NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 76.44 76.63 0.19 0.2% 72.59
High 77.03 76.94 -0.09 -0.1% 77.03
Low 75.54 75.03 -0.51 -0.7% 71.47
Close 76.63 75.44 -1.19 -1.6% 76.63
Range 1.49 1.91 0.42 28.2% 5.56
ATR 2.37 2.34 -0.03 -1.4% 0.00
Volume 127,276 122,119 -5,157 -4.1% 386,669
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.53 80.40 76.49
R3 79.62 78.49 75.97
R2 77.71 77.71 75.79
R1 76.58 76.58 75.62 76.19
PP 75.80 75.80 75.80 75.61
S1 74.67 74.67 75.26 74.28
S2 73.89 73.89 75.09
S3 71.98 72.76 74.91
S4 70.07 70.85 74.39
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.72 89.74 79.69
R3 86.16 84.18 78.16
R2 80.60 80.60 77.65
R1 78.62 78.62 77.14 79.61
PP 75.04 75.04 75.04 75.54
S1 73.06 73.06 76.12 74.05
S2 69.48 69.48 75.61
S3 63.92 67.50 75.10
S4 58.36 61.94 73.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.03 71.47 5.56 7.4% 2.28 3.0% 71% False False 101,757
10 79.97 71.47 8.50 11.3% 2.36 3.1% 47% False False 91,640
20 80.82 71.47 9.35 12.4% 2.18 2.9% 42% False False 80,590
40 82.50 69.62 12.88 17.1% 2.47 3.3% 45% False False 68,507
60 92.21 69.62 22.59 29.9% 2.39 3.2% 26% False False 58,305
80 92.21 69.62 22.59 29.9% 2.14 2.8% 26% False False 48,615
100 92.21 69.62 22.59 29.9% 2.05 2.7% 26% False False 40,519
120 92.21 69.62 22.59 29.9% 1.99 2.6% 26% False False 34,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.06
2.618 81.94
1.618 80.03
1.000 78.85
0.618 78.12
HIGH 76.94
0.618 76.21
0.500 75.99
0.382 75.76
LOW 75.03
0.618 73.85
1.000 73.12
1.618 71.94
2.618 70.03
4.250 66.91
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 75.99 75.99
PP 75.80 75.81
S1 75.62 75.62

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

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