NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 80.57 80.31 -0.26 -0.3% 77.51
High 80.70 80.90 0.20 0.2% 80.90
Low 77.74 79.74 2.00 2.6% 77.37
Close 80.57 80.31 -0.26 -0.3% 80.31
Range 2.96 1.16 -1.80 -60.8% 3.53
ATR 2.23 2.16 -0.08 -3.4% 0.00
Volume 62,743 56,253 -6,490 -10.3% 216,651
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.80 83.21 80.95
R3 82.64 82.05 80.63
R2 81.48 81.48 80.52
R1 80.89 80.89 80.42 80.89
PP 80.32 80.32 80.32 80.32
S1 79.73 79.73 80.20 79.73
S2 79.16 79.16 80.10
S3 78.00 78.57 79.99
S4 76.84 77.41 79.67
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.12 88.74 82.25
R3 86.59 85.21 81.28
R2 83.06 83.06 80.96
R1 81.68 81.68 80.63 82.37
PP 79.53 79.53 79.53 79.87
S1 78.15 78.15 79.99 78.84
S2 76.00 76.00 79.66
S3 72.47 74.62 79.34
S4 68.94 71.09 78.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.90 77.37 3.53 4.4% 2.01 2.5% 83% True False 43,330
10 80.90 76.20 4.70 5.9% 2.06 2.6% 87% True False 39,133
20 81.28 73.15 8.13 10.1% 2.22 2.8% 88% False False 39,599
40 82.77 73.15 9.62 12.0% 2.26 2.8% 74% False False 42,855
60 93.55 71.50 22.05 27.5% 2.41 3.0% 40% False False 48,647
80 93.55 71.50 22.05 27.5% 2.19 2.7% 40% False False 49,556
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 85.83
2.618 83.94
1.618 82.78
1.000 82.06
0.618 81.62
HIGH 80.90
0.618 80.46
0.500 80.32
0.382 80.18
LOW 79.74
0.618 79.02
1.000 78.58
1.618 77.86
2.618 76.70
4.250 74.81
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 80.32 79.98
PP 80.32 79.65
S1 80.31 79.32

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

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