NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.86 |
78.41 |
0.55 |
0.7% |
77.65 |
| High |
78.86 |
78.41 |
-0.45 |
-0.6% |
79.37 |
| Low |
76.75 |
76.57 |
-0.18 |
-0.2% |
75.73 |
| Close |
77.91 |
77.36 |
-0.55 |
-0.7% |
77.36 |
| Range |
2.11 |
1.84 |
-0.27 |
-12.8% |
3.64 |
| ATR |
2.15 |
2.12 |
-0.02 |
-1.0% |
0.00 |
| Volume |
15,543 |
12,895 |
-2,648 |
-17.0% |
77,753 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.97 |
82.00 |
78.37 |
|
| R3 |
81.13 |
80.16 |
77.87 |
|
| R2 |
79.29 |
79.29 |
77.70 |
|
| R1 |
78.32 |
78.32 |
77.53 |
77.89 |
| PP |
77.45 |
77.45 |
77.45 |
77.23 |
| S1 |
76.48 |
76.48 |
77.19 |
76.05 |
| S2 |
75.61 |
75.61 |
77.02 |
|
| S3 |
73.77 |
74.64 |
76.85 |
|
| S4 |
71.93 |
72.80 |
76.35 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
86.52 |
79.36 |
|
| R3 |
84.77 |
82.88 |
78.36 |
|
| R2 |
81.13 |
81.13 |
78.03 |
|
| R1 |
79.24 |
79.24 |
77.69 |
78.37 |
| PP |
77.49 |
77.49 |
77.49 |
77.05 |
| S1 |
75.60 |
75.60 |
77.03 |
74.73 |
| S2 |
73.85 |
73.85 |
76.69 |
|
| S3 |
70.21 |
71.96 |
76.36 |
|
| S4 |
66.57 |
68.32 |
75.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.37 |
75.73 |
3.64 |
4.7% |
2.05 |
2.6% |
45% |
False |
False |
15,550 |
| 10 |
79.37 |
72.71 |
6.66 |
8.6% |
2.05 |
2.7% |
70% |
False |
False |
14,588 |
| 20 |
82.01 |
72.71 |
9.30 |
12.0% |
2.06 |
2.7% |
50% |
False |
False |
13,477 |
| 40 |
82.01 |
70.96 |
11.05 |
14.3% |
2.17 |
2.8% |
58% |
False |
False |
13,144 |
| 60 |
93.14 |
70.96 |
22.18 |
28.7% |
2.15 |
2.8% |
29% |
False |
False |
13,090 |
| 80 |
93.14 |
70.96 |
22.18 |
28.7% |
1.87 |
2.4% |
29% |
False |
False |
11,892 |
| 100 |
93.14 |
70.96 |
22.18 |
28.7% |
1.75 |
2.3% |
29% |
False |
False |
10,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.23 |
|
2.618 |
83.23 |
|
1.618 |
81.39 |
|
1.000 |
80.25 |
|
0.618 |
79.55 |
|
HIGH |
78.41 |
|
0.618 |
77.71 |
|
0.500 |
77.49 |
|
0.382 |
77.27 |
|
LOW |
76.57 |
|
0.618 |
75.43 |
|
1.000 |
74.73 |
|
1.618 |
73.59 |
|
2.618 |
71.75 |
|
4.250 |
68.75 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.49 |
77.97 |
| PP |
77.45 |
77.77 |
| S1 |
77.40 |
77.56 |
|