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

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

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