NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
74.85 |
75.85 |
1.00 |
1.3% |
72.06 |
| High |
76.00 |
76.48 |
0.48 |
0.6% |
76.48 |
| Low |
74.38 |
75.00 |
0.62 |
0.8% |
71.09 |
| Close |
75.44 |
76.09 |
0.65 |
0.9% |
76.09 |
| Range |
1.62 |
1.48 |
-0.14 |
-8.6% |
5.39 |
| ATR |
2.47 |
2.40 |
-0.07 |
-2.9% |
0.00 |
| Volume |
288,660 |
325,813 |
37,153 |
12.9% |
1,196,371 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.30 |
79.67 |
76.90 |
|
| R3 |
78.82 |
78.19 |
76.50 |
|
| R2 |
77.34 |
77.34 |
76.36 |
|
| R1 |
76.71 |
76.71 |
76.23 |
77.03 |
| PP |
75.86 |
75.86 |
75.86 |
76.01 |
| S1 |
75.23 |
75.23 |
75.95 |
75.55 |
| S2 |
74.38 |
74.38 |
75.82 |
|
| S3 |
72.90 |
73.75 |
75.68 |
|
| S4 |
71.42 |
72.27 |
75.28 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.72 |
88.80 |
79.05 |
|
| R3 |
85.33 |
83.41 |
77.57 |
|
| R2 |
79.94 |
79.94 |
77.08 |
|
| R1 |
78.02 |
78.02 |
76.58 |
78.98 |
| PP |
74.55 |
74.55 |
74.55 |
75.04 |
| S1 |
72.63 |
72.63 |
75.60 |
73.59 |
| S2 |
69.16 |
69.16 |
75.10 |
|
| S3 |
63.77 |
67.24 |
74.61 |
|
| S4 |
58.38 |
61.85 |
73.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.48 |
71.09 |
5.39 |
7.1% |
2.22 |
2.9% |
93% |
True |
False |
320,290 |
| 10 |
79.38 |
71.09 |
8.29 |
10.9% |
2.50 |
3.3% |
60% |
False |
False |
308,263 |
| 20 |
79.94 |
71.09 |
8.85 |
11.6% |
2.22 |
2.9% |
56% |
False |
False |
264,480 |
| 40 |
83.26 |
68.59 |
14.67 |
19.3% |
2.53 |
3.3% |
51% |
False |
False |
193,418 |
| 60 |
91.38 |
68.59 |
22.79 |
30.0% |
2.44 |
3.2% |
33% |
False |
False |
149,938 |
| 80 |
91.38 |
68.59 |
22.79 |
30.0% |
2.20 |
2.9% |
33% |
False |
False |
118,343 |
| 100 |
91.38 |
68.59 |
22.79 |
30.0% |
2.10 |
2.8% |
33% |
False |
False |
96,346 |
| 120 |
91.38 |
68.59 |
22.79 |
30.0% |
2.06 |
2.7% |
33% |
False |
False |
81,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.77 |
|
2.618 |
80.35 |
|
1.618 |
78.87 |
|
1.000 |
77.96 |
|
0.618 |
77.39 |
|
HIGH |
76.48 |
|
0.618 |
75.91 |
|
0.500 |
75.74 |
|
0.382 |
75.57 |
|
LOW |
75.00 |
|
0.618 |
74.09 |
|
1.000 |
73.52 |
|
1.618 |
72.61 |
|
2.618 |
71.13 |
|
4.250 |
68.71 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.97 |
75.38 |
| PP |
75.86 |
74.67 |
| S1 |
75.74 |
73.96 |
|