NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.22 |
79.23 |
0.01 |
0.0% |
76.47 |
| High |
79.71 |
80.07 |
0.36 |
0.5% |
79.94 |
| Low |
78.47 |
77.18 |
-1.29 |
-1.6% |
76.36 |
| Close |
79.37 |
77.90 |
-1.47 |
-1.9% |
79.34 |
| Range |
1.24 |
2.89 |
1.65 |
133.1% |
3.58 |
| ATR |
2.12 |
2.17 |
0.06 |
2.6% |
0.00 |
| Volume |
43,613 |
35,405 |
-8,208 |
-18.8% |
286,499 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.05 |
85.37 |
79.49 |
|
| R3 |
84.16 |
82.48 |
78.69 |
|
| R2 |
81.27 |
81.27 |
78.43 |
|
| R1 |
79.59 |
79.59 |
78.16 |
78.99 |
| PP |
78.38 |
78.38 |
78.38 |
78.08 |
| S1 |
76.70 |
76.70 |
77.64 |
76.10 |
| S2 |
75.49 |
75.49 |
77.37 |
|
| S3 |
72.60 |
73.81 |
77.11 |
|
| S4 |
69.71 |
70.92 |
76.31 |
|
|
| 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 |
80.07 |
76.60 |
3.47 |
4.5% |
2.15 |
2.8% |
37% |
True |
False |
58,313 |
| 10 |
80.07 |
76.03 |
4.04 |
5.2% |
2.05 |
2.6% |
46% |
True |
False |
48,541 |
| 20 |
80.07 |
72.15 |
7.92 |
10.2% |
2.23 |
2.9% |
73% |
True |
False |
40,306 |
| 40 |
81.51 |
72.15 |
9.36 |
12.0% |
2.20 |
2.8% |
61% |
False |
False |
31,302 |
| 60 |
92.75 |
70.35 |
22.40 |
28.8% |
2.38 |
3.1% |
34% |
False |
False |
27,136 |
| 80 |
92.75 |
70.35 |
22.40 |
28.8% |
2.13 |
2.7% |
34% |
False |
False |
24,166 |
| 100 |
92.75 |
70.35 |
22.40 |
28.8% |
1.94 |
2.5% |
34% |
False |
False |
20,298 |
| 120 |
92.75 |
70.35 |
22.40 |
28.8% |
1.88 |
2.4% |
34% |
False |
False |
17,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.35 |
|
2.618 |
87.64 |
|
1.618 |
84.75 |
|
1.000 |
82.96 |
|
0.618 |
81.86 |
|
HIGH |
80.07 |
|
0.618 |
78.97 |
|
0.500 |
78.63 |
|
0.382 |
78.28 |
|
LOW |
77.18 |
|
0.618 |
75.39 |
|
1.000 |
74.29 |
|
1.618 |
72.50 |
|
2.618 |
69.61 |
|
4.250 |
64.90 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.63 |
78.63 |
| PP |
78.38 |
78.38 |
| S1 |
78.14 |
78.14 |
|