NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 12-Jul-2010

Day Change Summary
	Previous	Current
	09-Jul-2010	12-Jul-2010	Change	Change %	Previous Week
Open	75.85	76.30	0.45	0.6%	72.06
High	76.48	76.43	-0.05	-0.1%	76.48
Low	75.00	74.52	-0.48	-0.6%	71.09
Close	76.09	74.95	-1.14	-1.5%	76.09
Range	1.48	1.91	0.43	29.1%	5.39
ATR	2.40	2.37	-0.04	-1.5%	0.00
Volume	325,813	269,887	-55,926	-17.2%	1,196,371

Daily Pivots for day following 12-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.03	79.90	76.00
R3	79.12	77.99	75.48
R2	77.21	77.21	75.30
R1	76.08	76.08	75.13	75.69
PP	75.30	75.30	75.30	75.11
S1	74.17	74.17	74.77	73.78
S2	73.39	73.39	74.60
S3	71.48	72.26	74.42
S4	69.57	70.35	73.90

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.72	88.80	79.05
R3	85.33	83.41	77.57
R2	79.94	79.94	77.08
R1	78.02	78.02	76.58	78.98
PP	74.55	74.55	74.55	75.04
S1	72.63	72.63	75.60	73.59
S2	69.16	69.16	75.10
S3	63.77	67.24	74.61
S4	58.38	61.85	73.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.48	71.09	5.39	7.2%	2.25	3.0%	72%	False	False	293,251
10	79.38	71.09	8.29	11.1%	2.36	3.1%	47%	False	False	309,211
20	79.94	71.09	8.85	11.8%	2.20	2.9%	44%	False	False	268,726
40	81.30	68.59	12.71	17.0%	2.52	3.4%	50%	False	False	197,579
60	91.38	68.59	22.79	30.4%	2.46	3.3%	28%	False	False	153,593
80	91.38	68.59	22.79	30.4%	2.21	3.0%	28%	False	False	121,579
100	91.38	68.59	22.79	30.4%	2.11	2.8%	28%	False	False	99,018
120	91.38	68.59	22.79	30.4%	2.07	2.8%	28%	False	False	83,480

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.55
2.618	81.43
1.618	79.52
1.000	78.34
0.618	77.61
HIGH	76.43
0.618	75.70
0.500	75.48
0.382	75.25
LOW	74.52
0.618	73.34
1.000	72.61
1.618	71.43
2.618	69.52
4.250	66.40

Fisher Pivots for day following 12-Jul-2010
Pivot	1 day	3 day
R1	75.48	75.43
PP	75.30	75.27
S1	75.13	75.11

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