NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 78.54 78.49 -0.05 -0.1% 77.51
High 79.19 80.41 1.22 1.5% 80.90
Low 77.49 78.00 0.51 0.7% 77.37
Close 78.59 79.99 1.40 1.8% 80.31
Range 1.70 2.41 0.71 41.8% 3.53
ATR 2.11 2.13 0.02 1.0% 0.00
Volume 49,771 65,079 15,308 30.8% 216,651
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.70 85.75 81.32
R3 84.29 83.34 80.65
R2 81.88 81.88 80.43
R1 80.93 80.93 80.21 81.41
PP 79.47 79.47 79.47 79.70
S1 78.52 78.52 79.77 79.00
S2 77.06 77.06 79.55
S3 74.65 76.11 79.33
S4 72.24 73.70 78.66
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 4.4% 1.87 2.3% 71% False False 46,185
10 81.03 77.14 3.89 4.9% 2.01 2.5% 73% False False 42,288
20 81.03 73.15 7.88 9.9% 2.14 2.7% 87% False False 40,620
40 82.77 73.15 9.62 12.0% 2.14 2.7% 71% False False 42,531
60 89.83 71.50 18.33 22.9% 2.39 3.0% 46% False False 47,848
80 93.55 71.50 22.05 27.6% 2.21 2.8% 39% False False 49,996
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.65
2.618 86.72
1.618 84.31
1.000 82.82
0.618 81.90
HIGH 80.41
0.618 79.49
0.500 79.21
0.382 78.92
LOW 78.00
0.618 76.51
1.000 75.59
1.618 74.10
2.618 71.69
4.250 67.76
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 79.73 79.75
PP 79.47 79.50
S1 79.21 79.26

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

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