NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
73.59 |
74.07 |
0.48 |
0.7% |
80.04 |
| High |
74.93 |
75.35 |
0.42 |
0.6% |
80.85 |
| Low |
73.04 |
72.71 |
-0.33 |
-0.5% |
73.04 |
| Close |
73.59 |
73.67 |
0.08 |
0.1% |
73.59 |
| Range |
1.89 |
2.64 |
0.75 |
39.7% |
7.81 |
| ATR |
2.17 |
2.20 |
0.03 |
1.5% |
0.00 |
| Volume |
20,826 |
11,323 |
-9,503 |
-45.6% |
69,639 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.83 |
80.39 |
75.12 |
|
| R3 |
79.19 |
77.75 |
74.40 |
|
| R2 |
76.55 |
76.55 |
74.15 |
|
| R1 |
75.11 |
75.11 |
73.91 |
74.51 |
| PP |
73.91 |
73.91 |
73.91 |
73.61 |
| S1 |
72.47 |
72.47 |
73.43 |
71.87 |
| S2 |
71.27 |
71.27 |
73.19 |
|
| S3 |
68.63 |
69.83 |
72.94 |
|
| S4 |
65.99 |
67.19 |
72.22 |
|
|
| 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 |
80.04 |
72.71 |
7.33 |
9.9% |
2.54 |
3.4% |
13% |
False |
True |
13,567 |
| 10 |
80.95 |
72.71 |
8.24 |
11.2% |
2.18 |
3.0% |
12% |
False |
True |
13,135 |
| 20 |
82.01 |
72.71 |
9.30 |
12.6% |
1.99 |
2.7% |
10% |
False |
True |
13,075 |
| 40 |
85.75 |
70.96 |
14.79 |
20.1% |
2.21 |
3.0% |
18% |
False |
False |
12,914 |
| 60 |
93.14 |
70.96 |
22.18 |
30.1% |
2.03 |
2.8% |
12% |
False |
False |
12,766 |
| 80 |
93.14 |
70.96 |
22.18 |
30.1% |
1.80 |
2.4% |
12% |
False |
False |
10,854 |
| 100 |
93.14 |
70.96 |
22.18 |
30.1% |
1.65 |
2.2% |
12% |
False |
False |
9,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.57 |
|
2.618 |
82.26 |
|
1.618 |
79.62 |
|
1.000 |
77.99 |
|
0.618 |
76.98 |
|
HIGH |
75.35 |
|
0.618 |
74.34 |
|
0.500 |
74.03 |
|
0.382 |
73.72 |
|
LOW |
72.71 |
|
0.618 |
71.08 |
|
1.000 |
70.07 |
|
1.618 |
68.44 |
|
2.618 |
65.80 |
|
4.250 |
61.49 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
74.03 |
74.62 |
| PP |
73.91 |
74.30 |
| S1 |
73.79 |
73.99 |
|