NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 76.01 78.02 2.01 2.6% 73.36
High 78.18 78.90 0.72 0.9% 77.51
Low 75.12 77.24 2.12 2.8% 72.15
Close 77.98 77.79 -0.19 -0.2% 77.07
Range 3.06 1.66 -1.40 -45.8% 5.36
ATR 2.29 2.25 -0.05 -2.0% 0.00
Volume 34,297 37,484 3,187 9.3% 117,002
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.96 82.03 78.70
R3 81.30 80.37 78.25
R2 79.64 79.64 78.09
R1 78.71 78.71 77.94 78.35
PP 77.98 77.98 77.98 77.79
S1 77.05 77.05 77.64 76.69
S2 76.32 76.32 77.49
S3 74.66 75.39 77.33
S4 73.00 73.73 76.88
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 78.90 75.12 3.78 4.9% 1.90 2.4% 71% True False 33,074
10 78.90 72.15 6.75 8.7% 2.26 2.9% 84% True False 33,108
20 81.51 72.15 9.36 12.0% 2.12 2.7% 60% False False 28,262
40 81.51 70.35 11.16 14.3% 2.30 3.0% 67% False False 24,269
60 92.75 70.35 22.40 28.8% 2.28 2.9% 33% False False 21,828
80 92.75 70.35 22.40 28.8% 2.04 2.6% 33% False False 19,115
100 92.75 70.35 22.40 28.8% 1.89 2.4% 33% False False 16,227
120 92.75 70.35 22.40 28.8% 1.79 2.3% 33% False False 14,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.65
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.96
2.618 83.25
1.618 81.59
1.000 80.56
0.618 79.93
HIGH 78.90
0.618 78.27
0.500 78.07
0.382 77.87
LOW 77.24
0.618 76.21
1.000 75.58
1.618 74.55
2.618 72.89
4.250 70.19
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 78.07 77.53
PP 77.98 77.27
S1 77.88 77.01

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

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