NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.80 |
77.20 |
1.40 |
1.8% |
80.04 |
| High |
76.16 |
77.57 |
1.41 |
1.9% |
80.85 |
| Low |
73.24 |
76.14 |
2.90 |
4.0% |
73.04 |
| Close |
75.80 |
77.20 |
1.40 |
1.8% |
73.59 |
| Range |
2.92 |
1.43 |
-1.49 |
-51.0% |
7.81 |
| ATR |
2.25 |
2.22 |
-0.03 |
-1.5% |
0.00 |
| Volume |
11,482 |
11,647 |
165 |
1.4% |
69,639 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.26 |
80.66 |
77.99 |
|
| R3 |
79.83 |
79.23 |
77.59 |
|
| R2 |
78.40 |
78.40 |
77.46 |
|
| R1 |
77.80 |
77.80 |
77.33 |
77.92 |
| PP |
76.97 |
76.97 |
76.97 |
77.03 |
| S1 |
76.37 |
76.37 |
77.07 |
76.49 |
| S2 |
75.54 |
75.54 |
76.94 |
|
| S3 |
74.11 |
74.94 |
76.81 |
|
| S4 |
72.68 |
73.51 |
76.41 |
|
|
| 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 |
77.57 |
72.71 |
4.86 |
6.3% |
2.34 |
3.0% |
92% |
True |
False |
13,594 |
| 10 |
80.85 |
72.71 |
8.14 |
10.5% |
2.24 |
2.9% |
55% |
False |
False |
13,451 |
| 20 |
82.01 |
72.71 |
9.30 |
12.0% |
2.02 |
2.6% |
48% |
False |
False |
12,851 |
| 40 |
85.75 |
70.96 |
14.79 |
19.2% |
2.23 |
2.9% |
42% |
False |
False |
12,790 |
| 60 |
93.14 |
70.96 |
22.18 |
28.7% |
2.07 |
2.7% |
28% |
False |
False |
12,687 |
| 80 |
93.14 |
70.96 |
22.18 |
28.7% |
1.83 |
2.4% |
28% |
False |
False |
11,034 |
| 100 |
93.14 |
70.96 |
22.18 |
28.7% |
1.68 |
2.2% |
28% |
False |
False |
9,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.65 |
|
2.618 |
81.31 |
|
1.618 |
79.88 |
|
1.000 |
79.00 |
|
0.618 |
78.45 |
|
HIGH |
77.57 |
|
0.618 |
77.02 |
|
0.500 |
76.86 |
|
0.382 |
76.69 |
|
LOW |
76.14 |
|
0.618 |
75.26 |
|
1.000 |
74.71 |
|
1.618 |
73.83 |
|
2.618 |
72.40 |
|
4.250 |
70.06 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.09 |
76.51 |
| PP |
76.97 |
75.83 |
| S1 |
76.86 |
75.14 |
|