NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 77.32 77.65 0.33 0.4% 74.07
High 78.04 77.77 -0.27 -0.3% 78.04
Low 76.64 76.03 -0.61 -0.8% 72.71
Close 77.62 76.42 -1.20 -1.5% 77.62
Range 1.40 1.74 0.34 24.3% 5.33
ATR 2.16 2.13 -0.03 -1.4% 0.00
Volume 12,855 15,904 3,049 23.7% 47,307
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.96 80.93 77.38
R3 80.22 79.19 76.90
R2 78.48 78.48 76.74
R1 77.45 77.45 76.58 77.10
PP 76.74 76.74 76.74 76.56
S1 75.71 75.71 76.26 75.36
S2 75.00 75.00 76.10
S3 73.26 73.97 75.94
S4 71.52 72.23 75.46
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 7.0% 2.03 2.7% 70% False False 12,642
10 80.85 72.71 8.14 10.7% 2.15 2.8% 46% False False 13,285
20 82.01 72.71 9.30 12.2% 1.98 2.6% 40% False False 12,964
40 83.87 70.96 12.91 16.9% 2.24 2.9% 42% False False 12,875
60 93.14 70.96 22.18 29.0% 2.09 2.7% 25% False False 12,617
80 93.14 70.96 22.18 29.0% 1.85 2.4% 25% False False 11,293
100 93.14 70.96 22.18 29.0% 1.71 2.2% 25% False False 9,895
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 False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.17
2.618 82.33
1.618 80.59
1.000 79.51
0.618 78.85
HIGH 77.77
0.618 77.11
0.500 76.90
0.382 76.69
LOW 76.03
0.618 74.95
1.000 74.29
1.618 73.21
2.618 71.47
4.250 68.64
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 76.90 77.04
PP 76.74 76.83
S1 76.58 76.63

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

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