NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 80.81 81.00 0.19 0.2% 78.20
High 81.04 81.45 0.41 0.5% 81.06
Low 79.90 78.83 -1.07 -1.3% 77.92
Close 80.81 79.40 -1.41 -1.7% 80.74
Range 1.14 2.62 1.48 129.8% 3.14
ATR 1.71 1.78 0.06 3.8% 0.00
Volume 8,084 4,880 -3,204 -39.6% 35,180
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.75 86.20 80.84
R3 85.13 83.58 80.12
R2 82.51 82.51 79.88
R1 80.96 80.96 79.64 80.43
PP 79.89 79.89 79.89 79.63
S1 78.34 78.34 79.16 77.81
S2 77.27 77.27 78.92
S3 74.65 75.72 78.68
S4 72.03 73.10 77.96
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 81.45 78.28 3.17 4.0% 1.74 2.2% 35% True False 8,153
10 81.45 77.70 3.75 4.7% 1.65 2.1% 45% True False 6,321
20 81.45 74.02 7.43 9.4% 1.82 2.3% 72% True False 5,917
40 83.00 74.02 8.98 11.3% 1.72 2.2% 60% False False 5,358
60 93.29 72.06 21.23 26.7% 1.86 2.3% 35% False False 5,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 92.59
2.618 88.31
1.618 85.69
1.000 84.07
0.618 83.07
HIGH 81.45
0.618 80.45
0.500 80.14
0.382 79.83
LOW 78.83
0.618 77.21
1.000 76.21
1.618 74.59
2.618 71.97
4.250 67.70
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 80.14 80.14
PP 79.89 79.89
S1 79.65 79.65

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

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