NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 79.22 79.23 0.01 0.0% 76.47
High 79.71 80.07 0.36 0.5% 79.94
Low 78.47 77.18 -1.29 -1.6% 76.36
Close 79.37 77.90 -1.47 -1.9% 79.34
Range 1.24 2.89 1.65 133.1% 3.58
ATR 2.12 2.17 0.06 2.6% 0.00
Volume 43,613 35,405 -8,208 -18.8% 286,499
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.05 85.37 79.49
R3 84.16 82.48 78.69
R2 81.27 81.27 78.43
R1 79.59 79.59 78.16 78.99
PP 78.38 78.38 78.38 78.08
S1 76.70 76.70 77.64 76.10
S2 75.49 75.49 77.37
S3 72.60 73.81 77.11
S4 69.71 70.92 76.31
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 80.07 76.60 3.47 4.5% 2.15 2.8% 37% True False 58,313
10 80.07 76.03 4.04 5.2% 2.05 2.6% 46% True False 48,541
20 80.07 72.15 7.92 10.2% 2.23 2.9% 73% True False 40,306
40 81.51 72.15 9.36 12.0% 2.20 2.8% 61% False False 31,302
60 92.75 70.35 22.40 28.8% 2.38 3.1% 34% False False 27,136
80 92.75 70.35 22.40 28.8% 2.13 2.7% 34% False False 24,166
100 92.75 70.35 22.40 28.8% 1.94 2.5% 34% False False 20,298
120 92.75 70.35 22.40 28.8% 1.88 2.4% 34% False False 17,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.35
2.618 87.64
1.618 84.75
1.000 82.96
0.618 81.86
HIGH 80.07
0.618 78.97
0.500 78.63
0.382 78.28
LOW 77.18
0.618 75.39
1.000 74.29
1.618 72.50
2.618 69.61
4.250 64.90
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 78.63 78.63
PP 78.38 78.38
S1 78.14 78.14

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

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