NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 78.92 77.08 -1.84 -2.3% 76.07
High 79.69 77.56 -2.13 -2.7% 79.60
Low 76.79 75.90 -0.89 -1.2% 75.85
Close 77.50 76.99 -0.51 -0.7% 78.98
Range 2.90 1.66 -1.24 -42.8% 3.75
ATR 2.25 2.20 -0.04 -1.9% 0.00
Volume 227,656 377,844 150,188 66.0% 1,436,664
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.80 81.05 77.90
R3 80.14 79.39 77.45
R2 78.48 78.48 77.29
R1 77.73 77.73 77.14 77.28
PP 76.82 76.82 76.82 76.59
S1 76.07 76.07 76.84 75.62
S2 75.16 75.16 76.69
S3 73.50 74.41 76.53
S4 71.84 72.75 76.08
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.39 87.94 81.04
R3 85.64 84.19 80.01
R2 81.89 81.89 79.67
R1 80.44 80.44 79.32 81.17
PP 78.14 78.14 78.14 78.51
S1 76.69 76.69 78.64 77.42
S2 74.39 74.39 78.29
S3 70.64 72.94 77.95
S4 66.89 69.19 76.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.69 75.90 3.79 4.9% 2.06 2.7% 29% False True 309,293
10 79.69 75.62 4.07 5.3% 2.10 2.7% 34% False False 269,227
20 79.69 71.47 8.22 10.7% 2.24 2.9% 67% False False 189,993
40 80.82 71.47 9.35 12.1% 2.24 2.9% 59% False False 129,131
60 91.73 69.62 22.11 28.7% 2.47 3.2% 33% False False 101,266
80 92.21 69.62 22.59 29.3% 2.23 2.9% 33% False False 84,800
100 92.21 69.62 22.59 29.3% 2.10 2.7% 33% False False 69,722
120 92.21 69.62 22.59 29.3% 2.07 2.7% 33% False False 59,297
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 True
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.62
2.618 81.91
1.618 80.25
1.000 79.22
0.618 78.59
HIGH 77.56
0.618 76.93
0.500 76.73
0.382 76.53
LOW 75.90
0.618 74.87
1.000 74.24
1.618 73.21
2.618 71.55
4.250 68.85
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 76.90 77.80
PP 76.82 77.53
S1 76.73 77.26

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

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