NYMEX Light Sweet Crude Oil Future August 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
75.72 |
76.40 |
0.68 |
0.9% |
76.30 |
| High |
77.69 |
77.57 |
-0.12 |
-0.2% |
78.15 |
| Low |
75.50 |
75.65 |
0.15 |
0.2% |
74.25 |
| Close |
76.54 |
77.44 |
0.90 |
1.2% |
76.01 |
| Range |
2.19 |
1.92 |
-0.27 |
-12.3% |
3.90 |
| ATR |
2.33 |
2.30 |
-0.03 |
-1.2% |
0.00 |
| Volume |
225,250 |
169,548 |
-55,702 |
-24.7% |
1,671,342 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.65 |
81.96 |
78.50 |
|
| R3 |
80.73 |
80.04 |
77.97 |
|
| R2 |
78.81 |
78.81 |
77.79 |
|
| R1 |
78.12 |
78.12 |
77.62 |
78.47 |
| PP |
76.89 |
76.89 |
76.89 |
77.06 |
| S1 |
76.20 |
76.20 |
77.26 |
76.55 |
| S2 |
74.97 |
74.97 |
77.09 |
|
| S3 |
73.05 |
74.28 |
76.91 |
|
| S4 |
71.13 |
72.36 |
76.38 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.84 |
85.82 |
78.16 |
|
| R3 |
83.94 |
81.92 |
77.08 |
|
| R2 |
80.04 |
80.04 |
76.73 |
|
| R1 |
78.02 |
78.02 |
76.37 |
77.08 |
| PP |
76.14 |
76.14 |
76.14 |
75.67 |
| S1 |
74.12 |
74.12 |
75.65 |
73.18 |
| S2 |
72.24 |
72.24 |
75.30 |
|
| S3 |
68.34 |
70.22 |
74.94 |
|
| S4 |
64.44 |
66.32 |
73.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.15 |
75.25 |
2.90 |
3.7% |
2.02 |
2.6% |
76% |
False |
False |
297,416 |
| 10 |
78.15 |
71.44 |
6.71 |
8.7% |
2.17 |
2.8% |
89% |
False |
False |
300,634 |
| 20 |
79.38 |
71.09 |
8.29 |
10.7% |
2.28 |
2.9% |
77% |
False |
False |
304,251 |
| 40 |
79.94 |
68.59 |
11.35 |
14.7% |
2.38 |
3.1% |
78% |
False |
False |
225,675 |
| 60 |
91.38 |
68.59 |
22.79 |
29.4% |
2.49 |
3.2% |
39% |
False |
False |
178,512 |
| 80 |
91.38 |
68.59 |
22.79 |
29.4% |
2.26 |
2.9% |
39% |
False |
False |
143,123 |
| 100 |
91.38 |
68.59 |
22.79 |
29.4% |
2.13 |
2.8% |
39% |
False |
False |
116,527 |
| 120 |
91.38 |
68.59 |
22.79 |
29.4% |
2.12 |
2.7% |
39% |
False |
False |
98,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.73 |
|
2.618 |
82.60 |
|
1.618 |
80.68 |
|
1.000 |
79.49 |
|
0.618 |
78.76 |
|
HIGH |
77.57 |
|
0.618 |
76.84 |
|
0.500 |
76.61 |
|
0.382 |
76.38 |
|
LOW |
75.65 |
|
0.618 |
74.46 |
|
1.000 |
73.73 |
|
1.618 |
72.54 |
|
2.618 |
70.62 |
|
4.250 |
67.49 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
77.16 |
77.12 |
| PP |
76.89 |
76.79 |
| S1 |
76.61 |
76.47 |
|