NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 80.22 81.19 0.97 1.2% 80.81
High 81.06 83.56 2.50 3.1% 81.45
Low 79.12 81.19 2.07 2.6% 78.16
Close 81.06 83.30 2.24 2.8% 81.06
Range 1.94 2.37 0.43 22.2% 3.29
ATR 1.79 1.84 0.05 2.8% 0.00
Volume 8,039 6,270 -1,769 -22.0% 40,951
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.79 88.92 84.60
R3 87.42 86.55 83.95
R2 85.05 85.05 83.73
R1 84.18 84.18 83.52 84.62
PP 82.68 82.68 82.68 82.90
S1 81.81 81.81 83.08 82.25
S2 80.31 80.31 82.87
S3 77.94 79.44 82.65
S4 75.57 77.07 82.00
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.09 88.87 82.87
R3 86.80 85.58 81.96
R2 83.51 83.51 81.66
R1 82.29 82.29 81.36 82.90
PP 80.22 80.22 80.22 80.53
S1 79.00 79.00 80.76 79.61
S2 76.93 76.93 80.46
S3 73.64 75.71 80.16
S4 70.35 72.42 79.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.56 78.16 5.40 6.5% 2.11 2.5% 95% True False 7,827
10 83.56 77.92 5.64 6.8% 1.81 2.2% 95% True False 7,804
20 83.56 74.24 9.32 11.2% 1.78 2.1% 97% True False 6,585
40 83.56 74.02 9.54 11.5% 1.68 2.0% 97% True False 5,748
60 86.81 72.06 14.75 17.7% 1.82 2.2% 76% False False 5,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.63
2.618 89.76
1.618 87.39
1.000 85.93
0.618 85.02
HIGH 83.56
0.618 82.65
0.500 82.38
0.382 82.10
LOW 81.19
0.618 79.73
1.000 78.82
1.618 77.36
2.618 74.99
4.250 71.12
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 82.99 82.56
PP 82.68 81.82
S1 82.38 81.08

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

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