NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 75.50 77.61 2.11 2.8% 72.59
High 77.80 78.55 0.75 1.0% 77.03
Low 74.70 76.83 2.13 2.9% 71.47
Close 77.59 77.45 -0.14 -0.2% 76.63
Range 3.10 1.72 -1.38 -44.5% 5.56
ATR 2.39 2.34 -0.05 -2.0% 0.00
Volume 142,727 175,713 32,986 23.1% 386,669
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.77 81.83 78.40
R3 81.05 80.11 77.92
R2 79.33 79.33 77.77
R1 78.39 78.39 77.61 78.00
PP 77.61 77.61 77.61 77.42
S1 76.67 76.67 77.29 76.28
S2 75.89 75.89 77.13
S3 74.17 74.95 76.98
S4 72.45 73.23 76.50
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 78.55 74.70 3.85 5.0% 1.96 2.5% 71% True False 131,976
10 78.55 71.47 7.08 9.1% 2.37 3.1% 84% True False 110,759
20 80.82 71.47 9.35 12.1% 2.21 2.9% 64% False False 89,635
40 80.82 69.62 11.20 14.5% 2.41 3.1% 70% False False 74,019
60 92.21 69.62 22.59 29.2% 2.39 3.1% 35% False False 62,534
80 92.21 69.62 22.59 29.2% 2.16 2.8% 35% False False 52,349
100 92.21 69.62 22.59 29.2% 2.05 2.7% 35% False False 43,595
120 92.21 69.62 22.59 29.2% 2.02 2.6% 35% False False 37,244
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.86
2.618 83.05
1.618 81.33
1.000 80.27
0.618 79.61
HIGH 78.55
0.618 77.89
0.500 77.69
0.382 77.49
LOW 76.83
0.618 75.77
1.000 75.11
1.618 74.05
2.618 72.33
4.250 69.52
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 77.69 77.18
PP 77.61 76.90
S1 77.53 76.63

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

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