NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
73.93 |
73.06 |
-0.87 |
-1.2% |
79.48 |
| High |
76.37 |
74.37 |
-2.00 |
-2.6% |
80.40 |
| Low |
73.14 |
72.57 |
-0.57 |
-0.8% |
72.57 |
| Close |
73.93 |
73.06 |
-0.87 |
-1.2% |
73.06 |
| Range |
3.23 |
1.80 |
-1.43 |
-44.3% |
7.83 |
| ATR |
2.32 |
2.28 |
-0.04 |
-1.6% |
0.00 |
| Volume |
29,806 |
48,875 |
19,069 |
64.0% |
157,712 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.73 |
77.70 |
74.05 |
|
| R3 |
76.93 |
75.90 |
73.56 |
|
| R2 |
75.13 |
75.13 |
73.39 |
|
| R1 |
74.10 |
74.10 |
73.23 |
73.96 |
| PP |
73.33 |
73.33 |
73.33 |
73.27 |
| S1 |
72.30 |
72.30 |
72.90 |
72.16 |
| S2 |
71.53 |
71.53 |
72.73 |
|
| S3 |
69.73 |
70.50 |
72.57 |
|
| S4 |
67.93 |
68.70 |
72.07 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.83 |
93.78 |
77.37 |
|
| R3 |
91.00 |
85.95 |
75.21 |
|
| R2 |
83.17 |
83.17 |
74.50 |
|
| R1 |
78.12 |
78.12 |
73.78 |
76.73 |
| PP |
75.34 |
75.34 |
75.34 |
74.65 |
| S1 |
70.29 |
70.29 |
72.34 |
68.90 |
| S2 |
67.51 |
67.51 |
71.62 |
|
| S3 |
59.68 |
62.46 |
70.91 |
|
| S4 |
51.85 |
54.63 |
68.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.40 |
72.57 |
7.83 |
10.7% |
2.40 |
3.3% |
6% |
False |
True |
31,542 |
| 10 |
81.51 |
72.57 |
8.94 |
12.2% |
2.26 |
3.1% |
5% |
False |
True |
27,065 |
| 20 |
81.51 |
72.57 |
8.94 |
12.2% |
2.07 |
2.8% |
5% |
False |
True |
24,995 |
| 40 |
85.35 |
70.35 |
15.00 |
20.5% |
2.36 |
3.2% |
18% |
False |
False |
22,136 |
| 60 |
92.75 |
70.35 |
22.40 |
30.7% |
2.19 |
3.0% |
12% |
False |
False |
20,277 |
| 80 |
92.75 |
70.35 |
22.40 |
30.7% |
1.94 |
2.7% |
12% |
False |
False |
16,719 |
| 100 |
92.75 |
70.35 |
22.40 |
30.7% |
1.86 |
2.5% |
12% |
False |
False |
14,199 |
| 120 |
92.75 |
70.35 |
22.40 |
30.7% |
1.74 |
2.4% |
12% |
False |
False |
12,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.02 |
|
2.618 |
79.08 |
|
1.618 |
77.28 |
|
1.000 |
76.17 |
|
0.618 |
75.48 |
|
HIGH |
74.37 |
|
0.618 |
73.68 |
|
0.500 |
73.47 |
|
0.382 |
73.26 |
|
LOW |
72.57 |
|
0.618 |
71.46 |
|
1.000 |
70.77 |
|
1.618 |
69.66 |
|
2.618 |
67.86 |
|
4.250 |
64.92 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.47 |
75.20 |
| PP |
73.33 |
74.48 |
| S1 |
73.20 |
73.77 |
|