NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.01 |
78.02 |
2.01 |
2.6% |
73.36 |
| High |
78.18 |
78.90 |
0.72 |
0.9% |
77.51 |
| Low |
75.12 |
77.24 |
2.12 |
2.8% |
72.15 |
| Close |
77.98 |
77.79 |
-0.19 |
-0.2% |
77.07 |
| Range |
3.06 |
1.66 |
-1.40 |
-45.8% |
5.36 |
| ATR |
2.29 |
2.25 |
-0.05 |
-2.0% |
0.00 |
| Volume |
34,297 |
37,484 |
3,187 |
9.3% |
117,002 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.96 |
82.03 |
78.70 |
|
| R3 |
81.30 |
80.37 |
78.25 |
|
| R2 |
79.64 |
79.64 |
78.09 |
|
| R1 |
78.71 |
78.71 |
77.94 |
78.35 |
| PP |
77.98 |
77.98 |
77.98 |
77.79 |
| S1 |
77.05 |
77.05 |
77.64 |
76.69 |
| S2 |
76.32 |
76.32 |
77.49 |
|
| S3 |
74.66 |
75.39 |
77.33 |
|
| S4 |
73.00 |
73.73 |
76.88 |
|
|
| 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 |
78.90 |
75.12 |
3.78 |
4.9% |
1.90 |
2.4% |
71% |
True |
False |
33,074 |
| 10 |
78.90 |
72.15 |
6.75 |
8.7% |
2.26 |
2.9% |
84% |
True |
False |
33,108 |
| 20 |
81.51 |
72.15 |
9.36 |
12.0% |
2.12 |
2.7% |
60% |
False |
False |
28,262 |
| 40 |
81.51 |
70.35 |
11.16 |
14.3% |
2.30 |
3.0% |
67% |
False |
False |
24,269 |
| 60 |
92.75 |
70.35 |
22.40 |
28.8% |
2.28 |
2.9% |
33% |
False |
False |
21,828 |
| 80 |
92.75 |
70.35 |
22.40 |
28.8% |
2.04 |
2.6% |
33% |
False |
False |
19,115 |
| 100 |
92.75 |
70.35 |
22.40 |
28.8% |
1.89 |
2.4% |
33% |
False |
False |
16,227 |
| 120 |
92.75 |
70.35 |
22.40 |
28.8% |
1.79 |
2.3% |
33% |
False |
False |
14,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.96 |
|
2.618 |
83.25 |
|
1.618 |
81.59 |
|
1.000 |
80.56 |
|
0.618 |
79.93 |
|
HIGH |
78.90 |
|
0.618 |
78.27 |
|
0.500 |
78.07 |
|
0.382 |
77.87 |
|
LOW |
77.24 |
|
0.618 |
76.21 |
|
1.000 |
75.58 |
|
1.618 |
74.55 |
|
2.618 |
72.89 |
|
4.250 |
70.19 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.07 |
77.53 |
| PP |
77.98 |
77.27 |
| S1 |
77.88 |
77.01 |
|