NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
72.59 |
72.51 |
-0.08 |
-0.1% |
79.61 |
| High |
74.36 |
75.46 |
1.10 |
1.5% |
79.97 |
| Low |
71.47 |
71.97 |
0.50 |
0.7% |
72.08 |
| Close |
72.51 |
74.64 |
2.13 |
2.9% |
72.60 |
| Range |
2.89 |
3.49 |
0.60 |
20.8% |
7.89 |
| ATR |
2.40 |
2.48 |
0.08 |
3.2% |
0.00 |
| Volume |
73,504 |
93,843 |
20,339 |
27.7% |
407,620 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.49 |
83.06 |
76.56 |
|
| R3 |
81.00 |
79.57 |
75.60 |
|
| R2 |
77.51 |
77.51 |
75.28 |
|
| R1 |
76.08 |
76.08 |
74.96 |
76.80 |
| PP |
74.02 |
74.02 |
74.02 |
74.38 |
| S1 |
72.59 |
72.59 |
74.32 |
73.31 |
| S2 |
70.53 |
70.53 |
74.00 |
|
| S3 |
67.04 |
69.10 |
73.68 |
|
| S4 |
63.55 |
65.61 |
72.72 |
|
|
| 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 |
77.37 |
71.47 |
5.90 |
7.9% |
2.78 |
3.7% |
54% |
False |
False |
89,543 |
| 10 |
79.97 |
71.47 |
8.50 |
11.4% |
2.58 |
3.5% |
37% |
False |
False |
80,703 |
| 20 |
80.82 |
71.47 |
9.35 |
12.5% |
2.28 |
3.1% |
34% |
False |
False |
74,731 |
| 40 |
84.50 |
69.62 |
14.88 |
19.9% |
2.48 |
3.3% |
34% |
False |
False |
62,783 |
| 60 |
92.21 |
69.62 |
22.59 |
30.3% |
2.36 |
3.2% |
22% |
False |
False |
54,845 |
| 80 |
92.21 |
69.62 |
22.59 |
30.3% |
2.14 |
2.9% |
22% |
False |
False |
44,679 |
| 100 |
92.21 |
69.62 |
22.59 |
30.3% |
2.05 |
2.8% |
22% |
False |
False |
37,240 |
| 120 |
92.21 |
69.62 |
22.59 |
30.3% |
1.98 |
2.6% |
22% |
False |
False |
31,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.29 |
|
2.618 |
84.60 |
|
1.618 |
81.11 |
|
1.000 |
78.95 |
|
0.618 |
77.62 |
|
HIGH |
75.46 |
|
0.618 |
74.13 |
|
0.500 |
73.72 |
|
0.382 |
73.30 |
|
LOW |
71.97 |
|
0.618 |
69.81 |
|
1.000 |
68.48 |
|
1.618 |
66.32 |
|
2.618 |
62.83 |
|
4.250 |
57.14 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.33 |
74.25 |
| PP |
74.02 |
73.86 |
| S1 |
73.72 |
73.47 |
|