NYMEX Light Sweet Crude Oil Future October 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 |
75.75 |
76.98 |
1.23 |
1.6% |
73.36 |
| High |
77.00 |
77.51 |
0.51 |
0.7% |
77.51 |
| Low |
75.50 |
76.07 |
0.57 |
0.8% |
72.15 |
| Close |
76.58 |
77.07 |
0.49 |
0.6% |
77.07 |
| Range |
1.50 |
1.44 |
-0.06 |
-4.0% |
5.36 |
| ATR |
2.32 |
2.26 |
-0.06 |
-2.7% |
0.00 |
| Volume |
25,034 |
34,191 |
9,157 |
36.6% |
117,002 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.20 |
80.58 |
77.86 |
|
| R3 |
79.76 |
79.14 |
77.47 |
|
| R2 |
78.32 |
78.32 |
77.33 |
|
| R1 |
77.70 |
77.70 |
77.20 |
78.01 |
| PP |
76.88 |
76.88 |
76.88 |
77.04 |
| S1 |
76.26 |
76.26 |
76.94 |
76.57 |
| S2 |
75.44 |
75.44 |
76.81 |
|
| S3 |
74.00 |
74.82 |
76.67 |
|
| S4 |
72.56 |
73.38 |
76.28 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.66 |
89.72 |
80.02 |
|
| R3 |
86.30 |
84.36 |
78.54 |
|
| R2 |
80.94 |
80.94 |
78.05 |
|
| R1 |
79.00 |
79.00 |
77.56 |
79.97 |
| PP |
75.58 |
75.58 |
75.58 |
76.06 |
| S1 |
73.64 |
73.64 |
76.58 |
74.61 |
| S2 |
70.22 |
70.22 |
76.09 |
|
| S3 |
64.86 |
68.28 |
75.60 |
|
| S4 |
59.50 |
62.92 |
74.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.51 |
72.15 |
5.36 |
7.0% |
2.10 |
2.7% |
92% |
True |
False |
33,175 |
| 10 |
80.40 |
72.15 |
8.25 |
10.7% |
2.39 |
3.1% |
60% |
False |
False |
29,546 |
| 20 |
81.51 |
72.15 |
9.36 |
12.1% |
2.09 |
2.7% |
53% |
False |
False |
25,946 |
| 40 |
85.35 |
70.35 |
15.00 |
19.5% |
2.36 |
3.1% |
45% |
False |
False |
23,100 |
| 60 |
92.75 |
70.35 |
22.40 |
29.1% |
2.25 |
2.9% |
30% |
False |
False |
20,877 |
| 80 |
92.75 |
70.35 |
22.40 |
29.1% |
1.98 |
2.6% |
30% |
False |
False |
18,002 |
| 100 |
92.75 |
70.35 |
22.40 |
29.1% |
1.87 |
2.4% |
30% |
False |
False |
15,256 |
| 120 |
92.75 |
70.35 |
22.40 |
29.1% |
1.77 |
2.3% |
30% |
False |
False |
13,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.63 |
|
2.618 |
81.28 |
|
1.618 |
79.84 |
|
1.000 |
78.95 |
|
0.618 |
78.40 |
|
HIGH |
77.51 |
|
0.618 |
76.96 |
|
0.500 |
76.79 |
|
0.382 |
76.62 |
|
LOW |
76.07 |
|
0.618 |
75.18 |
|
1.000 |
74.63 |
|
1.618 |
73.74 |
|
2.618 |
72.30 |
|
4.250 |
69.95 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.98 |
76.39 |
| PP |
76.88 |
75.72 |
| S1 |
76.79 |
75.04 |
|