NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 78.45 78.84 0.39 0.5% 76.99
High 79.49 78.97 -0.52 -0.7% 79.96
Low 77.28 77.14 -0.14 -0.2% 76.20
Close 78.45 77.91 -0.54 -0.7% 77.91
Range 2.21 1.83 -0.38 -17.2% 3.76
ATR 2.26 2.23 -0.03 -1.4% 0.00
Volume 40,861 31,559 -9,302 -22.8% 174,681
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.50 82.53 78.92
R3 81.67 80.70 78.41
R2 79.84 79.84 78.25
R1 78.87 78.87 78.08 78.44
PP 78.01 78.01 78.01 77.79
S1 77.04 77.04 77.74 76.61
S2 76.18 76.18 77.57
S3 74.35 75.21 77.41
S4 72.52 73.38 76.90
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.30 87.37 79.98
R3 85.54 83.61 78.94
R2 81.78 81.78 78.60
R1 79.85 79.85 78.25 80.82
PP 78.02 78.02 78.02 78.51
S1 76.09 76.09 77.57 77.06
S2 74.26 74.26 77.22
S3 70.50 72.33 76.88
S4 66.74 68.57 75.84
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% 2.12 2.7% 45% False False 34,936
10 79.96 73.15 6.81 8.7% 2.14 2.7% 70% False False 37,619
20 82.77 73.15 9.62 12.3% 2.17 2.8% 49% False False 38,901
40 82.77 71.50 11.27 14.5% 2.33 3.0% 57% False False 45,629
60 93.55 71.50 22.05 28.3% 2.38 3.1% 29% False False 49,297
80 93.55 71.50 22.05 28.3% 2.15 2.8% 29% False False 48,874
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 2 trading days
Fibonacci Retracements and Extensions
4.250 86.75
2.618 83.76
1.618 81.93
1.000 80.80
0.618 80.10
HIGH 78.97
0.618 78.27
0.500 78.06
0.382 77.84
LOW 77.14
0.618 76.01
1.000 75.31
1.618 74.18
2.618 72.35
4.250 69.36
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 78.06 78.55
PP 78.01 78.34
S1 77.96 78.12

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

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