NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 75.34 75.42 0.08 0.1% 80.93
High 77.52 75.65 -1.87 -2.4% 80.93
Low 74.60 74.02 -0.58 -0.8% 74.02
Close 75.34 74.48 -0.86 -1.1% 74.48
Range 2.92 1.63 -1.29 -44.2% 6.91
ATR 1.88 1.86 -0.02 -1.0% 0.00
Volume 5,126 7,305 2,179 42.5% 27,591
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 79.61 78.67 75.38
R3 77.98 77.04 74.93
R2 76.35 76.35 74.78
R1 75.41 75.41 74.63 75.07
PP 74.72 74.72 74.72 74.54
S1 73.78 73.78 74.33 73.44
S2 73.09 73.09 74.18
S3 71.46 72.15 74.03
S4 69.83 70.52 73.58
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 97.21 92.75 78.28
R3 90.30 85.84 76.38
R2 83.39 83.39 75.75
R1 78.93 78.93 75.11 77.71
PP 76.48 76.48 76.48 75.86
S1 72.02 72.02 73.85 70.80
S2 69.57 69.57 73.21
S3 62.66 65.11 72.58
S4 55.75 58.20 70.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.93 74.02 6.91 9.3% 1.84 2.5% 7% False True 5,518
10 83.00 74.02 8.98 12.1% 1.71 2.3% 5% False True 4,467
20 83.00 74.02 8.98 12.1% 1.58 2.1% 5% False True 4,911
40 86.81 72.06 14.75 19.8% 1.84 2.5% 16% False False 5,205
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 False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.58
2.618 79.92
1.618 78.29
1.000 77.28
0.618 76.66
HIGH 75.65
0.618 75.03
0.500 74.84
0.382 74.64
LOW 74.02
0.618 73.01
1.000 72.39
1.618 71.38
2.618 69.75
4.250 67.09
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 74.84 76.29
PP 74.72 75.68
S1 74.60 75.08

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

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