NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 78.73 79.47 0.74 0.9% 79.22
High 79.50 82.15 2.65 3.3% 80.07
Low 77.30 79.28 1.98 2.6% 76.33
Close 79.39 81.76 2.37 3.0% 79.39
Range 2.20 2.87 0.67 30.5% 3.74
ATR 2.17 2.22 0.05 2.3% 0.00
Volume 84,441 52,903 -31,538 -37.3% 320,105
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.67 88.59 83.34
R3 86.80 85.72 82.55
R2 83.93 83.93 82.29
R1 82.85 82.85 82.02 83.39
PP 81.06 81.06 81.06 81.34
S1 79.98 79.98 81.50 80.52
S2 78.19 78.19 81.23
S3 75.32 77.11 80.97
S4 72.45 74.24 80.18
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 82.15 76.33 5.82 7.1% 2.44 3.0% 93% True False 65,879
10 82.15 76.33 5.82 7.1% 2.19 2.7% 93% True False 63,107
20 82.15 72.15 10.00 12.2% 2.17 2.7% 96% True False 48,253
40 82.15 72.15 10.00 12.2% 2.12 2.6% 96% True False 36,624
60 85.35 70.35 15.00 18.3% 2.30 2.8% 76% False False 30,842
80 92.75 70.35 22.40 27.4% 2.18 2.7% 51% False False 27,271
100 92.75 70.35 22.40 27.4% 1.98 2.4% 51% False False 23,026
120 92.75 70.35 22.40 27.4% 1.91 2.3% 51% False False 19,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.35
2.618 89.66
1.618 86.79
1.000 85.02
0.618 83.92
HIGH 82.15
0.618 81.05
0.500 80.72
0.382 80.38
LOW 79.28
0.618 77.51
1.000 76.41
1.618 74.64
2.618 71.77
4.250 67.08
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 81.41 81.02
PP 81.06 80.27
S1 80.72 79.53

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

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