NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 75.75 76.98 1.23 1.6% 73.36
High 77.00 77.51 0.51 0.7% 77.51
Low 75.50 76.07 0.57 0.8% 72.15
Close 76.58 77.07 0.49 0.6% 77.07
Range 1.50 1.44 -0.06 -4.0% 5.36
ATR 2.32 2.26 -0.06 -2.7% 0.00
Volume 25,034 34,191 9,157 36.6% 117,002
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.20 80.58 77.86
R3 79.76 79.14 77.47
R2 78.32 78.32 77.33
R1 77.70 77.70 77.20 78.01
PP 76.88 76.88 76.88 77.04
S1 76.26 76.26 76.94 76.57
S2 75.44 75.44 76.81
S3 74.00 74.82 76.67
S4 72.56 73.38 76.28
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.66 89.72 80.02
R3 86.30 84.36 78.54
R2 80.94 80.94 78.05
R1 79.00 79.00 77.56 79.97
PP 75.58 75.58 75.58 76.06
S1 73.64 73.64 76.58 74.61
S2 70.22 70.22 76.09
S3 64.86 68.28 75.60
S4 59.50 62.92 74.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.51 72.15 5.36 7.0% 2.10 2.7% 92% True False 33,175
10 80.40 72.15 8.25 10.7% 2.39 3.1% 60% False False 29,546
20 81.51 72.15 9.36 12.1% 2.09 2.7% 53% False False 25,946
40 85.35 70.35 15.00 19.5% 2.36 3.1% 45% False False 23,100
60 92.75 70.35 22.40 29.1% 2.25 2.9% 30% False False 20,877
80 92.75 70.35 22.40 29.1% 1.98 2.6% 30% False False 18,002
100 92.75 70.35 22.40 29.1% 1.87 2.4% 30% False False 15,256
120 92.75 70.35 22.40 29.1% 1.77 2.3% 30% False False 13,304
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 10 trading days
Fibonacci Retracements and Extensions
4.250 83.63
2.618 81.28
1.618 79.84
1.000 78.95
0.618 78.40
HIGH 77.51
0.618 76.96
0.500 76.79
0.382 76.62
LOW 76.07
0.618 75.18
1.000 74.63
1.618 73.74
2.618 72.30
4.250 69.95
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 76.98 76.39
PP 76.88 75.72
S1 76.79 75.04

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

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