NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.65 |
76.62 |
-1.03 |
-1.3% |
74.07 |
| High |
77.77 |
78.69 |
0.92 |
1.2% |
78.04 |
| Low |
76.03 |
75.73 |
-0.30 |
-0.4% |
72.71 |
| Close |
76.42 |
78.53 |
2.11 |
2.8% |
77.62 |
| Range |
1.74 |
2.96 |
1.22 |
70.1% |
5.33 |
| ATR |
2.13 |
2.19 |
0.06 |
2.8% |
0.00 |
| Volume |
15,904 |
15,679 |
-225 |
-1.4% |
47,307 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.53 |
85.49 |
80.16 |
|
| R3 |
83.57 |
82.53 |
79.34 |
|
| R2 |
80.61 |
80.61 |
79.07 |
|
| R1 |
79.57 |
79.57 |
78.80 |
80.09 |
| PP |
77.65 |
77.65 |
77.65 |
77.91 |
| S1 |
76.61 |
76.61 |
78.26 |
77.13 |
| S2 |
74.69 |
74.69 |
77.99 |
|
| S3 |
71.73 |
73.65 |
77.72 |
|
| S4 |
68.77 |
70.69 |
76.90 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.11 |
90.20 |
80.55 |
|
| R3 |
86.78 |
84.87 |
79.09 |
|
| R2 |
81.45 |
81.45 |
78.60 |
|
| R1 |
79.54 |
79.54 |
78.11 |
80.50 |
| PP |
76.12 |
76.12 |
76.12 |
76.60 |
| S1 |
74.21 |
74.21 |
77.13 |
75.17 |
| S2 |
70.79 |
70.79 |
76.64 |
|
| S3 |
65.46 |
68.88 |
76.15 |
|
| S4 |
60.13 |
63.55 |
74.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.69 |
73.24 |
5.45 |
6.9% |
2.09 |
2.7% |
97% |
True |
False |
13,513 |
| 10 |
80.04 |
72.71 |
7.33 |
9.3% |
2.32 |
2.9% |
79% |
False |
False |
13,540 |
| 20 |
82.01 |
72.71 |
9.30 |
11.8% |
2.03 |
2.6% |
63% |
False |
False |
12,988 |
| 40 |
82.01 |
70.96 |
11.05 |
14.1% |
2.22 |
2.8% |
69% |
False |
False |
12,937 |
| 60 |
93.14 |
70.96 |
22.18 |
28.2% |
2.11 |
2.7% |
34% |
False |
False |
12,727 |
| 80 |
93.14 |
70.96 |
22.18 |
28.2% |
1.87 |
2.4% |
34% |
False |
False |
11,446 |
| 100 |
93.14 |
70.96 |
22.18 |
28.2% |
1.72 |
2.2% |
34% |
False |
False |
10,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.27 |
|
2.618 |
86.44 |
|
1.618 |
83.48 |
|
1.000 |
81.65 |
|
0.618 |
80.52 |
|
HIGH |
78.69 |
|
0.618 |
77.56 |
|
0.500 |
77.21 |
|
0.382 |
76.86 |
|
LOW |
75.73 |
|
0.618 |
73.90 |
|
1.000 |
72.77 |
|
1.618 |
70.94 |
|
2.618 |
67.98 |
|
4.250 |
63.15 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.09 |
78.09 |
| PP |
77.65 |
77.65 |
| S1 |
77.21 |
77.21 |
|