NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
79.19 |
78.45 |
-0.74 |
-0.9% |
74.32 |
| High |
79.96 |
79.49 |
-0.47 |
-0.6% |
78.65 |
| Low |
78.35 |
77.28 |
-1.07 |
-1.4% |
73.15 |
| Close |
78.83 |
78.45 |
-0.38 |
-0.5% |
78.18 |
| Range |
1.61 |
2.21 |
0.60 |
37.3% |
5.50 |
| ATR |
2.27 |
2.26 |
0.00 |
-0.2% |
0.00 |
| Volume |
45,165 |
40,861 |
-4,304 |
-9.5% |
145,490 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.04 |
83.95 |
79.67 |
|
| R3 |
82.83 |
81.74 |
79.06 |
|
| R2 |
80.62 |
80.62 |
78.86 |
|
| R1 |
79.53 |
79.53 |
78.65 |
79.56 |
| PP |
78.41 |
78.41 |
78.41 |
78.42 |
| S1 |
77.32 |
77.32 |
78.25 |
77.35 |
| S2 |
76.20 |
76.20 |
78.04 |
|
| S3 |
73.99 |
75.11 |
77.84 |
|
| S4 |
71.78 |
72.90 |
77.23 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.16 |
91.17 |
81.21 |
|
| R3 |
87.66 |
85.67 |
79.69 |
|
| R2 |
82.16 |
82.16 |
79.19 |
|
| R1 |
80.17 |
80.17 |
78.68 |
81.17 |
| PP |
76.66 |
76.66 |
76.66 |
77.16 |
| S1 |
74.67 |
74.67 |
77.68 |
75.67 |
| S2 |
71.16 |
71.16 |
77.17 |
|
| S3 |
65.66 |
69.17 |
76.67 |
|
| S4 |
60.16 |
63.67 |
75.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.96 |
76.20 |
3.76 |
4.8% |
2.03 |
2.6% |
60% |
False |
False |
34,899 |
| 10 |
79.96 |
73.15 |
6.81 |
8.7% |
2.27 |
2.9% |
78% |
False |
False |
38,952 |
| 20 |
82.77 |
73.15 |
9.62 |
12.3% |
2.14 |
2.7% |
55% |
False |
False |
39,786 |
| 40 |
82.77 |
71.50 |
11.27 |
14.4% |
2.33 |
3.0% |
62% |
False |
False |
46,291 |
| 60 |
93.55 |
71.50 |
22.05 |
28.1% |
2.37 |
3.0% |
32% |
False |
False |
49,585 |
| 80 |
93.55 |
71.50 |
22.05 |
28.1% |
2.14 |
2.7% |
32% |
False |
False |
48,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.88 |
|
2.618 |
85.28 |
|
1.618 |
83.07 |
|
1.000 |
81.70 |
|
0.618 |
80.86 |
|
HIGH |
79.49 |
|
0.618 |
78.65 |
|
0.500 |
78.39 |
|
0.382 |
78.12 |
|
LOW |
77.28 |
|
0.618 |
75.91 |
|
1.000 |
75.07 |
|
1.618 |
73.70 |
|
2.618 |
71.49 |
|
4.250 |
67.89 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.43 |
78.33 |
| PP |
78.41 |
78.20 |
| S1 |
78.39 |
78.08 |
|