NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 77.61 77.21 -0.40 -0.5% 72.59
High 78.55 78.05 -0.50 -0.6% 77.03
Low 76.83 75.80 -1.03 -1.3% 71.47
Close 77.45 77.01 -0.44 -0.6% 76.63
Range 1.72 2.25 0.53 30.8% 5.56
ATR 2.34 2.34 -0.01 -0.3% 0.00
Volume 175,713 187,505 11,792 6.7% 386,669
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.70 82.61 78.25
R3 81.45 80.36 77.63
R2 79.20 79.20 77.42
R1 78.11 78.11 77.22 77.53
PP 76.95 76.95 76.95 76.67
S1 75.86 75.86 76.80 75.28
S2 74.70 74.70 76.60
S3 72.45 73.61 76.39
S4 70.20 71.36 75.77
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% 2.09 2.7% 60% False False 151,068
10 78.55 71.47 7.08 9.2% 2.36 3.1% 78% False False 122,257
20 80.82 71.47 9.35 12.1% 2.23 2.9% 59% False False 96,127
40 80.82 69.62 11.20 14.5% 2.39 3.1% 66% False False 77,593
60 92.21 69.62 22.59 29.3% 2.41 3.1% 33% False False 65,283
80 92.21 69.62 22.59 29.3% 2.15 2.8% 33% False False 54,582
100 92.21 69.62 22.59 29.3% 2.07 2.7% 33% False False 45,389
120 92.21 69.62 22.59 29.3% 2.02 2.6% 33% False False 38,777
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.61
2.618 83.94
1.618 81.69
1.000 80.30
0.618 79.44
HIGH 78.05
0.618 77.19
0.500 76.93
0.382 76.66
LOW 75.80
0.618 74.41
1.000 73.55
1.618 72.16
2.618 69.91
4.250 66.24
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 76.98 76.88
PP 76.95 76.75
S1 76.93 76.63

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

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