NYMEX Light Sweet Crude Oil Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.89 |
78.25 |
1.36 |
1.8% |
78.98 |
| High |
78.89 |
79.05 |
0.16 |
0.2% |
79.69 |
| Low |
76.45 |
76.83 |
0.38 |
0.5% |
75.90 |
| Close |
78.36 |
78.95 |
0.59 |
0.8% |
78.95 |
| Range |
2.44 |
2.22 |
-0.22 |
-9.0% |
3.79 |
| ATR |
2.22 |
2.22 |
0.00 |
0.0% |
0.00 |
| Volume |
314,173 |
350,581 |
36,408 |
11.6% |
1,529,994 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.94 |
84.16 |
80.17 |
|
| R3 |
82.72 |
81.94 |
79.56 |
|
| R2 |
80.50 |
80.50 |
79.36 |
|
| R1 |
79.72 |
79.72 |
79.15 |
80.11 |
| PP |
78.28 |
78.28 |
78.28 |
78.47 |
| S1 |
77.50 |
77.50 |
78.75 |
77.89 |
| S2 |
76.06 |
76.06 |
78.54 |
|
| S3 |
73.84 |
75.28 |
78.34 |
|
| S4 |
71.62 |
73.06 |
77.73 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.55 |
88.04 |
81.03 |
|
| R3 |
85.76 |
84.25 |
79.99 |
|
| R2 |
81.97 |
81.97 |
79.64 |
|
| R1 |
80.46 |
80.46 |
79.30 |
79.32 |
| PP |
78.18 |
78.18 |
78.18 |
77.61 |
| S1 |
76.67 |
76.67 |
78.60 |
75.53 |
| S2 |
74.39 |
74.39 |
78.26 |
|
| S3 |
70.60 |
72.88 |
77.91 |
|
| S4 |
66.81 |
69.09 |
76.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.69 |
75.90 |
3.79 |
4.8% |
2.10 |
2.7% |
80% |
False |
False |
305,998 |
| 10 |
79.69 |
75.85 |
3.84 |
4.9% |
2.15 |
2.7% |
81% |
False |
False |
296,665 |
| 20 |
79.69 |
71.47 |
8.22 |
10.4% |
2.18 |
2.8% |
91% |
False |
False |
214,629 |
| 40 |
80.82 |
71.47 |
9.35 |
11.8% |
2.25 |
2.8% |
80% |
False |
False |
143,137 |
| 60 |
85.75 |
69.62 |
16.13 |
20.4% |
2.42 |
3.1% |
58% |
False |
False |
111,081 |
| 80 |
92.21 |
69.62 |
22.59 |
28.6% |
2.26 |
2.9% |
41% |
False |
False |
92,700 |
| 100 |
92.21 |
69.62 |
22.59 |
28.6% |
2.12 |
2.7% |
41% |
False |
False |
76,183 |
| 120 |
92.21 |
69.62 |
22.59 |
28.6% |
2.06 |
2.6% |
41% |
False |
False |
64,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.49 |
|
2.618 |
84.86 |
|
1.618 |
82.64 |
|
1.000 |
81.27 |
|
0.618 |
80.42 |
|
HIGH |
79.05 |
|
0.618 |
78.20 |
|
0.500 |
77.94 |
|
0.382 |
77.68 |
|
LOW |
76.83 |
|
0.618 |
75.46 |
|
1.000 |
74.61 |
|
1.618 |
73.24 |
|
2.618 |
71.02 |
|
4.250 |
67.40 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.61 |
78.46 |
| PP |
78.28 |
77.97 |
| S1 |
77.94 |
77.48 |
|