NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 72.51 75.37 2.86 3.9% 79.61
High 75.46 76.55 1.09 1.4% 79.97
Low 71.97 74.95 2.98 4.1% 72.08
Close 74.64 76.03 1.39 1.9% 72.60
Range 3.49 1.60 -1.89 -54.2% 7.89
ATR 2.48 2.44 -0.04 -1.6% 0.00
Volume 93,843 92,046 -1,797 -1.9% 407,620
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 80.64 79.94 76.91
R3 79.04 78.34 76.47
R2 77.44 77.44 76.32
R1 76.74 76.74 76.18 77.09
PP 75.84 75.84 75.84 76.02
S1 75.14 75.14 75.88 75.49
S2 74.24 74.24 75.74
S3 72.64 73.54 75.59
S4 71.04 71.94 75.15
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 76.55 71.47 5.08 6.7% 2.62 3.5% 90% True False 93,446
10 79.97 71.47 8.50 11.2% 2.47 3.2% 54% False False 82,967
20 80.82 71.47 9.35 12.3% 2.23 2.9% 49% False False 75,431
40 84.50 69.62 14.88 19.6% 2.47 3.2% 43% False False 64,423
60 92.21 69.62 22.59 29.7% 2.37 3.1% 28% False False 55,749
80 92.21 69.62 22.59 29.7% 2.14 2.8% 28% False False 45,699
100 92.21 69.62 22.59 29.7% 2.05 2.7% 28% False False 38,099
120 92.21 69.62 22.59 29.7% 1.98 2.6% 28% False False 32,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.35
2.618 80.74
1.618 79.14
1.000 78.15
0.618 77.54
HIGH 76.55
0.618 75.94
0.500 75.75
0.382 75.56
LOW 74.95
0.618 73.96
1.000 73.35
1.618 72.36
2.618 70.76
4.250 68.15
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 75.94 75.36
PP 75.84 74.68
S1 75.75 74.01

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

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