NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.80 |
73.27 |
-2.53 |
-3.3% |
79.61 |
| High |
75.95 |
73.88 |
-2.07 |
-2.7% |
79.97 |
| Low |
72.61 |
72.08 |
-0.53 |
-0.7% |
72.08 |
| Close |
73.46 |
72.60 |
-0.86 |
-1.2% |
72.60 |
| Range |
3.34 |
1.80 |
-1.54 |
-46.1% |
7.89 |
| ATR |
2.40 |
2.36 |
-0.04 |
-1.8% |
0.00 |
| Volume |
99,506 |
108,331 |
8,825 |
8.9% |
407,620 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.25 |
77.23 |
73.59 |
|
| R3 |
76.45 |
75.43 |
73.10 |
|
| R2 |
74.65 |
74.65 |
72.93 |
|
| R1 |
73.63 |
73.63 |
72.77 |
73.24 |
| PP |
72.85 |
72.85 |
72.85 |
72.66 |
| S1 |
71.83 |
71.83 |
72.44 |
71.44 |
| S2 |
71.05 |
71.05 |
72.27 |
|
| S3 |
69.25 |
70.03 |
72.11 |
|
| S4 |
67.45 |
68.23 |
71.61 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.55 |
93.47 |
76.94 |
|
| R3 |
90.66 |
85.58 |
74.77 |
|
| R2 |
82.77 |
82.77 |
74.05 |
|
| R1 |
77.69 |
77.69 |
73.32 |
76.29 |
| PP |
74.88 |
74.88 |
74.88 |
74.18 |
| S1 |
69.80 |
69.80 |
71.88 |
68.40 |
| S2 |
66.99 |
66.99 |
71.15 |
|
| S3 |
59.10 |
61.91 |
70.43 |
|
| S4 |
51.21 |
54.02 |
68.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.97 |
72.08 |
7.89 |
10.9% |
2.45 |
3.4% |
7% |
False |
True |
81,524 |
| 10 |
80.82 |
72.08 |
8.74 |
12.0% |
2.31 |
3.2% |
6% |
False |
True |
74,777 |
| 20 |
80.82 |
71.92 |
8.90 |
12.3% |
2.17 |
3.0% |
8% |
False |
False |
73,240 |
| 40 |
84.50 |
69.62 |
14.88 |
20.5% |
2.46 |
3.4% |
20% |
False |
False |
60,796 |
| 60 |
92.21 |
69.62 |
22.59 |
31.1% |
2.30 |
3.2% |
13% |
False |
False |
53,359 |
| 80 |
92.21 |
69.62 |
22.59 |
31.1% |
2.10 |
2.9% |
13% |
False |
False |
42,792 |
| 100 |
92.21 |
69.62 |
22.59 |
31.1% |
2.03 |
2.8% |
13% |
False |
False |
35,672 |
| 120 |
92.21 |
69.62 |
22.59 |
31.1% |
1.95 |
2.7% |
13% |
False |
False |
30,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.53 |
|
2.618 |
78.59 |
|
1.618 |
76.79 |
|
1.000 |
75.68 |
|
0.618 |
74.99 |
|
HIGH |
73.88 |
|
0.618 |
73.19 |
|
0.500 |
72.98 |
|
0.382 |
72.77 |
|
LOW |
72.08 |
|
0.618 |
70.97 |
|
1.000 |
70.28 |
|
1.618 |
69.17 |
|
2.618 |
67.37 |
|
4.250 |
64.43 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.98 |
74.73 |
| PP |
72.85 |
74.02 |
| S1 |
72.73 |
73.31 |
|