NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.43 |
79.27 |
2.84 |
3.7% |
76.07 |
| High |
79.42 |
79.60 |
0.18 |
0.2% |
79.60 |
| Low |
76.16 |
78.40 |
2.24 |
2.9% |
75.85 |
| Close |
79.30 |
78.98 |
-0.32 |
-0.4% |
78.98 |
| Range |
3.26 |
1.20 |
-2.06 |
-63.2% |
3.75 |
| ATR |
2.35 |
2.27 |
-0.08 |
-3.5% |
0.00 |
| Volume |
322,410 |
358,815 |
36,405 |
11.3% |
1,436,664 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.59 |
81.99 |
79.64 |
|
| R3 |
81.39 |
80.79 |
79.31 |
|
| R2 |
80.19 |
80.19 |
79.20 |
|
| R1 |
79.59 |
79.59 |
79.09 |
79.29 |
| PP |
78.99 |
78.99 |
78.99 |
78.85 |
| S1 |
78.39 |
78.39 |
78.87 |
78.09 |
| S2 |
77.79 |
77.79 |
78.76 |
|
| S3 |
76.59 |
77.19 |
78.65 |
|
| S4 |
75.39 |
75.99 |
78.32 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.39 |
87.94 |
81.04 |
|
| R3 |
85.64 |
84.19 |
80.01 |
|
| R2 |
81.89 |
81.89 |
79.67 |
|
| R1 |
80.44 |
80.44 |
79.32 |
81.17 |
| PP |
78.14 |
78.14 |
78.14 |
78.51 |
| S1 |
76.69 |
76.69 |
78.64 |
77.42 |
| S2 |
74.39 |
74.39 |
78.29 |
|
| S3 |
70.64 |
72.94 |
77.95 |
|
| S4 |
66.89 |
69.19 |
76.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.60 |
75.85 |
3.75 |
4.7% |
2.20 |
2.8% |
83% |
True |
False |
287,332 |
| 10 |
79.60 |
74.70 |
4.90 |
6.2% |
2.19 |
2.8% |
87% |
True |
False |
226,759 |
| 20 |
79.97 |
71.47 |
8.50 |
10.8% |
2.34 |
3.0% |
88% |
False |
False |
156,017 |
| 40 |
80.82 |
71.47 |
9.35 |
11.8% |
2.35 |
3.0% |
80% |
False |
False |
110,740 |
| 60 |
92.21 |
69.62 |
22.59 |
28.6% |
2.46 |
3.1% |
41% |
False |
False |
89,027 |
| 80 |
92.21 |
69.62 |
22.59 |
28.6% |
2.22 |
2.8% |
41% |
False |
False |
74,477 |
| 100 |
92.21 |
69.62 |
22.59 |
28.6% |
2.08 |
2.6% |
41% |
False |
False |
61,318 |
| 120 |
92.21 |
69.62 |
22.59 |
28.6% |
2.07 |
2.6% |
41% |
False |
False |
52,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.70 |
|
2.618 |
82.74 |
|
1.618 |
81.54 |
|
1.000 |
80.80 |
|
0.618 |
80.34 |
|
HIGH |
79.60 |
|
0.618 |
79.14 |
|
0.500 |
79.00 |
|
0.382 |
78.86 |
|
LOW |
78.40 |
|
0.618 |
77.66 |
|
1.000 |
77.20 |
|
1.618 |
76.46 |
|
2.618 |
75.26 |
|
4.250 |
73.30 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.00 |
78.61 |
| PP |
78.99 |
78.25 |
| S1 |
78.99 |
77.88 |
|