NYMEX Light Sweet Crude Oil Future December 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 78.10 76.99 -1.11 -1.4% 74.32
High 78.65 78.45 -0.20 -0.3% 78.65
Low 77.23 76.57 -0.66 -0.9% 73.15
Close 78.18 76.99 -1.19 -1.5% 78.18
Range 1.42 1.88 0.46 32.4% 5.50
ATR 2.29 2.26 -0.03 -1.3% 0.00
Volume 31,375 30,499 -876 -2.8% 145,490
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.98 81.86 78.02
R3 81.10 79.98 77.51
R2 79.22 79.22 77.33
R1 78.10 78.10 77.16 77.93
PP 77.34 77.34 77.34 77.25
S1 76.22 76.22 76.82 76.05
S2 75.46 75.46 76.65
S3 73.58 74.34 76.47
S4 71.70 72.46 75.96
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 93.16 91.17 81.21
R3 87.66 85.67 79.69
R2 82.16 82.16 79.19
R1 80.17 80.17 78.68 81.17
PP 76.66 76.66 76.66 77.16
S1 74.67 74.67 77.68 75.67
S2 71.16 71.16 77.17
S3 65.66 69.17 76.67
S4 60.16 63.67 75.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.65 73.15 5.50 7.1% 2.15 2.8% 70% False False 35,197
10 81.28 73.15 8.13 10.6% 2.27 2.9% 47% False False 39,393
20 82.77 73.15 9.62 12.5% 2.09 2.7% 40% False False 39,435
40 84.59 71.50 13.09 17.0% 2.41 3.1% 42% False False 47,827
60 93.55 71.50 22.05 28.6% 2.35 3.1% 25% False False 50,227
80 93.55 71.50 22.05 28.6% 2.13 2.8% 25% False False 48,591
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.44
2.618 83.37
1.618 81.49
1.000 80.33
0.618 79.61
HIGH 78.45
0.618 77.73
0.500 77.51
0.382 77.29
LOW 76.57
0.618 75.41
1.000 74.69
1.618 73.53
2.618 71.65
4.250 68.58
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 77.51 77.61
PP 77.34 77.40
S1 77.16 77.20

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

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