NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
76.47 |
73.59 |
-2.88 |
-3.8% |
80.04 |
| High |
76.53 |
74.93 |
-1.60 |
-2.1% |
80.85 |
| Low |
73.70 |
73.04 |
-0.66 |
-0.9% |
73.04 |
| Close |
74.45 |
73.59 |
-0.86 |
-1.2% |
73.59 |
| Range |
2.83 |
1.89 |
-0.94 |
-33.2% |
7.81 |
| ATR |
2.19 |
2.17 |
-0.02 |
-1.0% |
0.00 |
| Volume |
12,696 |
20,826 |
8,130 |
64.0% |
69,639 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.52 |
78.45 |
74.63 |
|
| R3 |
77.63 |
76.56 |
74.11 |
|
| R2 |
75.74 |
75.74 |
73.94 |
|
| R1 |
74.67 |
74.67 |
73.76 |
74.54 |
| PP |
73.85 |
73.85 |
73.85 |
73.79 |
| S1 |
72.78 |
72.78 |
73.42 |
72.65 |
| S2 |
71.96 |
71.96 |
73.24 |
|
| S3 |
70.07 |
70.89 |
73.07 |
|
| S4 |
68.18 |
69.00 |
72.55 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.26 |
94.23 |
77.89 |
|
| R3 |
91.45 |
86.42 |
75.74 |
|
| R2 |
83.64 |
83.64 |
75.02 |
|
| R1 |
78.61 |
78.61 |
74.31 |
77.22 |
| PP |
75.83 |
75.83 |
75.83 |
75.13 |
| S1 |
70.80 |
70.80 |
72.87 |
69.41 |
| S2 |
68.02 |
68.02 |
72.16 |
|
| S3 |
60.21 |
62.99 |
71.44 |
|
| S4 |
52.40 |
55.18 |
69.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.85 |
73.04 |
7.81 |
10.6% |
2.27 |
3.1% |
7% |
False |
True |
13,927 |
| 10 |
82.01 |
73.04 |
8.97 |
12.2% |
2.11 |
2.9% |
6% |
False |
True |
12,857 |
| 20 |
82.01 |
73.04 |
8.97 |
12.2% |
1.95 |
2.6% |
6% |
False |
True |
13,057 |
| 40 |
85.75 |
70.96 |
14.79 |
20.1% |
2.21 |
3.0% |
18% |
False |
False |
13,242 |
| 60 |
93.14 |
70.96 |
22.18 |
30.1% |
2.01 |
2.7% |
12% |
False |
False |
12,710 |
| 80 |
93.14 |
70.96 |
22.18 |
30.1% |
1.78 |
2.4% |
12% |
False |
False |
10,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.96 |
|
2.618 |
79.88 |
|
1.618 |
77.99 |
|
1.000 |
76.82 |
|
0.618 |
76.10 |
|
HIGH |
74.93 |
|
0.618 |
74.21 |
|
0.500 |
73.99 |
|
0.382 |
73.76 |
|
LOW |
73.04 |
|
0.618 |
71.87 |
|
1.000 |
71.15 |
|
1.618 |
69.98 |
|
2.618 |
68.09 |
|
4.250 |
65.01 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
73.99 |
75.68 |
| PP |
73.85 |
74.98 |
| S1 |
73.72 |
74.29 |
|