NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 75.85 76.30 0.45 0.6% 72.06
High 76.48 76.43 -0.05 -0.1% 76.48
Low 75.00 74.52 -0.48 -0.6% 71.09
Close 76.09 74.95 -1.14 -1.5% 76.09
Range 1.48 1.91 0.43 29.1% 5.39
ATR 2.40 2.37 -0.04 -1.5% 0.00
Volume 325,813 269,887 -55,926 -17.2% 1,196,371
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.03 79.90 76.00
R3 79.12 77.99 75.48
R2 77.21 77.21 75.30
R1 76.08 76.08 75.13 75.69
PP 75.30 75.30 75.30 75.11
S1 74.17 74.17 74.77 73.78
S2 73.39 73.39 74.60
S3 71.48 72.26 74.42
S4 69.57 70.35 73.90
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.72 88.80 79.05
R3 85.33 83.41 77.57
R2 79.94 79.94 77.08
R1 78.02 78.02 76.58 78.98
PP 74.55 74.55 74.55 75.04
S1 72.63 72.63 75.60 73.59
S2 69.16 69.16 75.10
S3 63.77 67.24 74.61
S4 58.38 61.85 73.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.48 71.09 5.39 7.2% 2.25 3.0% 72% False False 293,251
10 79.38 71.09 8.29 11.1% 2.36 3.1% 47% False False 309,211
20 79.94 71.09 8.85 11.8% 2.20 2.9% 44% False False 268,726
40 81.30 68.59 12.71 17.0% 2.52 3.4% 50% False False 197,579
60 91.38 68.59 22.79 30.4% 2.46 3.3% 28% False False 153,593
80 91.38 68.59 22.79 30.4% 2.21 3.0% 28% False False 121,579
100 91.38 68.59 22.79 30.4% 2.11 2.8% 28% False False 99,018
120 91.38 68.59 22.79 30.4% 2.07 2.8% 28% False False 83,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.55
2.618 81.43
1.618 79.52
1.000 78.34
0.618 77.61
HIGH 76.43
0.618 75.70
0.500 75.48
0.382 75.25
LOW 74.52
0.618 73.34
1.000 72.61
1.618 71.43
2.618 69.52
4.250 66.40
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 75.48 75.43
PP 75.30 75.27
S1 75.13 75.11

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

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