NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 80.74 80.81 0.07 0.1% 78.20
High 81.06 81.04 -0.02 0.0% 81.06
Low 80.21 79.90 -0.31 -0.4% 77.92
Close 80.74 80.81 0.07 0.1% 80.74
Range 0.85 1.14 0.29 34.1% 3.14
ATR 1.75 1.71 -0.04 -2.5% 0.00
Volume 7,640 8,084 444 5.8% 35,180
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.00 83.55 81.44
R3 82.86 82.41 81.12
R2 81.72 81.72 81.02
R1 81.27 81.27 80.91 81.38
PP 80.58 80.58 80.58 80.64
S1 80.13 80.13 80.71 80.24
S2 79.44 79.44 80.60
S3 78.30 78.99 80.50
S4 77.16 77.85 80.18
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% 1.50 1.9% 92% False False 7,782
10 81.06 77.11 3.95 4.9% 1.64 2.0% 94% False False 6,351
20 81.06 74.02 7.04 8.7% 1.71 2.1% 96% False False 6,008
40 83.00 74.02 8.98 11.1% 1.70 2.1% 76% False False 5,328
60 93.29 72.06 21.23 26.3% 1.83 2.3% 41% False False 5,392
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.89
2.618 84.02
1.618 82.88
1.000 82.18
0.618 81.74
HIGH 81.04
0.618 80.60
0.500 80.47
0.382 80.34
LOW 79.90
0.618 79.20
1.000 78.76
1.618 78.06
2.618 76.92
4.250 75.06
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 80.70 80.49
PP 80.58 80.17
S1 80.47 79.85

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

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