NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 77.51 78.29 0.78 1.0% 76.99
High 79.62 79.11 -0.51 -0.6% 79.96
Low 77.37 77.41 0.04 0.1% 76.20
Close 78.32 78.83 0.51 0.7% 77.91
Range 2.25 1.70 -0.55 -24.4% 3.76
ATR 2.23 2.19 -0.04 -1.7% 0.00
Volume 27,918 36,029 8,111 29.1% 174,681
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.55 82.89 79.77
R3 81.85 81.19 79.30
R2 80.15 80.15 79.14
R1 79.49 79.49 78.99 79.82
PP 78.45 78.45 78.45 78.62
S1 77.79 77.79 78.67 78.12
S2 76.75 76.75 78.52
S3 75.05 76.09 78.36
S4 73.35 74.39 77.90
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 77.14 2.82 3.6% 1.92 2.4% 60% False False 36,306
10 79.96 73.71 6.25 7.9% 2.07 2.6% 82% False False 35,175
20 81.68 73.15 8.53 10.8% 2.18 2.8% 67% False False 37,876
40 82.77 71.50 11.27 14.3% 2.27 2.9% 65% False False 43,173
60 93.55 71.50 22.05 28.0% 2.38 3.0% 33% False False 48,440
80 93.55 71.50 22.05 28.0% 2.17 2.8% 33% False False 49,014
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.34
2.618 83.56
1.618 81.86
1.000 80.81
0.618 80.16
HIGH 79.11
0.618 78.46
0.500 78.26
0.382 78.06
LOW 77.41
0.618 76.36
1.000 75.71
1.618 74.66
2.618 72.96
4.250 70.19
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 78.64 78.68
PP 78.45 78.53
S1 78.26 78.38

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

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