NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.13 |
76.76 |
-0.37 |
-0.5% |
72.06 |
| High |
78.15 |
77.66 |
-0.49 |
-0.6% |
76.48 |
| Low |
76.38 |
75.33 |
-1.05 |
-1.4% |
71.09 |
| Close |
77.04 |
76.62 |
-0.42 |
-0.5% |
76.09 |
| Range |
1.77 |
2.33 |
0.56 |
31.6% |
5.39 |
| ATR |
2.37 |
2.37 |
0.00 |
-0.1% |
0.00 |
| Volume |
361,792 |
364,471 |
2,679 |
0.7% |
1,196,371 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.53 |
82.40 |
77.90 |
|
| R3 |
81.20 |
80.07 |
77.26 |
|
| R2 |
78.87 |
78.87 |
77.05 |
|
| R1 |
77.74 |
77.74 |
76.83 |
77.14 |
| PP |
76.54 |
76.54 |
76.54 |
76.24 |
| S1 |
75.41 |
75.41 |
76.41 |
74.81 |
| S2 |
74.21 |
74.21 |
76.19 |
|
| S3 |
71.88 |
73.08 |
75.98 |
|
| S4 |
69.55 |
70.75 |
75.34 |
|
|
| 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 |
78.15 |
74.25 |
3.90 |
5.1% |
2.12 |
2.8% |
61% |
False |
False |
326,226 |
| 10 |
78.15 |
71.09 |
7.06 |
9.2% |
2.36 |
3.1% |
78% |
False |
False |
326,452 |
| 20 |
79.94 |
71.09 |
8.85 |
11.6% |
2.25 |
2.9% |
62% |
False |
False |
295,144 |
| 40 |
79.94 |
68.59 |
11.35 |
14.8% |
2.44 |
3.2% |
71% |
False |
False |
216,044 |
| 60 |
91.38 |
68.59 |
22.79 |
29.7% |
2.48 |
3.2% |
35% |
False |
False |
168,861 |
| 80 |
91.38 |
68.59 |
22.79 |
29.7% |
2.23 |
2.9% |
35% |
False |
False |
133,999 |
| 100 |
91.38 |
68.59 |
22.79 |
29.7% |
2.13 |
2.8% |
35% |
False |
False |
109,197 |
| 120 |
91.38 |
68.59 |
22.79 |
29.7% |
2.09 |
2.7% |
35% |
False |
False |
91,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.56 |
|
2.618 |
83.76 |
|
1.618 |
81.43 |
|
1.000 |
79.99 |
|
0.618 |
79.10 |
|
HIGH |
77.66 |
|
0.618 |
76.77 |
|
0.500 |
76.50 |
|
0.382 |
76.22 |
|
LOW |
75.33 |
|
0.618 |
73.89 |
|
1.000 |
73.00 |
|
1.618 |
71.56 |
|
2.618 |
69.23 |
|
4.250 |
65.43 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.58 |
76.48 |
| PP |
76.54 |
76.34 |
| S1 |
76.50 |
76.20 |
|