NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
74.07 |
75.80 |
1.73 |
2.3% |
80.04 |
| High |
75.35 |
76.16 |
0.81 |
1.1% |
80.85 |
| Low |
72.71 |
73.24 |
0.53 |
0.7% |
73.04 |
| Close |
73.67 |
75.80 |
2.13 |
2.9% |
73.59 |
| Range |
2.64 |
2.92 |
0.28 |
10.6% |
7.81 |
| ATR |
2.20 |
2.25 |
0.05 |
2.3% |
0.00 |
| Volume |
11,323 |
11,482 |
159 |
1.4% |
69,639 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.83 |
82.73 |
77.41 |
|
| R3 |
80.91 |
79.81 |
76.60 |
|
| R2 |
77.99 |
77.99 |
76.34 |
|
| R1 |
76.89 |
76.89 |
76.07 |
77.26 |
| PP |
75.07 |
75.07 |
75.07 |
75.25 |
| S1 |
73.97 |
73.97 |
75.53 |
74.34 |
| S2 |
72.15 |
72.15 |
75.26 |
|
| S3 |
69.23 |
71.05 |
75.00 |
|
| S4 |
66.31 |
68.13 |
74.19 |
|
|
| 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 |
78.31 |
72.71 |
5.60 |
7.4% |
2.50 |
3.3% |
55% |
False |
False |
14,177 |
| 10 |
80.85 |
72.71 |
8.14 |
10.7% |
2.34 |
3.1% |
38% |
False |
False |
13,460 |
| 20 |
82.01 |
72.71 |
9.30 |
12.3% |
2.07 |
2.7% |
33% |
False |
False |
13,059 |
| 40 |
85.75 |
70.96 |
14.79 |
19.5% |
2.23 |
2.9% |
33% |
False |
False |
12,749 |
| 60 |
93.14 |
70.96 |
22.18 |
29.3% |
2.06 |
2.7% |
22% |
False |
False |
12,733 |
| 80 |
93.14 |
70.96 |
22.18 |
29.3% |
1.82 |
2.4% |
22% |
False |
False |
10,949 |
| 100 |
93.14 |
70.96 |
22.18 |
29.3% |
1.67 |
2.2% |
22% |
False |
False |
9,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.57 |
|
2.618 |
83.80 |
|
1.618 |
80.88 |
|
1.000 |
79.08 |
|
0.618 |
77.96 |
|
HIGH |
76.16 |
|
0.618 |
75.04 |
|
0.500 |
74.70 |
|
0.382 |
74.36 |
|
LOW |
73.24 |
|
0.618 |
71.44 |
|
1.000 |
70.32 |
|
1.618 |
68.52 |
|
2.618 |
65.60 |
|
4.250 |
60.83 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
75.43 |
75.35 |
| PP |
75.07 |
74.89 |
| S1 |
74.70 |
74.44 |
|