NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
77.56 |
80.12 |
2.56 |
3.3% |
77.65 |
| High |
79.35 |
80.21 |
0.86 |
1.1% |
79.37 |
| Low |
77.24 |
77.20 |
-0.04 |
-0.1% |
75.73 |
| Close |
77.56 |
80.12 |
2.56 |
3.3% |
77.36 |
| Range |
2.11 |
3.01 |
0.90 |
42.7% |
3.64 |
| ATR |
2.10 |
2.16 |
0.07 |
3.1% |
0.00 |
| Volume |
18,001 |
35,827 |
17,826 |
99.0% |
77,753 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.21 |
87.17 |
81.78 |
|
| R3 |
85.20 |
84.16 |
80.95 |
|
| R2 |
82.19 |
82.19 |
80.67 |
|
| R1 |
81.15 |
81.15 |
80.40 |
81.63 |
| PP |
79.18 |
79.18 |
79.18 |
79.41 |
| S1 |
78.14 |
78.14 |
79.84 |
78.62 |
| S2 |
76.17 |
76.17 |
79.57 |
|
| S3 |
73.16 |
75.13 |
79.29 |
|
| S4 |
70.15 |
72.12 |
78.46 |
|
|
| 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 |
80.21 |
76.57 |
3.64 |
4.5% |
2.16 |
2.7% |
98% |
True |
False |
19,072 |
| 10 |
80.21 |
75.73 |
4.48 |
5.6% |
2.06 |
2.6% |
98% |
True |
False |
17,307 |
| 20 |
80.85 |
72.71 |
8.14 |
10.2% |
2.15 |
2.7% |
91% |
False |
False |
15,379 |
| 40 |
82.01 |
72.61 |
9.40 |
11.7% |
2.15 |
2.7% |
80% |
False |
False |
13,888 |
| 60 |
93.14 |
70.96 |
22.18 |
27.7% |
2.20 |
2.7% |
41% |
False |
False |
13,793 |
| 80 |
93.14 |
70.96 |
22.18 |
27.7% |
1.93 |
2.4% |
41% |
False |
False |
12,733 |
| 100 |
93.14 |
70.96 |
22.18 |
27.7% |
1.77 |
2.2% |
41% |
False |
False |
11,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.00 |
|
2.618 |
88.09 |
|
1.618 |
85.08 |
|
1.000 |
83.22 |
|
0.618 |
82.07 |
|
HIGH |
80.21 |
|
0.618 |
79.06 |
|
0.500 |
78.71 |
|
0.382 |
78.35 |
|
LOW |
77.20 |
|
0.618 |
75.34 |
|
1.000 |
74.19 |
|
1.618 |
72.33 |
|
2.618 |
69.32 |
|
4.250 |
64.41 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.65 |
79.61 |
| PP |
79.18 |
79.09 |
| S1 |
78.71 |
78.58 |
|