NYMEX Light Sweet Crude Oil Future December 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 |
78.92 |
80.57 |
1.65 |
2.1% |
76.99 |
| High |
79.76 |
80.70 |
0.94 |
1.2% |
79.96 |
| Low |
77.79 |
77.74 |
-0.05 |
-0.1% |
76.20 |
| Close |
78.09 |
80.57 |
2.48 |
3.2% |
77.91 |
| Range |
1.97 |
2.96 |
0.99 |
50.3% |
3.76 |
| ATR |
2.18 |
2.23 |
0.06 |
2.6% |
0.00 |
| Volume |
33,708 |
62,743 |
29,035 |
86.1% |
174,681 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.55 |
87.52 |
82.20 |
|
| R3 |
85.59 |
84.56 |
81.38 |
|
| R2 |
82.63 |
82.63 |
81.11 |
|
| R1 |
81.60 |
81.60 |
80.84 |
82.05 |
| PP |
79.67 |
79.67 |
79.67 |
79.90 |
| S1 |
78.64 |
78.64 |
80.30 |
79.09 |
| S2 |
76.71 |
76.71 |
80.03 |
|
| S3 |
73.75 |
75.68 |
79.76 |
|
| S4 |
70.79 |
72.72 |
78.94 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.30 |
87.37 |
79.98 |
|
| R3 |
85.54 |
83.61 |
78.94 |
|
| R2 |
81.78 |
81.78 |
78.60 |
|
| R1 |
79.85 |
79.85 |
78.25 |
80.82 |
| PP |
78.02 |
78.02 |
78.02 |
78.51 |
| S1 |
76.09 |
76.09 |
77.57 |
77.06 |
| S2 |
74.26 |
74.26 |
77.22 |
|
| S3 |
70.50 |
72.33 |
76.88 |
|
| S4 |
66.74 |
68.57 |
75.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.70 |
77.14 |
3.56 |
4.4% |
2.14 |
2.7% |
96% |
True |
False |
38,391 |
| 10 |
80.70 |
76.20 |
4.50 |
5.6% |
2.09 |
2.6% |
97% |
True |
False |
36,645 |
| 20 |
81.28 |
73.15 |
8.13 |
10.1% |
2.22 |
2.8% |
91% |
False |
False |
39,512 |
| 40 |
82.77 |
73.15 |
9.62 |
11.9% |
2.29 |
2.8% |
77% |
False |
False |
43,113 |
| 60 |
93.55 |
71.50 |
22.05 |
27.4% |
2.42 |
3.0% |
41% |
False |
False |
48,663 |
| 80 |
93.55 |
71.50 |
22.05 |
27.4% |
2.18 |
2.7% |
41% |
False |
False |
49,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.28 |
|
2.618 |
88.45 |
|
1.618 |
85.49 |
|
1.000 |
83.66 |
|
0.618 |
82.53 |
|
HIGH |
80.70 |
|
0.618 |
79.57 |
|
0.500 |
79.22 |
|
0.382 |
78.87 |
|
LOW |
77.74 |
|
0.618 |
75.91 |
|
1.000 |
74.78 |
|
1.618 |
72.95 |
|
2.618 |
69.99 |
|
4.250 |
65.16 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.12 |
80.07 |
| PP |
79.67 |
79.56 |
| S1 |
79.22 |
79.06 |
|