NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 15-Jul-2010
Day Change Summary
Previous Current
14-Jul-2010 15-Jul-2010 Change Change % Previous Week
Open 78.59 77.86 -0.73 -0.9% 74.07
High 79.37 78.86 -0.51 -0.6% 78.04
Low 77.77 76.75 -1.02 -1.3% 72.71
Close 78.29 77.91 -0.38 -0.5% 77.62
Range 1.60 2.11 0.51 31.9% 5.33
ATR 2.15 2.15 0.00 -0.1% 0.00
Volume 17,732 15,543 -2,189 -12.3% 47,307
Daily Pivots for day following 15-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.17 83.15 79.07
R3 82.06 81.04 78.49
R2 79.95 79.95 78.30
R1 78.93 78.93 78.10 79.44
PP 77.84 77.84 77.84 78.10
S1 76.82 76.82 77.72 77.33
S2 75.73 75.73 77.52
S3 73.62 74.71 77.33
S4 71.51 72.60 76.75
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 79.37 75.73 3.64 4.7% 1.96 2.5% 60% False False 15,542
10 79.37 72.71 6.66 8.5% 2.15 2.8% 78% False False 14,568
20 82.01 72.71 9.30 11.9% 2.03 2.6% 56% False False 13,490
40 82.01 70.96 11.05 14.2% 2.17 2.8% 63% False False 13,104
60 93.14 70.96 22.18 28.5% 2.14 2.7% 31% False False 13,013
80 93.14 70.96 22.18 28.5% 1.86 2.4% 31% False False 11,762
100 93.14 70.96 22.18 28.5% 1.75 2.2% 31% False False 10,230
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.83
2.618 84.38
1.618 82.27
1.000 80.97
0.618 80.16
HIGH 78.86
0.618 78.05
0.500 77.81
0.382 77.56
LOW 76.75
0.618 75.45
1.000 74.64
1.618 73.34
2.618 71.23
4.250 67.78
Fisher Pivots for day following 15-Jul-2010
Pivot 1 day 3 day
R1 77.88 77.79
PP 77.84 77.67
S1 77.81 77.55

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

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