NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.30 |
75.06 |
-1.24 |
-1.6% |
72.06 |
| High |
76.43 |
77.37 |
0.94 |
1.2% |
76.48 |
| Low |
74.52 |
74.25 |
-0.27 |
-0.4% |
71.09 |
| Close |
74.95 |
77.15 |
2.20 |
2.9% |
76.09 |
| Range |
1.91 |
3.12 |
1.21 |
63.4% |
5.39 |
| ATR |
2.37 |
2.42 |
0.05 |
2.3% |
0.00 |
| Volume |
269,887 |
309,169 |
39,282 |
14.6% |
1,196,371 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.62 |
84.50 |
78.87 |
|
| R3 |
82.50 |
81.38 |
78.01 |
|
| R2 |
79.38 |
79.38 |
77.72 |
|
| R1 |
78.26 |
78.26 |
77.44 |
78.82 |
| PP |
76.26 |
76.26 |
76.26 |
76.54 |
| S1 |
75.14 |
75.14 |
76.86 |
75.70 |
| S2 |
73.14 |
73.14 |
76.58 |
|
| S3 |
70.02 |
72.02 |
76.29 |
|
| S4 |
66.90 |
68.90 |
75.43 |
|
|
| 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 |
77.37 |
71.44 |
5.93 |
7.7% |
2.32 |
3.0% |
96% |
True |
False |
303,851 |
| 10 |
78.32 |
71.09 |
7.23 |
9.4% |
2.50 |
3.2% |
84% |
False |
False |
308,483 |
| 20 |
79.94 |
71.09 |
8.85 |
11.5% |
2.26 |
2.9% |
68% |
False |
False |
273,566 |
| 40 |
79.94 |
68.59 |
11.35 |
14.7% |
2.50 |
3.2% |
75% |
False |
False |
202,359 |
| 60 |
91.38 |
68.59 |
22.79 |
29.5% |
2.47 |
3.2% |
38% |
False |
False |
157,963 |
| 80 |
91.38 |
68.59 |
22.79 |
29.5% |
2.24 |
2.9% |
38% |
False |
False |
125,312 |
| 100 |
91.38 |
68.59 |
22.79 |
29.5% |
2.11 |
2.7% |
38% |
False |
False |
102,074 |
| 120 |
91.38 |
68.59 |
22.79 |
29.5% |
2.09 |
2.7% |
38% |
False |
False |
86,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.63 |
|
2.618 |
85.54 |
|
1.618 |
82.42 |
|
1.000 |
80.49 |
|
0.618 |
79.30 |
|
HIGH |
77.37 |
|
0.618 |
76.18 |
|
0.500 |
75.81 |
|
0.382 |
75.44 |
|
LOW |
74.25 |
|
0.618 |
72.32 |
|
1.000 |
71.13 |
|
1.618 |
69.20 |
|
2.618 |
66.08 |
|
4.250 |
60.99 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.70 |
76.70 |
| PP |
76.26 |
76.26 |
| S1 |
75.81 |
75.81 |
|