NYMEX Light Sweet Crude Oil Future March 2011
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
80.10 |
81.52 |
1.42 |
1.8% |
79.85 |
High |
80.10 |
81.60 |
1.50 |
1.9% |
81.95 |
Low |
79.23 |
79.90 |
0.67 |
0.8% |
78.69 |
Close |
80.10 |
81.52 |
1.42 |
1.8% |
81.47 |
Range |
0.87 |
1.70 |
0.83 |
95.4% |
3.26 |
ATR |
1.54 |
1.55 |
0.01 |
0.7% |
0.00 |
Volume |
2,458 |
6,123 |
3,665 |
149.1% |
14,308 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.11 |
85.51 |
82.46 |
|
R3 |
84.41 |
83.81 |
81.99 |
|
R2 |
82.71 |
82.71 |
81.83 |
|
R1 |
82.11 |
82.11 |
81.68 |
82.37 |
PP |
81.01 |
81.01 |
81.01 |
81.14 |
S1 |
80.41 |
80.41 |
81.36 |
80.67 |
S2 |
79.31 |
79.31 |
81.21 |
|
S3 |
77.61 |
78.71 |
81.05 |
|
S4 |
75.91 |
77.01 |
80.59 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.48 |
89.24 |
83.26 |
|
R3 |
87.22 |
85.98 |
82.37 |
|
R2 |
83.96 |
83.96 |
82.07 |
|
R1 |
82.72 |
82.72 |
81.77 |
83.34 |
PP |
80.70 |
80.70 |
80.70 |
81.02 |
S1 |
79.46 |
79.46 |
81.17 |
80.08 |
S2 |
77.44 |
77.44 |
80.87 |
|
S3 |
74.18 |
76.20 |
80.57 |
|
S4 |
70.92 |
72.94 |
79.68 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.83 |
2.618 |
86.05 |
1.618 |
84.35 |
1.000 |
83.30 |
0.618 |
82.65 |
HIGH |
81.60 |
0.618 |
80.95 |
0.500 |
80.75 |
0.382 |
80.55 |
LOW |
79.90 |
0.618 |
78.85 |
1.000 |
78.20 |
1.618 |
77.15 |
2.618 |
75.45 |
4.250 |
72.68 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
81.26 |
81.18 |
PP |
81.01 |
80.83 |
S1 |
80.75 |
80.49 |
|