NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.47 |
77.17 |
0.70 |
0.9% |
77.21 |
| High |
78.54 |
78.22 |
-0.32 |
-0.4% |
78.90 |
| Low |
76.36 |
76.40 |
0.04 |
0.1% |
75.12 |
| Close |
77.29 |
77.92 |
0.63 |
0.8% |
76.80 |
| Range |
2.18 |
1.82 |
-0.36 |
-16.5% |
3.78 |
| ATR |
2.21 |
2.19 |
-0.03 |
-1.3% |
0.00 |
| Volume |
28,430 |
45,519 |
17,089 |
60.1% |
188,564 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.97 |
82.27 |
78.92 |
|
| R3 |
81.15 |
80.45 |
78.42 |
|
| R2 |
79.33 |
79.33 |
78.25 |
|
| R1 |
78.63 |
78.63 |
78.09 |
78.98 |
| PP |
77.51 |
77.51 |
77.51 |
77.69 |
| S1 |
76.81 |
76.81 |
77.75 |
77.16 |
| S2 |
75.69 |
75.69 |
77.59 |
|
| S3 |
73.87 |
74.99 |
77.42 |
|
| S4 |
72.05 |
73.17 |
76.92 |
|
|
| 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 |
76.03 |
2.87 |
3.7% |
1.95 |
2.5% |
66% |
False |
False |
38,769 |
| 10 |
78.90 |
72.57 |
6.33 |
8.1% |
2.07 |
2.7% |
85% |
False |
False |
35,029 |
| 20 |
80.40 |
72.15 |
8.25 |
10.6% |
2.19 |
2.8% |
70% |
False |
False |
31,731 |
| 40 |
81.51 |
70.35 |
11.16 |
14.3% |
2.23 |
2.9% |
68% |
False |
False |
26,231 |
| 60 |
92.75 |
70.35 |
22.40 |
28.7% |
2.31 |
3.0% |
34% |
False |
False |
23,558 |
| 80 |
92.75 |
70.35 |
22.40 |
28.7% |
2.07 |
2.7% |
34% |
False |
False |
20,874 |
| 100 |
92.75 |
70.35 |
22.40 |
28.7% |
1.91 |
2.4% |
34% |
False |
False |
17,631 |
| 120 |
92.75 |
70.35 |
22.40 |
28.7% |
1.83 |
2.4% |
34% |
False |
False |
15,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.96 |
|
2.618 |
82.98 |
|
1.618 |
81.16 |
|
1.000 |
80.04 |
|
0.618 |
79.34 |
|
HIGH |
78.22 |
|
0.618 |
77.52 |
|
0.500 |
77.31 |
|
0.382 |
77.10 |
|
LOW |
76.40 |
|
0.618 |
75.28 |
|
1.000 |
74.58 |
|
1.618 |
73.46 |
|
2.618 |
71.64 |
|
4.250 |
68.67 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.72 |
77.71 |
| PP |
77.51 |
77.50 |
| S1 |
77.31 |
77.29 |
|