NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 75.19 75.75 0.56 0.7% 79.48
High 75.64 77.00 1.36 1.8% 80.40
Low 72.57 75.50 2.93 4.0% 72.57
Close 75.19 76.58 1.39 1.8% 73.06
Range 3.07 1.50 -1.57 -51.1% 7.83
ATR 2.36 2.32 -0.04 -1.7% 0.00
Volume 28,559 25,034 -3,525 -12.3% 157,712
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 80.86 80.22 77.41
R3 79.36 78.72 76.99
R2 77.86 77.86 76.86
R1 77.22 77.22 76.72 77.54
PP 76.36 76.36 76.36 76.52
S1 75.72 75.72 76.44 76.04
S2 74.86 74.86 76.31
S3 73.36 74.22 76.17
S4 71.86 72.72 75.76
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 77.00 72.15 4.85 6.3% 2.46 3.2% 91% True False 32,298
10 80.40 72.15 8.25 10.8% 2.36 3.1% 54% False False 29,834
20 81.51 72.15 9.36 12.2% 2.13 2.8% 47% False False 25,472
40 85.35 70.35 15.00 19.6% 2.36 3.1% 42% False False 22,692
60 92.75 70.35 22.40 29.3% 2.24 2.9% 28% False False 20,730
80 92.75 70.35 22.40 29.3% 1.98 2.6% 28% False False 17,599
100 92.75 70.35 22.40 29.3% 1.87 2.4% 28% False False 14,943
120 92.75 70.35 22.40 29.3% 1.77 2.3% 28% False False 13,028
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.63
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.38
2.618 80.93
1.618 79.43
1.000 78.50
0.618 77.93
HIGH 77.00
0.618 76.43
0.500 76.25
0.382 76.07
LOW 75.50
0.618 74.57
1.000 74.00
1.618 73.07
2.618 71.57
4.250 69.13
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 76.47 75.91
PP 76.36 75.24
S1 76.25 74.58

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

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