NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 77.20 77.32 0.12 0.2% 74.07
High 77.57 78.04 0.47 0.6% 78.04
Low 76.14 76.64 0.50 0.7% 72.71
Close 77.20 77.62 0.42 0.5% 77.62
Range 1.43 1.40 -0.03 -2.1% 5.33
ATR 2.22 2.16 -0.06 -2.6% 0.00
Volume 11,647 12,855 1,208 10.4% 47,307
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.63 81.03 78.39
R3 80.23 79.63 78.01
R2 78.83 78.83 77.88
R1 78.23 78.23 77.75 78.53
PP 77.43 77.43 77.43 77.59
S1 76.83 76.83 77.49 77.13
S2 76.03 76.03 77.36
S3 74.63 75.43 77.24
S4 73.23 74.03 76.85
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 92.11 90.20 80.55
R3 86.78 84.87 79.09
R2 81.45 81.45 78.60
R1 79.54 79.54 78.11 80.50
PP 76.12 76.12 76.12 76.60
S1 74.21 74.21 77.13 75.17
S2 70.79 70.79 76.64
S3 65.46 68.88 76.15
S4 60.13 63.55 74.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.04 72.71 5.33 6.9% 2.06 2.6% 92% True False 13,626
10 80.85 72.71 8.14 10.5% 2.28 2.9% 60% False False 12,965
20 82.01 72.71 9.30 12.0% 1.98 2.6% 53% False False 12,692
40 85.75 70.96 14.79 19.1% 2.24 2.9% 45% False False 12,822
60 93.14 70.96 22.18 28.6% 2.07 2.7% 30% False False 12,565
80 93.14 70.96 22.18 28.6% 1.84 2.4% 30% False False 11,170
100 93.14 70.96 22.18 28.6% 1.69 2.2% 30% False False 9,760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.99
2.618 81.71
1.618 80.31
1.000 79.44
0.618 78.91
HIGH 78.04
0.618 77.51
0.500 77.34
0.382 77.17
LOW 76.64
0.618 75.77
1.000 75.24
1.618 74.37
2.618 72.97
4.250 70.69
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 77.53 76.96
PP 77.43 76.30
S1 77.34 75.64

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

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