NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
73.27 |
72.59 |
-0.68 |
-0.9% |
79.61 |
| High |
73.88 |
74.36 |
0.48 |
0.6% |
79.97 |
| Low |
72.08 |
71.47 |
-0.61 |
-0.8% |
72.08 |
| Close |
72.60 |
72.51 |
-0.09 |
-0.1% |
72.60 |
| Range |
1.80 |
2.89 |
1.09 |
60.6% |
7.89 |
| ATR |
2.36 |
2.40 |
0.04 |
1.6% |
0.00 |
| Volume |
108,331 |
73,504 |
-34,827 |
-32.1% |
407,620 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.45 |
79.87 |
74.10 |
|
| R3 |
78.56 |
76.98 |
73.30 |
|
| R2 |
75.67 |
75.67 |
73.04 |
|
| R1 |
74.09 |
74.09 |
72.77 |
73.44 |
| PP |
72.78 |
72.78 |
72.78 |
72.45 |
| S1 |
71.20 |
71.20 |
72.25 |
70.55 |
| S2 |
69.89 |
69.89 |
71.98 |
|
| S3 |
67.00 |
68.31 |
71.72 |
|
| S4 |
64.11 |
65.42 |
70.92 |
|
|
| 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 |
78.95 |
71.47 |
7.48 |
10.3% |
2.71 |
3.7% |
14% |
False |
True |
82,389 |
| 10 |
79.97 |
71.47 |
8.50 |
11.7% |
2.38 |
3.3% |
12% |
False |
True |
77,353 |
| 20 |
80.82 |
71.47 |
9.35 |
12.9% |
2.18 |
3.0% |
11% |
False |
True |
73,732 |
| 40 |
84.50 |
69.62 |
14.88 |
20.5% |
2.45 |
3.4% |
19% |
False |
False |
61,396 |
| 60 |
92.21 |
69.62 |
22.59 |
31.2% |
2.32 |
3.2% |
13% |
False |
False |
54,174 |
| 80 |
92.21 |
69.62 |
22.59 |
31.2% |
2.12 |
2.9% |
13% |
False |
False |
43,607 |
| 100 |
92.21 |
69.62 |
22.59 |
31.2% |
2.04 |
2.8% |
13% |
False |
False |
36,335 |
| 120 |
92.21 |
69.62 |
22.59 |
31.2% |
1.96 |
2.7% |
13% |
False |
False |
31,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.64 |
|
2.618 |
81.93 |
|
1.618 |
79.04 |
|
1.000 |
77.25 |
|
0.618 |
76.15 |
|
HIGH |
74.36 |
|
0.618 |
73.26 |
|
0.500 |
72.92 |
|
0.382 |
72.57 |
|
LOW |
71.47 |
|
0.618 |
69.68 |
|
1.000 |
68.58 |
|
1.618 |
66.79 |
|
2.618 |
63.90 |
|
4.250 |
59.19 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
72.92 |
73.71 |
| PP |
72.78 |
73.31 |
| S1 |
72.65 |
72.91 |
|