NYMEX Light Sweet Crude Oil Future October 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
78.73 |
79.47 |
0.74 |
0.9% |
79.22 |
| High |
79.50 |
82.15 |
2.65 |
3.3% |
80.07 |
| Low |
77.30 |
79.28 |
1.98 |
2.6% |
76.33 |
| Close |
79.39 |
81.76 |
2.37 |
3.0% |
79.39 |
| Range |
2.20 |
2.87 |
0.67 |
30.5% |
3.74 |
| ATR |
2.17 |
2.22 |
0.05 |
2.3% |
0.00 |
| Volume |
84,441 |
52,903 |
-31,538 |
-37.3% |
320,105 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.67 |
88.59 |
83.34 |
|
| R3 |
86.80 |
85.72 |
82.55 |
|
| R2 |
83.93 |
83.93 |
82.29 |
|
| R1 |
82.85 |
82.85 |
82.02 |
83.39 |
| PP |
81.06 |
81.06 |
81.06 |
81.34 |
| S1 |
79.98 |
79.98 |
81.50 |
80.52 |
| S2 |
78.19 |
78.19 |
81.23 |
|
| S3 |
75.32 |
77.11 |
80.97 |
|
| S4 |
72.45 |
74.24 |
80.18 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.82 |
88.34 |
81.45 |
|
| R3 |
86.08 |
84.60 |
80.42 |
|
| R2 |
82.34 |
82.34 |
80.08 |
|
| R1 |
80.86 |
80.86 |
79.73 |
81.60 |
| PP |
78.60 |
78.60 |
78.60 |
78.97 |
| S1 |
77.12 |
77.12 |
79.05 |
77.86 |
| S2 |
74.86 |
74.86 |
78.70 |
|
| S3 |
71.12 |
73.38 |
78.36 |
|
| S4 |
67.38 |
69.64 |
77.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.15 |
76.33 |
5.82 |
7.1% |
2.44 |
3.0% |
93% |
True |
False |
65,879 |
| 10 |
82.15 |
76.33 |
5.82 |
7.1% |
2.19 |
2.7% |
93% |
True |
False |
63,107 |
| 20 |
82.15 |
72.15 |
10.00 |
12.2% |
2.17 |
2.7% |
96% |
True |
False |
48,253 |
| 40 |
82.15 |
72.15 |
10.00 |
12.2% |
2.12 |
2.6% |
96% |
True |
False |
36,624 |
| 60 |
85.35 |
70.35 |
15.00 |
18.3% |
2.30 |
2.8% |
76% |
False |
False |
30,842 |
| 80 |
92.75 |
70.35 |
22.40 |
27.4% |
2.18 |
2.7% |
51% |
False |
False |
27,271 |
| 100 |
92.75 |
70.35 |
22.40 |
27.4% |
1.98 |
2.4% |
51% |
False |
False |
23,026 |
| 120 |
92.75 |
70.35 |
22.40 |
27.4% |
1.91 |
2.3% |
51% |
False |
False |
19,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.35 |
|
2.618 |
89.66 |
|
1.618 |
86.79 |
|
1.000 |
85.02 |
|
0.618 |
83.92 |
|
HIGH |
82.15 |
|
0.618 |
81.05 |
|
0.500 |
80.72 |
|
0.382 |
80.38 |
|
LOW |
79.28 |
|
0.618 |
77.51 |
|
1.000 |
76.41 |
|
1.618 |
74.64 |
|
2.618 |
71.77 |
|
4.250 |
67.08 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.41 |
81.02 |
| PP |
81.06 |
80.27 |
| S1 |
80.72 |
79.53 |
|