NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 79.36 79.22 -0.14 -0.2% 76.47
High 79.94 79.71 -0.23 -0.3% 79.94
Low 78.77 78.47 -0.30 -0.4% 76.36
Close 79.34 79.37 0.03 0.0% 79.34
Range 1.17 1.24 0.07 6.0% 3.58
ATR 2.18 2.12 -0.07 -3.1% 0.00
Volume 83,282 43,613 -39,669 -47.6% 286,499
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.90 82.38 80.05
R3 81.66 81.14 79.71
R2 80.42 80.42 79.60
R1 79.90 79.90 79.48 80.16
PP 79.18 79.18 79.18 79.32
S1 78.66 78.66 79.26 78.92
S2 77.94 77.94 79.14
S3 76.70 77.42 79.03
S4 75.46 76.18 78.69
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.29 87.89 81.31
R3 85.71 84.31 80.32
R2 82.13 82.13 80.00
R1 80.73 80.73 79.67 81.43
PP 78.55 78.55 78.55 78.90
S1 77.15 77.15 79.01 77.85
S2 74.97 74.97 78.68
S3 71.39 73.57 78.36
S4 67.81 69.99 77.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.94 76.40 3.54 4.5% 1.93 2.4% 84% False False 60,336
10 79.94 75.12 4.82 6.1% 2.07 2.6% 88% False False 48,430
20 80.40 72.15 8.25 10.4% 2.16 2.7% 88% False False 39,669
40 81.51 72.15 9.36 11.8% 2.19 2.8% 77% False False 30,844
60 92.75 70.35 22.40 28.2% 2.35 3.0% 40% False False 26,868
80 92.75 70.35 22.40 28.2% 2.11 2.7% 40% False False 23,808
100 92.75 70.35 22.40 28.2% 1.92 2.4% 40% False False 20,006
120 92.75 70.35 22.40 28.2% 1.87 2.4% 40% False False 17,351
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.98
2.618 82.96
1.618 81.72
1.000 80.95
0.618 80.48
HIGH 79.71
0.618 79.24
0.500 79.09
0.382 78.94
LOW 78.47
0.618 77.70
1.000 77.23
1.618 76.46
2.618 75.22
4.250 73.20
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 79.28 79.00
PP 79.18 78.64
S1 79.09 78.27

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

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