NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.32 |
77.69 |
0.37 |
0.5% |
77.21 |
| High |
78.43 |
77.90 |
-0.53 |
-0.7% |
78.90 |
| Low |
76.20 |
76.03 |
-0.17 |
-0.2% |
75.12 |
| Close |
77.38 |
76.80 |
-0.58 |
-0.7% |
76.80 |
| Range |
2.23 |
1.87 |
-0.36 |
-16.1% |
3.78 |
| ATR |
2.24 |
2.22 |
-0.03 |
-1.2% |
0.00 |
| Volume |
44,590 |
37,826 |
-6,764 |
-15.2% |
188,564 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.52 |
81.53 |
77.83 |
|
| R3 |
80.65 |
79.66 |
77.31 |
|
| R2 |
78.78 |
78.78 |
77.14 |
|
| R1 |
77.79 |
77.79 |
76.97 |
77.35 |
| PP |
76.91 |
76.91 |
76.91 |
76.69 |
| S1 |
75.92 |
75.92 |
76.63 |
75.48 |
| S2 |
75.04 |
75.04 |
76.46 |
|
| S3 |
73.17 |
74.05 |
76.29 |
|
| S4 |
71.30 |
72.18 |
75.77 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.28 |
86.32 |
78.88 |
|
| R3 |
84.50 |
82.54 |
77.84 |
|
| R2 |
80.72 |
80.72 |
77.49 |
|
| R1 |
78.76 |
78.76 |
77.15 |
77.85 |
| PP |
76.94 |
76.94 |
76.94 |
76.49 |
| S1 |
74.98 |
74.98 |
76.45 |
74.07 |
| S2 |
73.16 |
73.16 |
76.11 |
|
| S3 |
69.38 |
71.20 |
75.76 |
|
| S4 |
65.60 |
67.42 |
74.72 |
|
|
| 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% |
2.14 |
2.8% |
44% |
False |
False |
37,712 |
| 10 |
78.90 |
72.15 |
6.75 |
8.8% |
2.12 |
2.8% |
69% |
False |
False |
35,444 |
| 20 |
81.51 |
72.15 |
9.36 |
12.2% |
2.17 |
2.8% |
50% |
False |
False |
30,282 |
| 40 |
81.51 |
70.35 |
11.16 |
14.5% |
2.29 |
3.0% |
58% |
False |
False |
25,458 |
| 60 |
92.75 |
70.35 |
22.40 |
29.2% |
2.31 |
3.0% |
29% |
False |
False |
22,848 |
| 80 |
92.75 |
70.35 |
22.40 |
29.2% |
2.04 |
2.7% |
29% |
False |
False |
20,026 |
| 100 |
92.75 |
70.35 |
22.40 |
29.2% |
1.91 |
2.5% |
29% |
False |
False |
16,946 |
| 120 |
92.75 |
70.35 |
22.40 |
29.2% |
1.82 |
2.4% |
29% |
False |
False |
14,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.85 |
|
2.618 |
82.80 |
|
1.618 |
80.93 |
|
1.000 |
79.77 |
|
0.618 |
79.06 |
|
HIGH |
77.90 |
|
0.618 |
77.19 |
|
0.500 |
76.97 |
|
0.382 |
76.74 |
|
LOW |
76.03 |
|
0.618 |
74.87 |
|
1.000 |
74.16 |
|
1.618 |
73.00 |
|
2.618 |
71.13 |
|
4.250 |
68.08 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
76.97 |
77.47 |
| PP |
76.91 |
77.24 |
| S1 |
76.86 |
77.02 |
|