NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 77.32 77.69 0.37 0.5% 77.21
High 78.43 77.90 -0.53 -0.7% 78.90
Low 76.20 76.03 -0.17 -0.2% 75.12
Close 77.38 76.80 -0.58 -0.7% 76.80
Range 2.23 1.87 -0.36 -16.1% 3.78
ATR 2.24 2.22 -0.03 -1.2% 0.00
Volume 44,590 37,826 -6,764 -15.2% 188,564
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.52 81.53 77.83
R3 80.65 79.66 77.31
R2 78.78 78.78 77.14
R1 77.79 77.79 76.97 77.35
PP 76.91 76.91 76.91 76.69
S1 75.92 75.92 76.63 75.48
S2 75.04 75.04 76.46
S3 73.17 74.05 76.29
S4 71.30 72.18 75.77
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.28 86.32 78.88
R3 84.50 82.54 77.84
R2 80.72 80.72 77.49
R1 78.76 78.76 77.15 77.85
PP 76.94 76.94 76.94 76.49
S1 74.98 74.98 76.45 74.07
S2 73.16 73.16 76.11
S3 69.38 71.20 75.76
S4 65.60 67.42 74.72
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% 2.14 2.8% 44% False False 37,712
10 78.90 72.15 6.75 8.8% 2.12 2.8% 69% False False 35,444
20 81.51 72.15 9.36 12.2% 2.17 2.8% 50% False False 30,282
40 81.51 70.35 11.16 14.5% 2.29 3.0% 58% False False 25,458
60 92.75 70.35 22.40 29.2% 2.31 3.0% 29% False False 22,848
80 92.75 70.35 22.40 29.2% 2.04 2.7% 29% False False 20,026
100 92.75 70.35 22.40 29.2% 1.91 2.5% 29% False False 16,946
120 92.75 70.35 22.40 29.2% 1.82 2.4% 29% False False 14,762
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 82.80
1.618 80.93
1.000 79.77
0.618 79.06
HIGH 77.90
0.618 77.19
0.500 76.97
0.382 76.74
LOW 76.03
0.618 74.87
1.000 74.16
1.618 73.00
2.618 71.13
4.250 68.08
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 76.97 77.47
PP 76.91 77.24
S1 76.86 77.02

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

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