NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 79.86 79.79 -0.07 -0.1% 77.82
High 80.19 80.53 0.34 0.4% 80.43
Low 78.98 77.73 -1.25 -1.6% 76.93
Close 79.86 78.41 -1.45 -1.8% 79.83
Range 1.21 2.80 1.59 131.4% 3.50
ATR 2.03 2.08 0.06 2.7% 0.00
Volume 13,217 12,647 -570 -4.3% 109,183
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.29 85.65 79.95
R3 84.49 82.85 79.18
R2 81.69 81.69 78.92
R1 80.05 80.05 78.67 79.47
PP 78.89 78.89 78.89 78.60
S1 77.25 77.25 78.15 76.67
S2 76.09 76.09 77.90
S3 73.29 74.45 77.64
S4 70.49 71.65 76.87
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.56 88.20 81.76
R3 86.06 84.70 80.79
R2 82.56 82.56 80.47
R1 81.20 81.20 80.15 81.88
PP 79.06 79.06 79.06 79.41
S1 77.70 77.70 79.51 78.38
S2 75.56 75.56 79.19
S3 72.06 74.20 78.87
S4 68.56 70.70 77.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.53 77.20 3.33 4.2% 2.06 2.6% 36% True False 21,282
10 80.53 76.57 3.96 5.1% 1.97 2.5% 46% True False 18,121
20 80.53 72.71 7.82 10.0% 2.14 2.7% 73% True False 15,831
40 82.01 72.71 9.30 11.9% 2.08 2.7% 61% False False 14,252
60 93.14 70.96 22.18 28.3% 2.23 2.8% 34% False False 14,066
80 93.14 70.96 22.18 28.3% 1.96 2.5% 34% False False 13,184
100 93.14 70.96 22.18 28.3% 1.80 2.3% 34% False False 11,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.43
2.618 87.86
1.618 85.06
1.000 83.33
0.618 82.26
HIGH 80.53
0.618 79.46
0.500 79.13
0.382 78.80
LOW 77.73
0.618 76.00
1.000 74.93
1.618 73.20
2.618 70.40
4.250 65.83
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 79.13 79.13
PP 78.89 78.89
S1 78.65 78.65

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

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