NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.21 |
76.01 |
-1.20 |
-1.6% |
73.36 |
| High |
77.33 |
78.18 |
0.85 |
1.1% |
77.51 |
| Low |
75.47 |
75.12 |
-0.35 |
-0.5% |
72.15 |
| Close |
75.87 |
77.98 |
2.11 |
2.8% |
77.07 |
| Range |
1.86 |
3.06 |
1.20 |
64.5% |
5.36 |
| ATR |
2.23 |
2.29 |
0.06 |
2.7% |
0.00 |
| Volume |
34,367 |
34,297 |
-70 |
-0.2% |
117,002 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.27 |
85.19 |
79.66 |
|
| R3 |
83.21 |
82.13 |
78.82 |
|
| R2 |
80.15 |
80.15 |
78.54 |
|
| R1 |
79.07 |
79.07 |
78.26 |
79.61 |
| PP |
77.09 |
77.09 |
77.09 |
77.37 |
| S1 |
76.01 |
76.01 |
77.70 |
76.55 |
| S2 |
74.03 |
74.03 |
77.42 |
|
| S3 |
70.97 |
72.95 |
77.14 |
|
| S4 |
67.91 |
69.89 |
76.30 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.66 |
89.72 |
80.02 |
|
| R3 |
86.30 |
84.36 |
78.54 |
|
| R2 |
80.94 |
80.94 |
78.05 |
|
| R1 |
79.00 |
79.00 |
77.56 |
79.97 |
| PP |
75.58 |
75.58 |
75.58 |
76.06 |
| S1 |
73.64 |
73.64 |
76.58 |
74.61 |
| S2 |
70.22 |
70.22 |
76.09 |
|
| S3 |
64.86 |
68.28 |
75.60 |
|
| S4 |
59.50 |
62.92 |
74.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.18 |
72.57 |
5.61 |
7.2% |
2.19 |
2.8% |
96% |
True |
False |
31,289 |
| 10 |
79.52 |
72.15 |
7.37 |
9.5% |
2.41 |
3.1% |
79% |
False |
False |
32,071 |
| 20 |
81.51 |
72.15 |
9.36 |
12.0% |
2.15 |
2.8% |
62% |
False |
False |
27,243 |
| 40 |
81.51 |
70.35 |
11.16 |
14.3% |
2.34 |
3.0% |
68% |
False |
False |
23,858 |
| 60 |
92.75 |
70.35 |
22.40 |
28.7% |
2.28 |
2.9% |
34% |
False |
False |
21,451 |
| 80 |
92.75 |
70.35 |
22.40 |
28.7% |
2.03 |
2.6% |
34% |
False |
False |
18,688 |
| 100 |
92.75 |
70.35 |
22.40 |
28.7% |
1.89 |
2.4% |
34% |
False |
False |
15,879 |
| 120 |
92.75 |
70.35 |
22.40 |
28.7% |
1.79 |
2.3% |
34% |
False |
False |
13,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.19 |
|
2.618 |
86.19 |
|
1.618 |
83.13 |
|
1.000 |
81.24 |
|
0.618 |
80.07 |
|
HIGH |
78.18 |
|
0.618 |
77.01 |
|
0.500 |
76.65 |
|
0.382 |
76.29 |
|
LOW |
75.12 |
|
0.618 |
73.23 |
|
1.000 |
72.06 |
|
1.618 |
70.17 |
|
2.618 |
67.11 |
|
4.250 |
62.12 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.54 |
77.54 |
| PP |
77.09 |
77.09 |
| S1 |
76.65 |
76.65 |
|