NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 79.79 78.03 -1.76 -2.2% 77.82
High 80.53 78.62 -1.91 -2.4% 80.43
Low 77.73 76.98 -0.75 -1.0% 76.93
Close 78.41 78.03 -0.38 -0.5% 79.83
Range 2.80 1.64 -1.16 -41.4% 3.50
ATR 2.08 2.05 -0.03 -1.5% 0.00
Volume 12,647 19,590 6,943 54.9% 109,183
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.80 82.05 78.93
R3 81.16 80.41 78.48
R2 79.52 79.52 78.33
R1 78.77 78.77 78.18 78.85
PP 77.88 77.88 77.88 77.92
S1 77.13 77.13 77.88 77.21
S2 76.24 76.24 77.73
S3 74.60 75.49 77.58
S4 72.96 73.85 77.13
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 76.98 3.55 4.5% 1.96 2.5% 30% False True 21,599
10 80.53 76.57 3.96 5.1% 1.97 2.5% 37% False False 18,307
20 80.53 72.71 7.82 10.0% 2.07 2.6% 68% False False 16,388
40 82.01 72.71 9.30 11.9% 2.04 2.6% 57% False False 14,458
60 92.17 70.96 21.21 27.2% 2.23 2.9% 33% False False 14,221
80 93.14 70.96 22.18 28.4% 1.97 2.5% 32% False False 13,311
100 93.14 70.96 22.18 28.4% 1.80 2.3% 32% False False 11,533
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.59
2.618 82.91
1.618 81.27
1.000 80.26
0.618 79.63
HIGH 78.62
0.618 77.99
0.500 77.80
0.382 77.61
LOW 76.98
0.618 75.97
1.000 75.34
1.618 74.33
2.618 72.69
4.250 70.01
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 77.95 78.76
PP 77.88 78.51
S1 77.80 78.27

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

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