NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 76.47 77.17 0.70 0.9% 77.21
High 78.54 78.22 -0.32 -0.4% 78.90
Low 76.36 76.40 0.04 0.1% 75.12
Close 77.29 77.92 0.63 0.8% 76.80
Range 2.18 1.82 -0.36 -16.5% 3.78
ATR 2.21 2.19 -0.03 -1.3% 0.00
Volume 28,430 45,519 17,089 60.1% 188,564
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.97 82.27 78.92
R3 81.15 80.45 78.42
R2 79.33 79.33 78.25
R1 78.63 78.63 78.09 78.98
PP 77.51 77.51 77.51 77.69
S1 76.81 76.81 77.75 77.16
S2 75.69 75.69 77.59
S3 73.87 74.99 77.42
S4 72.05 73.17 76.92
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 76.03 2.87 3.7% 1.95 2.5% 66% False False 38,769
10 78.90 72.57 6.33 8.1% 2.07 2.7% 85% False False 35,029
20 80.40 72.15 8.25 10.6% 2.19 2.8% 70% False False 31,731
40 81.51 70.35 11.16 14.3% 2.23 2.9% 68% False False 26,231
60 92.75 70.35 22.40 28.7% 2.31 3.0% 34% False False 23,558
80 92.75 70.35 22.40 28.7% 2.07 2.7% 34% False False 20,874
100 92.75 70.35 22.40 28.7% 1.91 2.4% 34% False False 17,631
120 92.75 70.35 22.40 28.7% 1.83 2.4% 34% False False 15,343
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.96
2.618 82.98
1.618 81.16
1.000 80.04
0.618 79.34
HIGH 78.22
0.618 77.52
0.500 77.31
0.382 77.10
LOW 76.40
0.618 75.28
1.000 74.58
1.618 73.46
2.618 71.64
4.250 68.67
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 77.72 77.71
PP 77.51 77.50
S1 77.31 77.29

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

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