NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 76.89 78.25 1.36 1.8% 78.98
High 78.89 79.05 0.16 0.2% 79.69
Low 76.45 76.83 0.38 0.5% 75.90
Close 78.36 78.95 0.59 0.8% 78.95
Range 2.44 2.22 -0.22 -9.0% 3.79
ATR 2.22 2.22 0.00 0.0% 0.00
Volume 314,173 350,581 36,408 11.6% 1,529,994
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.94 84.16 80.17
R3 82.72 81.94 79.56
R2 80.50 80.50 79.36
R1 79.72 79.72 79.15 80.11
PP 78.28 78.28 78.28 78.47
S1 77.50 77.50 78.75 77.89
S2 76.06 76.06 78.54
S3 73.84 75.28 78.34
S4 71.62 73.06 77.73
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.55 88.04 81.03
R3 85.76 84.25 79.99
R2 81.97 81.97 79.64
R1 80.46 80.46 79.30 79.32
PP 78.18 78.18 78.18 77.61
S1 76.67 76.67 78.60 75.53
S2 74.39 74.39 78.26
S3 70.60 72.88 77.91
S4 66.81 69.09 76.87
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 4.8% 2.10 2.7% 80% False False 305,998
10 79.69 75.85 3.84 4.9% 2.15 2.7% 81% False False 296,665
20 79.69 71.47 8.22 10.4% 2.18 2.8% 91% False False 214,629
40 80.82 71.47 9.35 11.8% 2.25 2.8% 80% False False 143,137
60 85.75 69.62 16.13 20.4% 2.42 3.1% 58% False False 111,081
80 92.21 69.62 22.59 28.6% 2.26 2.9% 41% False False 92,700
100 92.21 69.62 22.59 28.6% 2.12 2.7% 41% False False 76,183
120 92.21 69.62 22.59 28.6% 2.06 2.6% 41% False False 64,629
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.49
2.618 84.86
1.618 82.64
1.000 81.27
0.618 80.42
HIGH 79.05
0.618 78.20
0.500 77.94
0.382 77.68
LOW 76.83
0.618 75.46
1.000 74.61
1.618 73.24
2.618 71.02
4.250 67.40
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 78.61 78.46
PP 78.28 77.97
S1 77.94 77.48

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

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