NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 81.00 79.13 -1.87 -2.3% 78.20
High 81.45 79.60 -1.85 -2.3% 81.06
Low 78.83 78.16 -0.67 -0.8% 77.92
Close 79.40 79.13 -0.27 -0.3% 80.74
Range 2.62 1.44 -1.18 -45.0% 3.14
ATR 1.78 1.75 -0.02 -1.3% 0.00
Volume 4,880 7,618 2,738 56.1% 35,180
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.28 82.65 79.92
R3 81.84 81.21 79.53
R2 80.40 80.40 79.39
R1 79.77 79.77 79.26 79.85
PP 78.96 78.96 78.96 79.01
S1 78.33 78.33 79.00 78.41
S2 77.52 77.52 78.87
S3 76.08 76.89 78.73
S4 74.64 75.45 78.34
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 78.16 3.29 4.2% 1.68 2.1% 29% False True 8,531
10 81.45 77.70 3.75 4.7% 1.65 2.1% 38% False False 6,453
20 81.45 74.02 7.43 9.4% 1.76 2.2% 69% False False 6,078
40 83.00 74.02 8.98 11.3% 1.68 2.1% 57% False False 5,462
60 92.30 72.06 20.24 25.6% 1.86 2.4% 35% False False 5,482
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.72
2.618 83.37
1.618 81.93
1.000 81.04
0.618 80.49
HIGH 79.60
0.618 79.05
0.500 78.88
0.382 78.71
LOW 78.16
0.618 77.27
1.000 76.72
1.618 75.83
2.618 74.39
4.250 72.04
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 79.05 79.81
PP 78.96 79.58
S1 78.88 79.36

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

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