.51 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.77 |
79.63 |
| PP |
79.68 |
79.58 |
| S1 |
79.59 |
79.54 |
|