NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 76.96 79.19 2.23 2.9% 74.32
High 79.25 79.96 0.71 0.9% 78.65
Low 76.20 78.35 2.15 2.8% 73.15
Close 79.11 78.83 -0.28 -0.4% 78.18
Range 3.05 1.61 -1.44 -47.2% 5.50
ATR 2.32 2.27 -0.05 -2.2% 0.00
Volume 26,597 45,165 18,568 69.8% 145,490
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.88 82.96 79.72
R3 82.27 81.35 79.27
R2 80.66 80.66 79.13
R1 79.74 79.74 78.98 79.40
PP 79.05 79.05 79.05 78.87
S1 78.13 78.13 78.68 77.79
S2 77.44 77.44 78.53
S3 75.83 76.52 78.39
S4 74.22 74.91 77.94
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 79.96 76.20 3.76 4.8% 1.92 2.4% 70% True False 35,227
10 79.96 73.15 6.81 8.6% 2.28 2.9% 83% True False 39,347
20 82.77 73.15 9.62 12.2% 2.12 2.7% 59% False False 39,460
40 82.77 71.50 11.27 14.3% 2.34 3.0% 65% False False 46,848
60 93.55 71.50 22.05 28.0% 2.36 3.0% 33% False False 49,518
80 93.55 71.50 22.05 28.0% 2.15 2.7% 33% False False 48,640
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 False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.80
2.618 84.17
1.618 82.56
1.000 81.57
0.618 80.95
HIGH 79.96
0.618 79.34
0.500 79.16
0.382 78.97
LOW 78.35
0.618 77.36
1.000 76.74
1.618 75.75
2.618 74.14
4.250 71.51
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 79.16 78.58
PP 79.05 78.33
S1 78.94 78.08

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

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