NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 77.31 78.73 1.42 1.8% 79.22
High 79.32 79.50 0.18 0.2% 80.07
Low 76.90 77.30 0.40 0.5% 76.33
Close 78.83 79.39 0.56 0.7% 79.39
Range 2.42 2.20 -0.22 -9.1% 3.74
ATR 2.17 2.17 0.00 0.1% 0.00
Volume 92,258 84,441 -7,817 -8.5% 320,105
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.33 84.56 80.60
R3 83.13 82.36 80.00
R2 80.93 80.93 79.79
R1 80.16 80.16 79.59 80.55
PP 78.73 78.73 78.73 78.92
S1 77.96 77.96 79.19 78.35
S2 76.53 76.53 78.99
S3 74.33 75.76 78.79
S4 72.13 73.56 78.18
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.82 88.34 81.45
R3 86.08 84.60 80.42
R2 82.34 82.34 80.08
R1 80.86 80.86 79.73 81.60
PP 78.60 78.60 78.60 78.97
S1 77.12 77.12 79.05 77.86
S2 74.86 74.86 78.70
S3 71.12 73.38 78.36
S4 67.38 69.64 77.33
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% 2.11 2.7% 82% False False 64,021
10 80.07 76.33 3.74 4.7% 2.12 2.7% 82% False False 60,660
20 80.07 72.15 7.92 10.0% 2.12 2.7% 91% False False 48,052
40 81.51 72.15 9.36 11.8% 2.16 2.7% 77% False False 35,978
60 86.37 70.35 16.02 20.2% 2.33 2.9% 56% False False 30,310
80 92.75 70.35 22.40 28.2% 2.16 2.7% 40% False False 26,781
100 92.75 70.35 22.40 28.2% 1.98 2.5% 40% False False 22,570
120 92.75 70.35 22.40 28.2% 1.90 2.4% 40% False False 19,480
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.85
2.618 85.26
1.618 83.06
1.000 81.70
0.618 80.86
HIGH 79.50
0.618 78.66
0.500 78.40
0.382 78.14
LOW 77.30
0.618 75.94
1.000 75.10
1.618 73.74
2.618 71.54
4.250 67.95
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 79.06 78.90
PP 78.73 78.41
S1 78.40 77.92

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

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