NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 72.06 72.07 0.01 0.0% 79.00
High 73.86 74.92 1.06 1.4% 79.38
Low 71.09 71.44 0.35 0.5% 71.62
Close 71.98 74.07 2.09 2.9% 72.14
Range 2.77 3.48 0.71 25.6% 7.76
ATR 2.44 2.52 0.07 3.0% 0.00
Volume 256,171 325,727 69,556 27.2% 1,625,861
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.92 82.47 75.98
R3 80.44 78.99 75.03
R2 76.96 76.96 74.71
R1 75.51 75.51 74.39 76.24
PP 73.48 73.48 73.48 73.84
S1 72.03 72.03 73.75 72.76
S2 70.00 70.00 73.43
S3 66.52 68.55 73.11
S4 63.04 65.07 72.16
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 97.66 92.66 76.41
R3 89.90 84.90 74.27
R2 82.14 82.14 73.56
R1 77.14 77.14 72.85 75.76
PP 74.38 74.38 74.38 73.69
S1 69.38 69.38 71.43 68.00
S2 66.62 66.62 70.72
S3 58.86 61.62 70.01
S4 51.10 53.86 67.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.83 71.09 5.74 7.7% 2.76 3.7% 52% False False 333,599
10 79.38 71.09 8.29 11.2% 2.58 3.5% 36% False False 311,869
20 79.94 71.09 8.85 11.9% 2.33 3.1% 34% False False 252,400
40 83.26 68.59 14.67 19.8% 2.54 3.4% 37% False False 181,289
60 91.38 68.59 22.79 30.8% 2.44 3.3% 24% False False 141,721
80 91.38 68.59 22.79 30.8% 2.22 3.0% 24% False False 110,849
100 91.38 68.59 22.79 30.8% 2.11 2.9% 24% False False 90,299
120 91.38 68.59 22.79 30.8% 2.05 2.8% 24% False False 76,182
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 0.55
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 89.71
2.618 84.03
1.618 80.55
1.000 78.40
0.618 77.07
HIGH 74.92
0.618 73.59
0.500 73.18
0.382 72.77
LOW 71.44
0.618 69.29
1.000 67.96
1.618 65.81
2.618 62.33
4.250 56.65
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 73.77 73.72
PP 73.48 73.36
S1 73.18 73.01

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

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