NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 74.76 76.85 2.09 2.8% 80.93
High 76.16 77.16 1.00 1.3% 80.93
Low 74.24 74.60 0.36 0.5% 74.02
Close 74.70 76.85 2.15 2.9% 74.48
Range 1.92 2.56 0.64 33.3% 6.91
ATR 1.87 1.92 0.05 2.6% 0.00
Volume 5,027 4,860 -167 -3.3% 27,591
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.88 82.93 78.26
R3 81.32 80.37 77.55
R2 78.76 78.76 77.32
R1 77.81 77.81 77.08 78.13
PP 76.20 76.20 76.20 76.37
S1 75.25 75.25 76.62 75.57
S2 73.64 73.64 76.38
S3 71.08 72.69 76.15
S4 68.52 70.13 75.44
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 78.55 74.02 4.53 5.9% 2.12 2.8% 62% False False 5,277
10 81.30 74.02 7.28 9.5% 1.91 2.5% 39% False False 4,852
20 83.00 74.02 8.98 11.7% 1.65 2.1% 32% False False 4,806
40 86.81 72.06 14.75 19.2% 1.83 2.4% 32% False False 5,119
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 False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.04
2.618 83.86
1.618 81.30
1.000 79.72
0.618 78.74
HIGH 77.16
0.618 76.18
0.500 75.88
0.382 75.58
LOW 74.60
0.618 73.02
1.000 72.04
1.618 70.46
2.618 67.90
4.250 63.72
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 76.53 76.43
PP 76.20 76.01
S1 75.88 75.59

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

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