NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	75.19	75.75	0.56	0.7%	79.48
High	75.64	77.00	1.36	1.8%	80.40
Low	72.57	75.50	2.93	4.0%	72.57
Close	75.19	76.58	1.39	1.8%	73.06
Range	3.07	1.50	-1.57	-51.1%	7.83
ATR	2.36	2.32	-0.04	-1.7%	0.00
Volume	28,559	25,034	-3,525	-12.3%	157,712

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.86	80.22	77.41
R3	79.36	78.72	76.99
R2	77.86	77.86	76.86
R1	77.22	77.22	76.72	77.54
PP	76.36	76.36	76.36	76.52
S1	75.72	75.72	76.44	76.04
S2	74.86	74.86	76.31
S3	73.36	74.22	76.17
S4	71.86	72.72	75.76

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.83	93.78	77.37
R3	91.00	85.95	75.21
R2	83.17	83.17	74.50
R1	78.12	78.12	73.78	76.73
PP	75.34	75.34	75.34	74.65
S1	70.29	70.29	72.34	68.90
S2	67.51	67.51	71.62
S3	59.68	62.46	70.91
S4	51.85	54.63	68.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.00	72.15	4.85	6.3%	2.46	3.2%	91%	True	False	32,298
10	80.40	72.15	8.25	10.8%	2.36	3.1%	54%	False	False	29,834
20	81.51	72.15	9.36	12.2%	2.13	2.8%	47%	False	False	25,472
40	85.35	70.35	15.00	19.6%	2.36	3.1%	42%	False	False	22,692
60	92.75	70.35	22.40	29.3%	2.24	2.9%	28%	False	False	20,730
80	92.75	70.35	22.40	29.3%	1.98	2.6%	28%	False	False	17,599
100	92.75	70.35	22.40	29.3%	1.87	2.4%	28%	False	False	14,943
120	92.75	70.35	22.40	29.3%	1.77	2.3%	28%	False	False	13,028

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.38
2.618	80.93
1.618	79.43
1.000	78.50
0.618	77.93
HIGH	77.00
0.618	76.43
0.500	76.25
0.382	76.07
LOW	75.50
0.618	74.57
1.000	74.00
1.618	73.07
2.618	71.57
4.250	69.13

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	76.47	75.91
PP	76.36	75.24
S1	76.25	74.58

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols