NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 80.27 78.54 -1.73 -2.2% 77.51
High 81.03 79.19 -1.84 -2.3% 80.90
Low 78.20 77.49 -0.71 -0.9% 77.37
Close 78.91 78.59 -0.32 -0.4% 80.31
Range 2.83 1.70 -1.13 -39.9% 3.53
ATR 2.14 2.11 -0.03 -1.5% 0.00
Volume 26,273 49,771 23,498 89.4% 216,651
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.52 82.76 79.53
R3 81.82 81.06 79.06
R2 80.12 80.12 78.90
R1 79.36 79.36 78.75 79.74
PP 78.42 78.42 78.42 78.62
S1 77.66 77.66 78.43 78.04
S2 76.72 76.72 78.28
S3 75.02 75.96 78.12
S4 73.32 74.26 77.66
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 77.49 3.54 4.5% 1.98 2.5% 31% False True 45,718
10 81.03 77.14 3.89 4.9% 1.99 2.5% 37% False False 39,866
20 81.03 73.15 7.88 10.0% 2.13 2.7% 69% False False 39,607
40 82.77 73.15 9.62 12.2% 2.15 2.7% 57% False False 41,994
60 93.08 71.50 21.58 27.5% 2.42 3.1% 33% False False 47,507
80 93.55 71.50 22.05 28.1% 2.19 2.8% 32% False False 49,639
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 86.42
2.618 83.64
1.618 81.94
1.000 80.89
0.618 80.24
HIGH 79.19
0.618 78.54
0.500 78.34
0.382 78.14
LOW 77.49
0.618 76.44
1.000 75.79
1.618 74.74
2.618 73.04
4.250 70.27
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 78.51 79.26
PP 78.42 79.04
S1 78.34 78.81

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

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