NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 77.69 76.47 -1.22 -1.6% 77.21
High 77.90 78.54 0.64 0.8% 78.90
Low 76.03 76.36 0.33 0.4% 75.12
Close 76.80 77.29 0.49 0.6% 76.80
Range 1.87 2.18 0.31 16.6% 3.78
ATR 2.22 2.21 0.00 -0.1% 0.00
Volume 37,826 28,430 -9,396 -24.8% 188,564
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.94 82.79 78.49
R3 81.76 80.61 77.89
R2 79.58 79.58 77.69
R1 78.43 78.43 77.49 79.01
PP 77.40 77.40 77.40 77.68
S1 76.25 76.25 77.09 76.83
S2 75.22 75.22 76.89
S3 73.04 74.07 76.69
S4 70.86 71.89 76.09
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% 2.20 2.8% 57% False False 36,525
10 78.90 72.15 6.75 8.7% 2.16 2.8% 76% False False 33,399
20 81.51 72.15 9.36 12.1% 2.21 2.9% 55% False False 30,232
40 81.51 70.35 11.16 14.4% 2.24 2.9% 62% False False 25,685
60 92.75 70.35 22.40 29.0% 2.31 3.0% 31% False False 23,063
80 92.75 70.35 22.40 29.0% 2.06 2.7% 31% False False 20,349
100 92.75 70.35 22.40 29.0% 1.91 2.5% 31% False False 17,200
120 92.75 70.35 22.40 29.0% 1.82 2.4% 31% False False 14,979
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 True
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.81
2.618 84.25
1.618 82.07
1.000 80.72
0.618 79.89
HIGH 78.54
0.618 77.71
0.500 77.45
0.382 77.19
LOW 76.36
0.618 75.01
1.000 74.18
1.618 72.83
2.618 70.65
4.250 67.10
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 77.45 77.29
PP 77.40 77.29
S1 77.34 77.29

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

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