NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 78.41 77.82 -0.59 -0.8% 77.65
High 78.41 79.06 0.65 0.8% 79.37
Low 76.57 76.93 0.36 0.5% 75.73
Close 77.36 77.82 0.46 0.6% 77.36
Range 1.84 2.13 0.29 15.8% 3.64
ATR 2.12 2.12 0.00 0.0% 0.00
Volume 12,895 13,140 245 1.9% 77,753
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.33 83.20 78.99
R3 82.20 81.07 78.41
R2 80.07 80.07 78.21
R1 78.94 78.94 78.02 78.89
PP 77.94 77.94 77.94 77.91
S1 76.81 76.81 77.62 76.76
S2 75.81 75.81 77.43
S3 73.68 74.68 77.23
S4 71.55 72.55 76.65
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.41 86.52 79.36
R3 84.77 82.88 78.36
R2 81.13 81.13 78.03
R1 79.24 79.24 77.69 78.37
PP 77.49 77.49 77.49 77.05
S1 75.60 75.60 77.03 74.73
S2 73.85 73.85 76.69
S3 70.21 71.96 76.36
S4 66.57 68.32 75.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.37 75.73 3.64 4.7% 2.13 2.7% 57% False False 14,997
10 79.37 72.71 6.66 8.6% 2.08 2.7% 77% False False 13,820
20 82.01 72.71 9.30 12.0% 2.09 2.7% 55% False False 13,338
40 82.01 70.96 11.05 14.2% 2.13 2.7% 62% False False 13,130
60 93.14 70.96 22.18 28.5% 2.15 2.8% 31% False False 13,110
80 93.14 70.96 22.18 28.5% 1.89 2.4% 31% False False 12,018
100 93.14 70.96 22.18 28.5% 1.76 2.3% 31% False False 10,431
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 True
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.11
2.618 84.64
1.618 82.51
1.000 81.19
0.618 80.38
HIGH 79.06
0.618 78.25
0.500 78.00
0.382 77.74
LOW 76.93
0.618 75.61
1.000 74.80
1.618 73.48
2.618 71.35
4.250 67.88
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 78.00 77.82
PP 77.94 77.82
S1 77.88 77.82

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

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