NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.17 |
78.12 |
0.95 |
1.2% |
77.21 |
| High |
78.22 |
78.92 |
0.70 |
0.9% |
78.90 |
| Low |
76.40 |
76.64 |
0.24 |
0.3% |
75.12 |
| Close |
77.92 |
77.00 |
-0.92 |
-1.2% |
76.80 |
| Range |
1.82 |
2.28 |
0.46 |
25.3% |
3.78 |
| ATR |
2.19 |
2.19 |
0.01 |
0.3% |
0.00 |
| Volume |
45,519 |
48,055 |
2,536 |
5.6% |
188,564 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.36 |
82.96 |
78.25 |
|
| R3 |
82.08 |
80.68 |
77.63 |
|
| R2 |
79.80 |
79.80 |
77.42 |
|
| R1 |
78.40 |
78.40 |
77.21 |
77.96 |
| PP |
77.52 |
77.52 |
77.52 |
77.30 |
| S1 |
76.12 |
76.12 |
76.79 |
75.68 |
| S2 |
75.24 |
75.24 |
76.58 |
|
| S3 |
72.96 |
73.84 |
76.37 |
|
| S4 |
70.68 |
71.56 |
75.75 |
|
|
| 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 |
78.92 |
76.03 |
2.89 |
3.8% |
2.08 |
2.7% |
34% |
True |
False |
40,884 |
| 10 |
78.92 |
75.12 |
3.80 |
4.9% |
1.99 |
2.6% |
49% |
True |
False |
36,979 |
| 20 |
80.40 |
72.15 |
8.25 |
10.7% |
2.23 |
2.9% |
59% |
False |
False |
33,143 |
| 40 |
81.51 |
70.35 |
11.16 |
14.5% |
2.26 |
2.9% |
60% |
False |
False |
26,922 |
| 60 |
92.75 |
70.35 |
22.40 |
29.1% |
2.33 |
3.0% |
30% |
False |
False |
24,058 |
| 80 |
92.75 |
70.35 |
22.40 |
29.1% |
2.09 |
2.7% |
30% |
False |
False |
21,426 |
| 100 |
92.75 |
70.35 |
22.40 |
29.1% |
1.91 |
2.5% |
30% |
False |
False |
18,074 |
| 120 |
92.75 |
70.35 |
22.40 |
29.1% |
1.85 |
2.4% |
30% |
False |
False |
15,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.61 |
|
2.618 |
84.89 |
|
1.618 |
82.61 |
|
1.000 |
81.20 |
|
0.618 |
80.33 |
|
HIGH |
78.92 |
|
0.618 |
78.05 |
|
0.500 |
77.78 |
|
0.382 |
77.51 |
|
LOW |
76.64 |
|
0.618 |
75.23 |
|
1.000 |
74.36 |
|
1.618 |
72.95 |
|
2.618 |
70.67 |
|
4.250 |
66.95 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.78 |
77.64 |
| PP |
77.52 |
77.43 |
| S1 |
77.26 |
77.21 |
|