NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 78.84 77.51 -1.33 -1.7% 76.99
High 78.97 79.62 0.65 0.8% 79.96
Low 77.14 77.37 0.23 0.3% 76.20
Close 77.91 78.32 0.41 0.5% 77.91
Range 1.83 2.25 0.42 23.0% 3.76
ATR 2.23 2.23 0.00 0.1% 0.00
Volume 31,559 27,918 -3,641 -11.5% 174,681
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.19 84.00 79.56
R3 82.94 81.75 78.94
R2 80.69 80.69 78.73
R1 79.50 79.50 78.53 80.10
PP 78.44 78.44 78.44 78.73
S1 77.25 77.25 78.11 77.85
S2 76.19 76.19 77.91
S3 73.94 75.00 77.70
S4 71.69 72.75 77.08
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.30 87.37 79.98
R3 85.54 83.61 78.94
R2 81.78 81.78 78.60
R1 79.85 79.85 78.25 80.82
PP 78.02 78.02 78.02 78.51
S1 76.09 76.09 77.57 77.06
S2 74.26 74.26 77.22
S3 70.50 72.33 76.88
S4 66.74 68.57 75.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.96 76.20 3.76 4.8% 2.19 2.8% 56% False False 34,420
10 79.96 73.15 6.81 8.7% 2.17 2.8% 76% False False 34,808
20 82.77 73.15 9.62 12.3% 2.21 2.8% 54% False False 37,417
40 82.77 71.50 11.27 14.4% 2.29 2.9% 61% False False 44,340
60 93.55 71.50 22.05 28.2% 2.38 3.0% 31% False False 48,772
80 93.55 71.50 22.05 28.2% 2.16 2.8% 31% False False 48,909
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.59
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.18
2.618 85.51
1.618 83.26
1.000 81.87
0.618 81.01
HIGH 79.62
0.618 78.76
0.500 78.50
0.382 78.23
LOW 77.37
0.618 75.98
1.000 75.12
1.618 73.73
2.618 71.48
4.250 67.81
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 78.50 78.38
PP 78.44 78.36
S1 78.38 78.34

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

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