NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 77.41 77.31 -0.10 -0.1% 76.47
High 78.13 79.32 1.19 1.5% 79.94
Low 76.33 76.90 0.57 0.7% 76.36
Close 77.44 78.83 1.39 1.8% 79.34
Range 1.80 2.42 0.62 34.4% 3.58
ATR 2.15 2.17 0.02 0.9% 0.00
Volume 64,388 92,258 27,870 43.3% 286,499
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.61 84.64 80.16
R3 83.19 82.22 79.50
R2 80.77 80.77 79.27
R1 79.80 79.80 79.05 80.29
PP 78.35 78.35 78.35 78.59
S1 77.38 77.38 78.61 77.87
S2 75.93 75.93 78.39
S3 73.51 74.96 78.16
S4 71.09 72.54 77.50
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 4.7% 1.90 2.4% 67% False False 63,789
10 80.07 76.03 4.04 5.1% 2.08 2.6% 69% False False 55,998
20 80.07 72.15 7.92 10.0% 2.17 2.8% 84% False False 45,320
40 81.51 72.15 9.36 11.9% 2.15 2.7% 71% False False 34,390
60 88.80 70.35 18.45 23.4% 2.35 3.0% 46% False False 29,269
80 92.75 70.35 22.40 28.4% 2.15 2.7% 38% False False 25,862
100 92.75 70.35 22.40 28.4% 1.96 2.5% 38% False False 21,769
120 92.75 70.35 22.40 28.4% 1.90 2.4% 38% False False 18,789
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.61
2.618 85.66
1.618 83.24
1.000 81.74
0.618 80.82
HIGH 79.32
0.618 78.40
0.500 78.11
0.382 77.82
LOW 76.90
0.618 75.40
1.000 74.48
1.618 72.98
2.618 70.56
4.250 66.62
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 78.59 78.62
PP 78.35 78.41
S1 78.11 78.20

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

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