NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 73.27 72.59 -0.68 -0.9% 79.61
High 73.88 74.36 0.48 0.6% 79.97
Low 72.08 71.47 -0.61 -0.8% 72.08
Close 72.60 72.51 -0.09 -0.1% 72.60
Range 1.80 2.89 1.09 60.6% 7.89
ATR 2.36 2.40 0.04 1.6% 0.00
Volume 108,331 73,504 -34,827 -32.1% 407,620
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.45 79.87 74.10
R3 78.56 76.98 73.30
R2 75.67 75.67 73.04
R1 74.09 74.09 72.77 73.44
PP 72.78 72.78 72.78 72.45
S1 71.20 71.20 72.25 70.55
S2 69.89 69.89 71.98
S3 67.00 68.31 71.72
S4 64.11 65.42 70.92
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 98.55 93.47 76.94
R3 90.66 85.58 74.77
R2 82.77 82.77 74.05
R1 77.69 77.69 73.32 76.29
PP 74.88 74.88 74.88 74.18
S1 69.80 69.80 71.88 68.40
S2 66.99 66.99 71.15
S3 59.10 61.91 70.43
S4 51.21 54.02 68.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.95 71.47 7.48 10.3% 2.71 3.7% 14% False True 82,389
10 79.97 71.47 8.50 11.7% 2.38 3.3% 12% False True 77,353
20 80.82 71.47 9.35 12.9% 2.18 3.0% 11% False True 73,732
40 84.50 69.62 14.88 20.5% 2.45 3.4% 19% False False 61,396
60 92.21 69.62 22.59 31.2% 2.32 3.2% 13% False False 54,174
80 92.21 69.62 22.59 31.2% 2.12 2.9% 13% False False 43,607
100 92.21 69.62 22.59 31.2% 2.04 2.8% 13% False False 36,335
120 92.21 69.62 22.59 31.2% 1.96 2.7% 13% False False 31,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.64
2.618 81.93
1.618 79.04
1.000 77.25
0.618 76.15
HIGH 74.36
0.618 73.26
0.500 72.92
0.382 72.57
LOW 71.47
0.618 69.68
1.000 68.58
1.618 66.79
2.618 63.90
4.250 59.19
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 72.92 73.71
PP 72.78 73.31
S1 72.65 72.91

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These figures are updated between 7pm and 10pm EST after a trading day.

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