NYMEX Light Sweet Crude Oil Future January 2011
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
78.37 |
78.20 |
-0.17 |
-0.2% |
77.48 |
| High |
78.92 |
79.75 |
0.83 |
1.1% |
80.31 |
| Low |
77.70 |
78.13 |
0.43 |
0.6% |
77.11 |
| Close |
78.37 |
78.75 |
0.38 |
0.5% |
78.37 |
| Range |
1.22 |
1.62 |
0.40 |
32.8% |
3.20 |
| ATR |
1.82 |
1.81 |
-0.01 |
-0.8% |
0.00 |
| Volume |
3,272 |
4,353 |
1,081 |
33.0% |
25,851 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.74 |
82.86 |
79.64 |
|
| R3 |
82.12 |
81.24 |
79.20 |
|
| R2 |
80.50 |
80.50 |
79.05 |
|
| R1 |
79.62 |
79.62 |
78.90 |
80.06 |
| PP |
78.88 |
78.88 |
78.88 |
79.10 |
| S1 |
78.00 |
78.00 |
78.60 |
78.44 |
| S2 |
77.26 |
77.26 |
78.45 |
|
| S3 |
75.64 |
76.38 |
78.30 |
|
| S4 |
74.02 |
74.76 |
77.86 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.20 |
86.48 |
80.13 |
|
| R3 |
85.00 |
83.28 |
79.25 |
|
| R2 |
81.80 |
81.80 |
78.96 |
|
| R1 |
80.08 |
80.08 |
78.66 |
80.94 |
| PP |
78.60 |
78.60 |
78.60 |
79.03 |
| S1 |
76.88 |
76.88 |
78.08 |
77.74 |
| S2 |
75.40 |
75.40 |
77.78 |
|
| S3 |
72.20 |
73.68 |
77.49 |
|
| S4 |
69.00 |
70.48 |
76.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.31 |
77.11 |
3.20 |
4.1% |
1.78 |
2.3% |
51% |
False |
False |
4,919 |
| 10 |
80.31 |
74.24 |
6.07 |
7.7% |
1.74 |
2.2% |
74% |
False |
False |
5,366 |
| 20 |
83.00 |
74.02 |
8.98 |
11.4% |
1.73 |
2.2% |
53% |
False |
False |
4,916 |
| 40 |
83.00 |
72.06 |
10.94 |
13.9% |
1.71 |
2.2% |
61% |
False |
False |
5,157 |
| 60 |
93.29 |
72.06 |
21.23 |
27.0% |
1.76 |
2.2% |
32% |
False |
False |
5,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.64 |
|
2.618 |
83.99 |
|
1.618 |
82.37 |
|
1.000 |
81.37 |
|
0.618 |
80.75 |
|
HIGH |
79.75 |
|
0.618 |
79.13 |
|
0.500 |
78.94 |
|
0.382 |
78.75 |
|
LOW |
78.13 |
|
0.618 |
77.13 |
|
1.000 |
76.51 |
|
1.618 |
75.51 |
|
2.618 |
73.89 |
|
4.250 |
71.25 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.94 |
78.83 |
| PP |
78.88 |
78.80 |
| S1 |
78.81 |
78.78 |
|