NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 78.56 80.98 2.42 3.1% 77.48
High 80.00 81.00 1.00 1.3% 80.31
Low 78.28 78.64 0.36 0.5% 77.11
Close 78.56 80.98 2.42 3.1% 78.37
Range 1.72 2.36 0.64 37.2% 3.20
ATR 1.78 1.82 0.05 2.7% 0.00
Volume 5,732 14,433 8,701 151.8% 25,851
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.29 86.49 82.28
R3 84.93 84.13 81.63
R2 82.57 82.57 81.41
R1 81.77 81.77 81.20 82.16
PP 80.21 80.21 80.21 80.40
S1 79.41 79.41 80.76 79.80
S2 77.85 77.85 80.55
S3 75.49 77.05 80.33
S4 73.13 74.69 79.68
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.20 86.48 80.13
R3 85.00 83.28 79.25
R2 81.80 81.80 78.96
R1 80.08 80.08 78.66 80.94
PP 78.60 78.60 78.60 79.03
S1 76.88 76.88 78.08 77.74
S2 75.40 75.40 77.78
S3 72.20 73.68 77.49
S4 69.00 70.48 76.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.00 77.70 3.30 4.1% 1.67 2.1% 99% True False 6,162
10 81.00 77.11 3.89 4.8% 1.72 2.1% 99% True False 6,031
20 81.30 74.02 7.28 9.0% 1.76 2.2% 96% False False 5,604
40 83.00 74.02 8.98 11.1% 1.73 2.1% 78% False False 5,200
60 93.29 72.06 21.23 26.2% 1.82 2.3% 42% False False 5,324
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 7 trading days
Fibonacci Retracements and Extensions
4.250 91.03
2.618 87.18
1.618 84.82
1.000 83.36
0.618 82.46
HIGH 81.00
0.618 80.10
0.500 79.82
0.382 79.54
LOW 78.64
0.618 77.18
1.000 76.28
1.618 74.82
2.618 72.46
4.250 68.61
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 80.59 80.47
PP 80.21 79.97
S1 79.82 79.46

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

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