NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	80.18	80.27	0.09	0.1%	77.51
High	80.70	81.03	0.33	0.4%	80.90
Low	79.46	78.20	-1.26	-1.6%	77.37
Close	80.35	78.91	-1.44	-1.8%	80.31
Range	1.24	2.83	1.59	128.2%	3.53
ATR	2.09	2.14	0.05	2.5%	0.00
Volume	33,550	26,273	-7,277	-21.7%	216,651

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.87	86.22	80.47
R3	85.04	83.39	79.69
R2	82.21	82.21	79.43
R1	80.56	80.56	79.17	79.97
PP	79.38	79.38	79.38	79.09
S1	77.73	77.73	78.65	77.14
S2	76.55	76.55	78.39
S3	73.72	74.90	78.13
S4	70.89	72.07	77.35

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	81.03	77.74	3.29	4.2%	2.03	2.6%	36%	True	False	42,505
10	81.03	77.14	3.89	4.9%	1.98	2.5%	46%	True	False	39,405
20	81.03	73.15	7.88	10.0%	2.21	2.8%	73%	True	False	38,739
40	82.77	73.15	9.62	12.2%	2.20	2.8%	60%	False	False	41,775
60	93.55	71.50	22.05	27.9%	2.42	3.1%	34%	False	False	47,535
80	93.55	71.50	22.05	27.9%	2.19	2.8%	34%	False	False	49,433

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.06
2.618	88.44
1.618	85.61
1.000	83.86
0.618	82.78
HIGH	81.03
0.618	79.95
0.500	79.62
0.382	79.28
LOW	78.20
0.618	76.45
1.000	75.37
1.618	73.62
2.618	70.79
4.250	66.17

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	79.62	79.62
PP	79.38	79.38
S1	79.15	79.15

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