NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 79.84 80.51 0.67 0.8% 80.18
High 80.60 83.22 2.62 3.3% 81.03
Low 78.45 80.44 1.99 2.5% 77.49
Close 80.51 82.82 2.31 2.9% 80.51
Range 2.15 2.78 0.63 29.3% 3.54
ATR 2.14 2.18 0.05 2.2% 0.00
Volume 50,792 40,146 -10,646 -21.0% 225,465
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 90.50 89.44 84.35
R3 87.72 86.66 83.58
R2 84.94 84.94 83.33
R1 83.88 83.88 83.07 84.41
PP 82.16 82.16 82.16 82.43
S1 81.10 81.10 82.57 81.63
S2 79.38 79.38 82.31
S3 76.60 78.32 82.06
S4 73.82 75.54 81.29
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.30 88.94 82.46
R3 86.76 85.40 81.48
R2 83.22 83.22 81.16
R1 81.86 81.86 80.83 82.54
PP 79.68 79.68 79.68 80.02
S1 78.32 78.32 80.19 79.00
S2 76.14 76.14 79.86
S3 72.60 74.78 79.54
S4 69.06 71.24 78.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.22 77.49 5.73 6.9% 2.37 2.9% 93% True False 46,412
10 83.22 77.41 5.81 7.0% 2.09 2.5% 93% True False 45,434
20 83.22 73.15 10.07 12.2% 2.13 2.6% 96% True False 40,121
40 83.22 73.15 10.07 12.2% 2.11 2.5% 96% True False 41,778
60 86.52 71.50 15.02 18.1% 2.33 2.8% 75% False False 47,055
80 93.55 71.50 22.05 26.6% 2.24 2.7% 51% False False 49,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.04
2.618 90.50
1.618 87.72
1.000 86.00
0.618 84.94
HIGH 83.22
0.618 82.16
0.500 81.83
0.382 81.50
LOW 80.44
0.618 78.72
1.000 77.66
1.618 75.94
2.618 73.16
4.250 68.63
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 82.49 82.08
PP 82.16 81.35
S1 81.83 80.61

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

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