NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 77.26 76.07 -1.19 -1.5% 76.63
High 77.53 78.10 0.57 0.7% 78.55
Low 75.62 75.85 0.23 0.3% 74.70
Close 76.38 76.90 0.52 0.7% 76.38
Range 1.91 2.25 0.34 17.8% 3.85
ATR 2.31 2.30 0.00 -0.2% 0.00
Volume 202,862 160,890 -41,972 -20.7% 830,926
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.70 82.55 78.14
R3 81.45 80.30 77.52
R2 79.20 79.20 77.31
R1 78.05 78.05 77.11 78.63
PP 76.95 76.95 76.95 77.24
S1 75.80 75.80 76.69 76.38
S2 74.70 74.70 76.49
S3 72.45 73.55 76.28
S4 70.20 71.30 75.66
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.09 86.09 78.50
R3 84.24 82.24 77.44
R2 80.39 80.39 77.09
R1 78.39 78.39 76.73 77.47
PP 76.54 76.54 76.54 76.08
S1 74.54 74.54 76.03 73.62
S2 72.69 72.69 75.67
S3 68.84 70.69 75.32
S4 64.99 66.84 74.26
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% 2.25 2.9% 57% False False 173,939
10 78.55 71.47 7.08 9.2% 2.26 2.9% 77% False False 137,848
20 80.82 71.47 9.35 12.2% 2.29 3.0% 58% False False 106,312
40 80.82 69.62 11.20 14.6% 2.35 3.1% 65% False False 83,966
60 92.21 69.62 22.59 29.4% 2.42 3.2% 32% False False 70,194
80 92.21 69.62 22.59 29.4% 2.18 2.8% 32% False False 58,963
100 92.21 69.62 22.59 29.4% 2.08 2.7% 32% False False 48,839
120 92.21 69.62 22.59 29.4% 2.05 2.7% 32% False False 41,721
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 True
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.66
2.618 83.99
1.618 81.74
1.000 80.35
0.618 79.49
HIGH 78.10
0.618 77.24
0.500 76.98
0.382 76.71
LOW 75.85
0.618 74.46
1.000 73.60
1.618 72.21
2.618 69.96
4.250 66.29
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 76.98 76.89
PP 76.95 76.87
S1 76.93 76.86

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

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