NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.98 |
77.21 |
0.23 |
0.3% |
73.36 |
| High |
77.51 |
77.33 |
-0.18 |
-0.2% |
77.51 |
| Low |
76.07 |
75.47 |
-0.60 |
-0.8% |
72.15 |
| Close |
77.07 |
75.87 |
-1.20 |
-1.6% |
77.07 |
| Range |
1.44 |
1.86 |
0.42 |
29.2% |
5.36 |
| ATR |
2.26 |
2.23 |
-0.03 |
-1.3% |
0.00 |
| Volume |
34,191 |
34,367 |
176 |
0.5% |
117,002 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.80 |
80.70 |
76.89 |
|
| R3 |
79.94 |
78.84 |
76.38 |
|
| R2 |
78.08 |
78.08 |
76.21 |
|
| R1 |
76.98 |
76.98 |
76.04 |
76.60 |
| PP |
76.22 |
76.22 |
76.22 |
76.04 |
| S1 |
75.12 |
75.12 |
75.70 |
74.74 |
| S2 |
74.36 |
74.36 |
75.53 |
|
| S3 |
72.50 |
73.26 |
75.36 |
|
| S4 |
70.64 |
71.40 |
74.85 |
|
|
| 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 |
7.1% |
2.11 |
2.8% |
69% |
False |
False |
30,273 |
| 10 |
80.40 |
72.15 |
8.25 |
10.9% |
2.25 |
3.0% |
45% |
False |
False |
30,908 |
| 20 |
81.51 |
72.15 |
9.36 |
12.3% |
2.09 |
2.8% |
40% |
False |
False |
26,710 |
| 40 |
83.31 |
70.35 |
12.96 |
17.1% |
2.36 |
3.1% |
43% |
False |
False |
23,533 |
| 60 |
92.75 |
70.35 |
22.40 |
29.5% |
2.26 |
3.0% |
25% |
False |
False |
21,085 |
| 80 |
92.75 |
70.35 |
22.40 |
29.5% |
1.99 |
2.6% |
25% |
False |
False |
18,334 |
| 100 |
92.75 |
70.35 |
22.40 |
29.5% |
1.88 |
2.5% |
25% |
False |
False |
15,576 |
| 120 |
92.75 |
70.35 |
22.40 |
29.5% |
1.78 |
2.3% |
25% |
False |
False |
13,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.24 |
|
2.618 |
82.20 |
|
1.618 |
80.34 |
|
1.000 |
79.19 |
|
0.618 |
78.48 |
|
HIGH |
77.33 |
|
0.618 |
76.62 |
|
0.500 |
76.40 |
|
0.382 |
76.18 |
|
LOW |
75.47 |
|
0.618 |
74.32 |
|
1.000 |
73.61 |
|
1.618 |
72.46 |
|
2.618 |
70.60 |
|
4.250 |
67.57 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.40 |
76.49 |
| PP |
76.22 |
76.28 |
| S1 |
76.05 |
76.08 |
|