NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	80.57	80.31	-0.26	-0.3%	77.51
High	80.70	80.90	0.20	0.2%	80.90
Low	77.74	79.74	2.00	2.6%	77.37
Close	80.57	80.31	-0.26	-0.3%	80.31
Range	2.96	1.16	-1.80	-60.8%	3.53
ATR	2.23	2.16	-0.08	-3.4%	0.00
Volume	62,743	56,253	-6,490	-10.3%	216,651

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.80	83.21	80.95
R3	82.64	82.05	80.63
R2	81.48	81.48	80.52
R1	80.89	80.89	80.42	80.89
PP	80.32	80.32	80.32	80.32
S1	79.73	79.73	80.20	79.73
S2	79.16	79.16	80.10
S3	78.00	78.57	79.99
S4	76.84	77.41	79.67

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.12	88.74	82.25
R3	86.59	85.21	81.28
R2	83.06	83.06	80.96
R1	81.68	81.68	80.63	82.37
PP	79.53	79.53	79.53	79.87
S1	78.15	78.15	79.99	78.84
S2	76.00	76.00	79.66
S3	72.47	74.62	79.34
S4	68.94	71.09	78.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.90	77.37	3.53	4.4%	2.01	2.5%	83%	True	False	43,330
10	80.90	76.20	4.70	5.9%	2.06	2.6%	87%	True	False	39,133
20	81.28	73.15	8.13	10.1%	2.22	2.8%	88%	False	False	39,599
40	82.77	73.15	9.62	12.0%	2.26	2.8%	74%	False	False	42,855
60	93.55	71.50	22.05	27.5%	2.41	3.0%	40%	False	False	48,647
80	93.55	71.50	22.05	27.5%	2.19	2.7%	40%	False	False	49,556

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.56
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	85.83
2.618	83.94
1.618	82.78
1.000	82.06
0.618	81.62
HIGH	80.90
0.618	80.46
0.500	80.32
0.382	80.18
LOW	79.74
0.618	79.02
1.000	78.58
1.618	77.86
2.618	76.70
4.250	74.81

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	80.32	79.98
PP	80.32	79.65
S1	80.31	79.32

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