NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 77.17 78.12 0.95 1.2% 77.21
High 78.22 78.92 0.70 0.9% 78.90
Low 76.40 76.64 0.24 0.3% 75.12
Close 77.92 77.00 -0.92 -1.2% 76.80
Range 1.82 2.28 0.46 25.3% 3.78
ATR 2.19 2.19 0.01 0.3% 0.00
Volume 45,519 48,055 2,536 5.6% 188,564
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.36 82.96 78.25
R3 82.08 80.68 77.63
R2 79.80 79.80 77.42
R1 78.40 78.40 77.21 77.96
PP 77.52 77.52 77.52 77.30
S1 76.12 76.12 76.79 75.68
S2 75.24 75.24 76.58
S3 72.96 73.84 76.37
S4 70.68 71.56 75.75
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 78.92 76.03 2.89 3.8% 2.08 2.7% 34% True False 40,884
10 78.92 75.12 3.80 4.9% 1.99 2.6% 49% True False 36,979
20 80.40 72.15 8.25 10.7% 2.23 2.9% 59% False False 33,143
40 81.51 70.35 11.16 14.5% 2.26 2.9% 60% False False 26,922
60 92.75 70.35 22.40 29.1% 2.33 3.0% 30% False False 24,058
80 92.75 70.35 22.40 29.1% 2.09 2.7% 30% False False 21,426
100 92.75 70.35 22.40 29.1% 1.91 2.5% 30% False False 18,074
120 92.75 70.35 22.40 29.1% 1.85 2.4% 30% False False 15,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.61
2.618 84.89
1.618 82.61
1.000 81.20
0.618 80.33
HIGH 78.92
0.618 78.05
0.500 77.78
0.382 77.51
LOW 76.64
0.618 75.23
1.000 74.36
1.618 72.95
2.618 70.67
4.250 66.95
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 77.78 77.64
PP 77.52 77.43
S1 77.26 77.21

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

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