NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.87 |
79.36 |
2.49 |
3.2% |
76.47 |
| High |
79.76 |
79.94 |
0.18 |
0.2% |
79.94 |
| Low |
76.60 |
78.77 |
2.17 |
2.8% |
76.36 |
| Close |
79.64 |
79.34 |
-0.30 |
-0.4% |
79.34 |
| Range |
3.16 |
1.17 |
-1.99 |
-63.0% |
3.58 |
| ATR |
2.26 |
2.18 |
-0.08 |
-3.4% |
0.00 |
| Volume |
81,213 |
83,282 |
2,069 |
2.5% |
286,499 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.86 |
82.27 |
79.98 |
|
| R3 |
81.69 |
81.10 |
79.66 |
|
| R2 |
80.52 |
80.52 |
79.55 |
|
| R1 |
79.93 |
79.93 |
79.45 |
79.64 |
| PP |
79.35 |
79.35 |
79.35 |
79.21 |
| S1 |
78.76 |
78.76 |
79.23 |
78.47 |
| S2 |
78.18 |
78.18 |
79.13 |
|
| S3 |
77.01 |
77.59 |
79.02 |
|
| S4 |
75.84 |
76.42 |
78.70 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.29 |
87.89 |
81.31 |
|
| R3 |
85.71 |
84.31 |
80.32 |
|
| R2 |
82.13 |
82.13 |
80.00 |
|
| R1 |
80.73 |
80.73 |
79.67 |
81.43 |
| PP |
78.55 |
78.55 |
78.55 |
78.90 |
| S1 |
77.15 |
77.15 |
79.01 |
77.85 |
| S2 |
74.97 |
74.97 |
78.68 |
|
| S3 |
71.39 |
73.57 |
78.36 |
|
| S4 |
67.81 |
69.99 |
77.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.94 |
76.36 |
3.58 |
4.5% |
2.12 |
2.7% |
83% |
True |
False |
57,299 |
| 10 |
79.94 |
75.12 |
4.82 |
6.1% |
2.13 |
2.7% |
88% |
True |
False |
47,506 |
| 20 |
80.40 |
72.15 |
8.25 |
10.4% |
2.26 |
2.8% |
87% |
False |
False |
38,526 |
| 40 |
81.51 |
72.15 |
9.36 |
11.8% |
2.25 |
2.8% |
77% |
False |
False |
30,278 |
| 60 |
92.75 |
70.35 |
22.40 |
28.2% |
2.36 |
3.0% |
40% |
False |
False |
26,402 |
| 80 |
92.75 |
70.35 |
22.40 |
28.2% |
2.11 |
2.7% |
40% |
False |
False |
23,318 |
| 100 |
92.75 |
70.35 |
22.40 |
28.2% |
1.91 |
2.4% |
40% |
False |
False |
19,612 |
| 120 |
92.75 |
70.35 |
22.40 |
28.2% |
1.86 |
2.3% |
40% |
False |
False |
17,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.91 |
|
2.618 |
83.00 |
|
1.618 |
81.83 |
|
1.000 |
81.11 |
|
0.618 |
80.66 |
|
HIGH |
79.94 |
|
0.618 |
79.49 |
|
0.500 |
79.36 |
|
0.382 |
79.22 |
|
LOW |
78.77 |
|
0.618 |
78.05 |
|
1.000 |
77.60 |
|
1.618 |
76.88 |
|
2.618 |
75.71 |
|
4.250 |
73.80 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.36 |
78.98 |
| PP |
79.35 |
78.63 |
| S1 |
79.35 |
78.27 |
|