NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 78.12 76.87 -1.25 -1.6% 77.21
High 78.92 79.76 0.84 1.1% 78.90
Low 76.64 76.60 -0.04 -0.1% 75.12
Close 77.00 79.64 2.64 3.4% 76.80
Range 2.28 3.16 0.88 38.6% 3.78
ATR 2.19 2.26 0.07 3.1% 0.00
Volume 48,055 81,213 33,158 69.0% 188,564
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.15 87.05 81.38
R3 84.99 83.89 80.51
R2 81.83 81.83 80.22
R1 80.73 80.73 79.93 81.28
PP 78.67 78.67 78.67 78.94
S1 77.57 77.57 79.35 78.12
S2 75.51 75.51 79.06
S3 72.35 74.41 78.77
S4 69.19 71.25 77.90
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 79.76 76.03 3.73 4.7% 2.26 2.8% 97% True False 48,208
10 79.76 75.12 4.64 5.8% 2.16 2.7% 97% True False 42,597
20 80.40 72.15 8.25 10.4% 2.26 2.8% 91% False False 36,215
40 81.51 71.97 9.54 12.0% 2.28 2.9% 80% False False 28,651
60 92.75 70.35 22.40 28.1% 2.36 3.0% 41% False False 25,284
80 92.75 70.35 22.40 28.1% 2.11 2.6% 41% False False 22,390
100 92.75 70.35 22.40 28.1% 1.92 2.4% 41% False False 18,817
120 92.75 70.35 22.40 28.1% 1.87 2.3% 41% False False 16,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 93.19
2.618 88.03
1.618 84.87
1.000 82.92
0.618 81.71
HIGH 79.76
0.618 78.55
0.500 78.18
0.382 77.81
LOW 76.60
0.618 74.65
1.000 73.44
1.618 71.49
2.618 68.33
4.250 63.17
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 79.15 79.12
PP 78.67 78.60
S1 78.18 78.08

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

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