NYMEX Light Sweet Crude Oil Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
79.84 |
80.51 |
0.67 |
0.8% |
80.18 |
| High |
80.60 |
83.22 |
2.62 |
3.3% |
81.03 |
| Low |
78.45 |
80.44 |
1.99 |
2.5% |
77.49 |
| Close |
80.51 |
82.82 |
2.31 |
2.9% |
80.51 |
| Range |
2.15 |
2.78 |
0.63 |
29.3% |
3.54 |
| ATR |
2.14 |
2.18 |
0.05 |
2.2% |
0.00 |
| Volume |
50,792 |
40,146 |
-10,646 |
-21.0% |
225,465 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.50 |
89.44 |
84.35 |
|
| R3 |
87.72 |
86.66 |
83.58 |
|
| R2 |
84.94 |
84.94 |
83.33 |
|
| R1 |
83.88 |
83.88 |
83.07 |
84.41 |
| PP |
82.16 |
82.16 |
82.16 |
82.43 |
| S1 |
81.10 |
81.10 |
82.57 |
81.63 |
| S2 |
79.38 |
79.38 |
82.31 |
|
| S3 |
76.60 |
78.32 |
82.06 |
|
| S4 |
73.82 |
75.54 |
81.29 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.30 |
88.94 |
82.46 |
|
| R3 |
86.76 |
85.40 |
81.48 |
|
| R2 |
83.22 |
83.22 |
81.16 |
|
| R1 |
81.86 |
81.86 |
80.83 |
82.54 |
| PP |
79.68 |
79.68 |
79.68 |
80.02 |
| S1 |
78.32 |
78.32 |
80.19 |
79.00 |
| S2 |
76.14 |
76.14 |
79.86 |
|
| S3 |
72.60 |
74.78 |
79.54 |
|
| S4 |
69.06 |
71.24 |
78.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.22 |
77.49 |
5.73 |
6.9% |
2.37 |
2.9% |
93% |
True |
False |
46,412 |
| 10 |
83.22 |
77.41 |
5.81 |
7.0% |
2.09 |
2.5% |
93% |
True |
False |
45,434 |
| 20 |
83.22 |
73.15 |
10.07 |
12.2% |
2.13 |
2.6% |
96% |
True |
False |
40,121 |
| 40 |
83.22 |
73.15 |
10.07 |
12.2% |
2.11 |
2.5% |
96% |
True |
False |
41,778 |
| 60 |
86.52 |
71.50 |
15.02 |
18.1% |
2.33 |
2.8% |
75% |
False |
False |
47,055 |
| 80 |
93.55 |
71.50 |
22.05 |
26.6% |
2.24 |
2.7% |
51% |
False |
False |
49,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.04 |
|
2.618 |
90.50 |
|
1.618 |
87.72 |
|
1.000 |
86.00 |
|
0.618 |
84.94 |
|
HIGH |
83.22 |
|
0.618 |
82.16 |
|
0.500 |
81.83 |
|
0.382 |
81.50 |
|
LOW |
80.44 |
|
0.618 |
78.72 |
|
1.000 |
77.66 |
|
1.618 |
75.94 |
|
2.618 |
73.16 |
|
4.250 |
68.63 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
82.49 |
82.08 |
| PP |
82.16 |
81.35 |
| S1 |
81.83 |
80.61 |
|