NYMEX Light Sweet Crude Oil Future October 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 73.36 75.19 1.83 2.5% 79.48
High 74.83 75.64 0.81 1.1% 80.40
Low 72.15 72.57 0.42 0.6% 72.57
Close 73.06 75.19 2.13 2.9% 73.06
Range 2.68 3.07 0.39 14.6% 7.83
ATR 2.31 2.36 0.05 2.4% 0.00
Volume 29,218 28,559 -659 -2.3% 157,712
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.68 82.50 76.88
R3 80.61 79.43 76.03
R2 77.54 77.54 75.75
R1 76.36 76.36 75.47 76.73
PP 74.47 74.47 74.47 74.65
S1 73.29 73.29 74.91 73.66
S2 71.40 71.40 74.63
S3 68.33 70.22 74.35
S4 65.26 67.15 73.50
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 98.83 93.78 77.37
R3 91.00 85.95 75.21
R2 83.17 83.17 74.50
R1 78.12 78.12 73.78 76.73
PP 75.34 75.34 75.34 74.65
S1 70.29 70.29 72.34 68.90
S2 67.51 67.51 71.62
S3 59.68 62.46 70.91
S4 51.85 54.63 68.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.82 72.15 5.67 7.5% 2.62 3.5% 54% False False 33,142
10 80.40 72.15 8.25 11.0% 2.48 3.3% 37% False False 29,308
20 81.51 72.15 9.36 12.4% 2.18 2.9% 32% False False 25,741
40 85.35 70.35 15.00 19.9% 2.37 3.1% 32% False False 22,457
60 92.75 70.35 22.40 29.8% 2.24 3.0% 22% False False 20,621
80 92.75 70.35 22.40 29.8% 1.97 2.6% 22% False False 17,344
100 92.75 70.35 22.40 29.8% 1.88 2.5% 22% False False 14,721
120 92.75 70.35 22.40 29.8% 1.77 2.3% 22% False False 12,840
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.69
2.618 83.68
1.618 80.61
1.000 78.71
0.618 77.54
HIGH 75.64
0.618 74.47
0.500 74.11
0.382 73.74
LOW 72.57
0.618 70.67
1.000 69.50
1.618 67.60
2.618 64.53
4.250 59.52
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 74.83 74.76
PP 74.47 74.33
S1 74.11 73.90

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

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