NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 77.85 75.34 -2.51 -3.2% 81.82
High 78.55 77.52 -1.03 -1.3% 83.00
Low 77.00 74.60 -2.40 -3.1% 78.25
Close 77.85 75.34 -2.51 -3.2% 81.21
Range 1.55 2.92 1.37 88.4% 4.75
ATR 1.78 1.88 0.11 5.9% 0.00
Volume 4,068 5,126 1,058 26.0% 17,079
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.58 82.88 76.95
R3 81.66 79.96 76.14
R2 78.74 78.74 75.88
R1 77.04 77.04 75.61 76.80
PP 75.82 75.82 75.82 75.70
S1 74.12 74.12 75.07 73.88
S2 72.90 72.90 74.80
S3 69.98 71.20 74.54
S4 67.06 68.28 73.73
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.07 92.89 83.82
R3 90.32 88.14 82.52
R2 85.57 85.57 82.08
R1 83.39 83.39 81.65 82.11
PP 80.82 80.82 80.82 80.18
S1 78.64 78.64 80.77 77.36
S2 76.07 76.07 80.34
S3 71.32 73.89 79.90
S4 66.57 69.14 78.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.30 74.60 6.70 8.9% 1.94 2.6% 11% False True 4,801
10 83.00 74.60 8.40 11.1% 1.66 2.2% 9% False True 4,694
20 83.00 74.60 8.40 11.1% 1.70 2.3% 9% False True 4,919
40 87.07 72.06 15.01 19.9% 1.91 2.5% 22% False False 5,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 89.93
2.618 85.16
1.618 82.24
1.000 80.44
0.618 79.32
HIGH 77.52
0.618 76.40
0.500 76.06
0.382 75.72
LOW 74.60
0.618 72.80
1.000 71.68
1.618 69.88
2.618 66.96
4.250 62.19
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 76.06 77.68
PP 75.82 76.90
S1 75.58 76.12

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

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