NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
73.06 |
73.36 |
0.30 |
0.4% |
79.48 |
| High |
74.37 |
74.83 |
0.46 |
0.6% |
80.40 |
| Low |
72.57 |
72.15 |
-0.42 |
-0.6% |
72.57 |
| Close |
73.06 |
73.06 |
0.00 |
0.0% |
73.06 |
| Range |
1.80 |
2.68 |
0.88 |
48.9% |
7.83 |
| ATR |
2.28 |
2.31 |
0.03 |
1.3% |
0.00 |
| Volume |
48,875 |
29,218 |
-19,657 |
-40.2% |
157,712 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.39 |
79.90 |
74.53 |
|
| R3 |
78.71 |
77.22 |
73.80 |
|
| R2 |
76.03 |
76.03 |
73.55 |
|
| R1 |
74.54 |
74.54 |
73.31 |
73.95 |
| PP |
73.35 |
73.35 |
73.35 |
73.05 |
| S1 |
71.86 |
71.86 |
72.81 |
71.27 |
| S2 |
70.67 |
70.67 |
72.57 |
|
| S3 |
67.99 |
69.18 |
72.32 |
|
| S4 |
65.31 |
66.50 |
71.59 |
|
|
| 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 |
79.52 |
72.15 |
7.37 |
10.1% |
2.63 |
3.6% |
12% |
False |
True |
32,853 |
| 10 |
80.40 |
72.15 |
8.25 |
11.3% |
2.30 |
3.2% |
11% |
False |
True |
28,433 |
| 20 |
81.51 |
72.15 |
9.36 |
12.8% |
2.09 |
2.9% |
10% |
False |
True |
25,339 |
| 40 |
85.35 |
70.35 |
15.00 |
20.5% |
2.35 |
3.2% |
18% |
False |
False |
22,236 |
| 60 |
92.75 |
70.35 |
22.40 |
30.7% |
2.21 |
3.0% |
12% |
False |
False |
20,551 |
| 80 |
92.75 |
70.35 |
22.40 |
30.7% |
1.96 |
2.7% |
12% |
False |
False |
17,039 |
| 100 |
92.75 |
70.35 |
22.40 |
30.7% |
1.87 |
2.6% |
12% |
False |
False |
14,464 |
| 120 |
92.75 |
70.35 |
22.40 |
30.7% |
1.75 |
2.4% |
12% |
False |
False |
12,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.22 |
|
2.618 |
81.85 |
|
1.618 |
79.17 |
|
1.000 |
77.51 |
|
0.618 |
76.49 |
|
HIGH |
74.83 |
|
0.618 |
73.81 |
|
0.500 |
73.49 |
|
0.382 |
73.17 |
|
LOW |
72.15 |
|
0.618 |
70.49 |
|
1.000 |
69.47 |
|
1.618 |
67.81 |
|
2.618 |
65.13 |
|
4.250 |
60.76 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.49 |
74.26 |
| PP |
73.35 |
73.86 |
| S1 |
73.20 |
73.46 |
|