NYMEX Light Sweet Crude Oil Future November 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.83 |
79.86 |
0.03 |
0.0% |
77.82 |
| High |
80.43 |
80.19 |
-0.24 |
-0.3% |
80.43 |
| Low |
79.28 |
78.98 |
-0.30 |
-0.4% |
76.93 |
| Close |
79.83 |
79.86 |
0.03 |
0.0% |
79.83 |
| Range |
1.15 |
1.21 |
0.06 |
5.2% |
3.50 |
| ATR |
2.09 |
2.03 |
-0.06 |
-3.0% |
0.00 |
| Volume |
26,718 |
13,217 |
-13,501 |
-50.5% |
109,183 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.31 |
82.79 |
80.53 |
|
| R3 |
82.10 |
81.58 |
80.19 |
|
| R2 |
80.89 |
80.89 |
80.08 |
|
| R1 |
80.37 |
80.37 |
79.97 |
80.47 |
| PP |
79.68 |
79.68 |
79.68 |
79.72 |
| S1 |
79.16 |
79.16 |
79.75 |
79.26 |
| S2 |
78.47 |
78.47 |
79.64 |
|
| S3 |
77.26 |
77.95 |
79.53 |
|
| S4 |
76.05 |
76.74 |
79.19 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.56 |
88.20 |
81.76 |
|
| R3 |
86.06 |
84.70 |
80.79 |
|
| R2 |
82.56 |
82.56 |
80.47 |
|
| R1 |
81.20 |
81.20 |
80.15 |
81.88 |
| PP |
79.06 |
79.06 |
79.06 |
79.41 |
| S1 |
77.70 |
77.70 |
79.51 |
78.38 |
| S2 |
75.56 |
75.56 |
79.19 |
|
| S3 |
72.06 |
74.20 |
78.87 |
|
| S4 |
68.56 |
70.70 |
77.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.43 |
76.94 |
3.49 |
4.4% |
1.84 |
2.3% |
84% |
False |
False |
21,852 |
| 10 |
80.43 |
75.73 |
4.70 |
5.9% |
1.99 |
2.5% |
88% |
False |
False |
18,424 |
| 20 |
80.85 |
72.71 |
8.14 |
10.2% |
2.07 |
2.6% |
88% |
False |
False |
15,854 |
| 40 |
82.01 |
72.71 |
9.30 |
11.6% |
2.06 |
2.6% |
77% |
False |
False |
14,207 |
| 60 |
93.14 |
70.96 |
22.18 |
27.8% |
2.20 |
2.8% |
40% |
False |
False |
14,084 |
| 80 |
93.14 |
70.96 |
22.18 |
27.8% |
1.94 |
2.4% |
40% |
False |
False |
13,098 |
| 100 |
93.14 |
70.96 |
22.18 |
27.8% |
1.78 |
2.2% |
40% |
False |
False |
11,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.33 |
|
2.618 |
83.36 |
|
1.618 |
82.15 |
|
1.000 |
81.40 |
|
0.618 |
80.94 |
|
HIGH |
80.19 |
|
0.618 |
79.73 |
|
0.500 |
79.59 |
|
0.382 |
79.44 |
|
LOW |
78.98 |
|
0.618 |
78.23 |
|
1.000 |
77.77 |
|
1.618 |
77.02 |
|
2.618 |
75.81 |
|
4.250 |
73.84 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.77 |
79.51 |
| PP |
79.68 |
79.16 |
| S1 |
79.59 |
78.82 |
|