NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 78.25 78.95 0.70 0.9% 78.98
High 79.05 81.77 2.72 3.4% 79.69
Low 76.83 78.83 2.00 2.6% 75.90
Close 78.95 81.34 2.39 3.0% 78.95
Range 2.22 2.94 0.72 32.4% 3.79
ATR 2.22 2.27 0.05 2.3% 0.00
Volume 350,581 294,425 -56,156 -16.0% 1,529,994
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.47 88.34 82.96
R3 86.53 85.40 82.15
R2 83.59 83.59 81.88
R1 82.46 82.46 81.61 83.03
PP 80.65 80.65 80.65 80.93
S1 79.52 79.52 81.07 80.09
S2 77.71 77.71 80.80
S3 74.77 76.58 80.53
S4 71.83 73.64 79.72
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 81.77 75.90 5.87 7.2% 2.43 3.0% 93% True False 312,935
10 81.77 75.90 5.87 7.2% 2.22 2.7% 93% True False 310,019
20 81.77 71.47 10.30 12.7% 2.24 2.8% 96% True False 223,933
40 81.77 71.47 10.30 12.7% 2.20 2.7% 96% True False 148,586
60 84.50 69.62 14.88 18.3% 2.38 2.9% 79% False False 115,175
80 92.21 69.62 22.59 27.8% 2.29 2.8% 52% False False 96,003
100 92.21 69.62 22.59 27.8% 2.13 2.6% 52% False False 79,020
120 92.21 69.62 22.59 27.8% 2.06 2.5% 52% False False 67,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.27
2.618 89.47
1.618 86.53
1.000 84.71
0.618 83.59
HIGH 81.77
0.618 80.65
0.500 80.30
0.382 79.95
LOW 78.83
0.618 77.01
1.000 75.89
1.618 74.07
2.618 71.13
4.250 66.34
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 80.99 80.60
PP 80.65 79.85
S1 80.30 79.11

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

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