NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
72.51 |
75.37 |
2.86 |
3.9% |
79.61 |
| High |
75.46 |
76.55 |
1.09 |
1.4% |
79.97 |
| Low |
71.97 |
74.95 |
2.98 |
4.1% |
72.08 |
| Close |
74.64 |
76.03 |
1.39 |
1.9% |
72.60 |
| Range |
3.49 |
1.60 |
-1.89 |
-54.2% |
7.89 |
| ATR |
2.48 |
2.44 |
-0.04 |
-1.6% |
0.00 |
| Volume |
93,843 |
92,046 |
-1,797 |
-1.9% |
407,620 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.64 |
79.94 |
76.91 |
|
| R3 |
79.04 |
78.34 |
76.47 |
|
| R2 |
77.44 |
77.44 |
76.32 |
|
| R1 |
76.74 |
76.74 |
76.18 |
77.09 |
| PP |
75.84 |
75.84 |
75.84 |
76.02 |
| S1 |
75.14 |
75.14 |
75.88 |
75.49 |
| S2 |
74.24 |
74.24 |
75.74 |
|
| S3 |
72.64 |
73.54 |
75.59 |
|
| S4 |
71.04 |
71.94 |
75.15 |
|
|
| 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 |
76.55 |
71.47 |
5.08 |
6.7% |
2.62 |
3.5% |
90% |
True |
False |
93,446 |
| 10 |
79.97 |
71.47 |
8.50 |
11.2% |
2.47 |
3.2% |
54% |
False |
False |
82,967 |
| 20 |
80.82 |
71.47 |
9.35 |
12.3% |
2.23 |
2.9% |
49% |
False |
False |
75,431 |
| 40 |
84.50 |
69.62 |
14.88 |
19.6% |
2.47 |
3.2% |
43% |
False |
False |
64,423 |
| 60 |
92.21 |
69.62 |
22.59 |
29.7% |
2.37 |
3.1% |
28% |
False |
False |
55,749 |
| 80 |
92.21 |
69.62 |
22.59 |
29.7% |
2.14 |
2.8% |
28% |
False |
False |
45,699 |
| 100 |
92.21 |
69.62 |
22.59 |
29.7% |
2.05 |
2.7% |
28% |
False |
False |
38,099 |
| 120 |
92.21 |
69.62 |
22.59 |
29.7% |
1.98 |
2.6% |
28% |
False |
False |
32,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.35 |
|
2.618 |
80.74 |
|
1.618 |
79.14 |
|
1.000 |
78.15 |
|
0.618 |
77.54 |
|
HIGH |
76.55 |
|
0.618 |
75.94 |
|
0.500 |
75.75 |
|
0.382 |
75.56 |
|
LOW |
74.95 |
|
0.618 |
73.96 |
|
1.000 |
73.35 |
|
1.618 |
72.36 |
|
2.618 |
70.76 |
|
4.250 |
68.15 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.94 |
75.36 |
| PP |
75.84 |
74.68 |
| S1 |
75.75 |
74.01 |
|