NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 80.98 80.74 -0.24 -0.3% 78.20
High 81.00 81.06 0.06 0.1% 81.06
Low 78.64 80.21 1.57 2.0% 77.92
Close 80.98 80.74 -0.24 -0.3% 80.74
Range 2.36 0.85 -1.51 -64.0% 3.14
ATR 1.82 1.75 -0.07 -3.8% 0.00
Volume 14,433 7,640 -6,793 -47.1% 35,180
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.22 82.83 81.21
R3 82.37 81.98 80.97
R2 81.52 81.52 80.90
R1 81.13 81.13 80.82 81.17
PP 80.67 80.67 80.67 80.69
S1 80.28 80.28 80.66 80.32
S2 79.82 79.82 80.58
S3 78.97 79.43 80.51
S4 78.12 78.58 80.27
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.33 88.17 82.47
R3 86.19 85.03 81.60
R2 83.05 83.05 81.32
R1 81.89 81.89 81.03 82.47
PP 79.91 79.91 79.91 80.20
S1 78.75 78.75 80.45 79.33
S2 76.77 76.77 80.16
S3 73.63 75.61 79.88
S4 70.49 72.47 79.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.06 77.92 3.14 3.9% 1.60 2.0% 90% True False 7,036
10 81.06 77.11 3.95 4.9% 1.69 2.1% 92% True False 6,103
20 81.30 74.02 7.28 9.0% 1.76 2.2% 92% False False 5,790
40 83.00 74.02 8.98 11.1% 1.73 2.1% 75% False False 5,253
60 93.29 72.06 21.23 26.3% 1.82 2.3% 41% False False 5,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 84.67
2.618 83.29
1.618 82.44
1.000 81.91
0.618 81.59
HIGH 81.06
0.618 80.74
0.500 80.64
0.382 80.53
LOW 80.21
0.618 79.68
1.000 79.36
1.618 78.83
2.618 77.98
4.250 76.60
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 80.71 80.38
PP 80.67 80.03
S1 80.64 79.67

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

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