NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 74.32 76.37 2.05 2.8% 80.55
High 75.89 76.79 0.90 1.2% 81.28
Low 73.15 73.71 0.56 0.8% 73.47
Close 74.23 76.37 2.14 2.9% 74.08
Range 2.74 3.08 0.34 12.4% 7.81
ATR 2.34 2.39 0.05 2.3% 0.00
Volume 32,362 39,254 6,892 21.3% 217,948
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.86 83.70 78.06
R3 81.78 80.62 77.22
R2 78.70 78.70 76.93
R1 77.54 77.54 76.65 77.91
PP 75.62 75.62 75.62 75.81
S1 74.46 74.46 76.09 74.83
S2 72.54 72.54 75.81
S3 69.46 71.38 75.52
S4 66.38 68.30 74.68
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 99.71 94.70 78.38
R3 91.90 86.89 76.23
R2 84.09 84.09 75.51
R1 79.08 79.08 74.80 77.68
PP 76.28 76.28 76.28 75.58
S1 71.27 71.27 73.36 69.87
S2 68.47 68.47 72.65
S3 60.66 63.46 71.93
S4 52.85 55.65 69.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.73 73.15 5.58 7.3% 2.64 3.5% 58% False False 43,468
10 81.28 73.15 8.13 10.6% 2.45 3.2% 40% False False 41,485
20 82.77 73.15 9.62 12.6% 2.19 2.9% 33% False False 41,558
40 86.52 71.50 15.02 19.7% 2.43 3.2% 32% False False 48,711
60 93.55 71.50 22.05 28.9% 2.33 3.1% 22% False False 52,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.88
2.618 84.85
1.618 81.77
1.000 79.87
0.618 78.69
HIGH 76.79
0.618 75.61
0.500 75.25
0.382 74.89
LOW 73.71
0.618 71.81
1.000 70.63
1.618 68.73
2.618 65.65
4.250 60.62
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 76.00 75.90
PP 75.62 75.44
S1 75.25 74.97

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

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