NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 77.85 76.43 -1.42 -1.8% 76.63
High 78.57 79.42 0.85 1.1% 78.55
Low 76.20 76.16 -0.04 -0.1% 74.70
Close 76.56 79.30 2.74 3.6% 76.38
Range 2.37 3.26 0.89 37.6% 3.85
ATR 2.28 2.35 0.07 3.1% 0.00
Volume 285,817 322,410 36,593 12.8% 830,926
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.07 86.95 81.09
R3 84.81 83.69 80.20
R2 81.55 81.55 79.90
R1 80.43 80.43 79.60 80.99
PP 78.29 78.29 78.29 78.58
S1 77.17 77.17 79.00 77.73
S2 75.03 75.03 78.70
S3 71.77 73.91 78.40
S4 68.51 70.65 77.51
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 79.42 75.62 3.80 4.8% 2.34 2.9% 97% True False 256,142
10 79.42 74.70 4.72 6.0% 2.22 2.8% 97% True False 203,605
20 79.97 71.47 8.50 10.7% 2.34 3.0% 92% False False 143,286
40 80.82 71.27 9.55 12.0% 2.38 3.0% 84% False False 103,013
60 92.21 69.62 22.59 28.5% 2.47 3.1% 43% False False 83,870
80 92.21 69.62 22.59 28.5% 2.21 2.8% 43% False False 70,146
100 92.21 69.62 22.59 28.5% 2.09 2.6% 43% False False 57,801
120 92.21 69.62 22.59 28.5% 2.08 2.6% 43% False False 49,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 93.28
2.618 87.95
1.618 84.69
1.000 82.68
0.618 81.43
HIGH 79.42
0.618 78.17
0.500 77.79
0.382 77.41
LOW 76.16
0.618 74.15
1.000 72.90
1.618 70.89
2.618 67.63
4.250 62.31
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 78.80 78.77
PP 78.29 78.24
S1 77.79 77.71

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

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