NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 76.99 76.96 -0.03 0.0% 74.32
High 78.45 79.25 0.80 1.0% 78.65
Low 76.57 76.20 -0.37 -0.5% 73.15
Close 76.99 79.11 2.12 2.8% 78.18
Range 1.88 3.05 1.17 62.2% 5.50
ATR 2.26 2.32 0.06 2.5% 0.00
Volume 30,499 26,597 -3,902 -12.8% 145,490
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.34 86.27 80.79
R3 84.29 83.22 79.95
R2 81.24 81.24 79.67
R1 80.17 80.17 79.39 80.71
PP 78.19 78.19 78.19 78.45
S1 77.12 77.12 78.83 77.66
S2 75.14 75.14 78.55
S3 72.09 74.07 78.27
S4 69.04 71.02 77.43
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 79.25 73.71 5.54 7.0% 2.21 2.8% 97% True False 34,044
10 80.55 73.15 7.40 9.4% 2.44 3.1% 81% False False 38,073
20 82.77 73.15 9.62 12.2% 2.15 2.7% 62% False False 38,828
40 82.77 71.50 11.27 14.2% 2.40 3.0% 68% False False 47,169
60 93.55 71.50 22.05 27.9% 2.37 3.0% 35% False False 49,861
80 93.55 71.50 22.05 27.9% 2.16 2.7% 35% False False 48,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.21
2.618 87.23
1.618 84.18
1.000 82.30
0.618 81.13
HIGH 79.25
0.618 78.08
0.500 77.73
0.382 77.37
LOW 76.20
0.618 74.32
1.000 73.15
1.618 71.27
2.618 68.22
4.250 63.24
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 78.65 78.65
PP 78.19 78.19
S1 77.73 77.73

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

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