NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 79.23 77.41 -1.82 -2.3% 76.47
High 80.07 78.13 -1.94 -2.4% 79.94
Low 77.18 76.33 -0.85 -1.1% 76.36
Close 77.90 77.44 -0.46 -0.6% 79.34
Range 2.89 1.80 -1.09 -37.7% 3.58
ATR 2.17 2.15 -0.03 -1.2% 0.00
Volume 35,405 64,388 28,983 81.9% 286,499
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.70 81.87 78.43
R3 80.90 80.07 77.94
R2 79.10 79.10 77.77
R1 78.27 78.27 77.61 78.69
PP 77.30 77.30 77.30 77.51
S1 76.47 76.47 77.28 76.89
S2 75.50 75.50 77.11
S3 73.70 74.67 76.95
S4 71.90 72.87 76.45
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 76.33 3.74 4.8% 2.05 2.6% 30% False True 61,580
10 80.07 76.03 4.04 5.2% 2.06 2.7% 35% False False 51,232
20 80.07 72.15 7.92 10.2% 2.16 2.8% 67% False False 42,170
40 81.51 72.15 9.36 12.1% 2.15 2.8% 57% False False 32,536
60 92.33 70.35 21.98 28.4% 2.37 3.1% 32% False False 27,942
80 92.75 70.35 22.40 28.9% 2.13 2.7% 32% False False 24,810
100 92.75 70.35 22.40 28.9% 1.95 2.5% 32% False False 20,893
120 92.75 70.35 22.40 28.9% 1.89 2.4% 32% False False 18,124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.78
2.618 82.84
1.618 81.04
1.000 79.93
0.618 79.24
HIGH 78.13
0.618 77.44
0.500 77.23
0.382 77.02
LOW 76.33
0.618 75.22
1.000 74.53
1.618 73.42
2.618 71.62
4.250 68.68
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 77.37 78.20
PP 77.30 77.95
S1 77.23 77.69

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

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