NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 76.63 75.50 -1.13 -1.5% 72.59
High 76.94 77.80 0.86 1.1% 77.03
Low 75.03 74.70 -0.33 -0.4% 71.47
Close 75.44 77.59 2.15 2.8% 76.63
Range 1.91 3.10 1.19 62.3% 5.56
ATR 2.34 2.39 0.05 2.3% 0.00
Volume 122,119 142,727 20,608 16.9% 386,669
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.00 84.89 79.30
R3 82.90 81.79 78.44
R2 79.80 79.80 78.16
R1 78.69 78.69 77.87 79.25
PP 76.70 76.70 76.70 76.97
S1 75.59 75.59 77.31 76.15
S2 73.60 73.60 77.02
S3 70.50 72.49 76.74
S4 67.40 69.39 75.89
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 77.80 71.97 5.83 7.5% 2.32 3.0% 96% True False 115,602
10 78.95 71.47 7.48 9.6% 2.51 3.2% 82% False False 98,995
20 80.82 71.47 9.35 12.1% 2.24 2.9% 65% False False 83,782
40 80.82 69.62 11.20 14.4% 2.45 3.2% 71% False False 70,710
60 92.21 69.62 22.59 29.1% 2.40 3.1% 35% False False 60,163
80 92.21 69.62 22.59 29.1% 2.17 2.8% 35% False False 50,287
100 92.21 69.62 22.59 29.1% 2.05 2.6% 35% False False 41,901
120 92.21 69.62 22.59 29.1% 2.02 2.6% 35% False False 35,828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 90.98
2.618 85.92
1.618 82.82
1.000 80.90
0.618 79.72
HIGH 77.80
0.618 76.62
0.500 76.25
0.382 75.88
LOW 74.70
0.618 72.78
1.000 71.60
1.618 69.68
2.618 66.58
4.250 61.53
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 77.14 77.14
PP 76.70 76.70
S1 76.25 76.25

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

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