NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 78.29 78.92 0.63 0.8% 76.99
High 79.11 79.76 0.65 0.8% 79.96
Low 77.41 77.79 0.38 0.5% 76.20
Close 78.83 78.09 -0.74 -0.9% 77.91
Range 1.70 1.97 0.27 15.9% 3.76
ATR 2.19 2.18 -0.02 -0.7% 0.00
Volume 36,029 33,708 -2,321 -6.4% 174,681
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.46 83.24 79.17
R3 82.49 81.27 78.63
R2 80.52 80.52 78.45
R1 79.30 79.30 78.27 78.93
PP 78.55 78.55 78.55 78.36
S1 77.33 77.33 77.91 76.96
S2 76.58 76.58 77.73
S3 74.61 75.36 77.55
S4 72.64 73.39 77.01
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 79.76 77.14 2.62 3.4% 1.99 2.6% 36% True False 34,015
10 79.96 76.20 3.76 4.8% 1.96 2.5% 50% False False 34,621
20 81.28 73.15 8.13 10.4% 2.20 2.8% 61% False False 38,053
40 82.77 71.50 11.27 14.4% 2.28 2.9% 58% False False 42,347
60 93.55 71.50 22.05 28.2% 2.40 3.1% 30% False False 48,239
80 93.55 71.50 22.05 28.2% 2.17 2.8% 30% False False 48,907
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 True
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.13
2.618 84.92
1.618 82.95
1.000 81.73
0.618 80.98
HIGH 79.76
0.618 79.01
0.500 78.78
0.382 78.54
LOW 77.79
0.618 76.57
1.000 75.82
1.618 74.60
2.618 72.63
4.250 69.42
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 78.78 78.57
PP 78.55 78.41
S1 78.32 78.25

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

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