NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 77.65 76.62 -1.03 -1.3% 74.07
High 77.77 78.69 0.92 1.2% 78.04
Low 76.03 75.73 -0.30 -0.4% 72.71
Close 76.42 78.53 2.11 2.8% 77.62
Range 1.74 2.96 1.22 70.1% 5.33
ATR 2.13 2.19 0.06 2.8% 0.00
Volume 15,904 15,679 -225 -1.4% 47,307
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.53 85.49 80.16
R3 83.57 82.53 79.34
R2 80.61 80.61 79.07
R1 79.57 79.57 78.80 80.09
PP 77.65 77.65 77.65 77.91
S1 76.61 76.61 78.26 77.13
S2 74.69 74.69 77.99
S3 71.73 73.65 77.72
S4 68.77 70.69 76.90
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 92.11 90.20 80.55
R3 86.78 84.87 79.09
R2 81.45 81.45 78.60
R1 79.54 79.54 78.11 80.50
PP 76.12 76.12 76.12 76.60
S1 74.21 74.21 77.13 75.17
S2 70.79 70.79 76.64
S3 65.46 68.88 76.15
S4 60.13 63.55 74.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.69 73.24 5.45 6.9% 2.09 2.7% 97% True False 13,513
10 80.04 72.71 7.33 9.3% 2.32 2.9% 79% False False 13,540
20 82.01 72.71 9.30 11.8% 2.03 2.6% 63% False False 12,988
40 82.01 70.96 11.05 14.1% 2.22 2.8% 69% False False 12,937
60 93.14 70.96 22.18 28.2% 2.11 2.7% 34% False False 12,727
80 93.14 70.96 22.18 28.2% 1.87 2.4% 34% False False 11,446
100 93.14 70.96 22.18 28.2% 1.72 2.2% 34% False False 10,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 91.27
2.618 86.44
1.618 83.48
1.000 81.65
0.618 80.52
HIGH 78.69
0.618 77.56
0.500 77.21
0.382 76.86
LOW 75.73
0.618 73.90
1.000 72.77
1.618 70.94
2.618 67.98
4.250 63.15
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 78.09 78.09
PP 77.65 77.65
S1 77.21 77.21

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

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