NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 74.83 75.90 1.07 1.4% 81.26
High 75.82 76.38 0.56 0.7% 80.90
Low 74.37 75.04 0.67 0.9% 74.37
Close 74.83 75.11 0.28 0.4% 74.83
Range 1.45 1.34 -0.11 -7.6% 6.53
ATR 1.65 1.65 -0.01 -0.4% 0.00
Volume 2,849 2,402 -447 -15.7% 11,439
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 79.53 78.66 75.85
R3 78.19 77.32 75.48
R2 76.85 76.85 75.36
R1 75.98 75.98 75.23 75.75
PP 75.51 75.51 75.51 75.39
S1 74.64 74.64 74.99 74.41
S2 74.17 74.17 74.86
S3 72.83 73.30 74.74
S4 71.49 71.96 74.37
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 96.29 92.09 78.42
R3 89.76 85.56 76.63
R2 83.23 83.23 76.03
R1 79.03 79.03 75.43 77.87
PP 76.70 76.70 76.70 76.12
S1 72.50 72.50 74.23 71.34
S2 70.17 70.17 73.63
S3 63.64 65.97 73.03
S4 57.11 59.44 71.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.95 74.37 4.58 6.1% 1.31 1.7% 16% False False 2,216
10 82.06 74.37 7.69 10.2% 1.06 1.4% 10% False False 1,963
20 83.37 74.37 9.00 12.0% 1.05 1.4% 8% False False 2,539
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.08
2.618 79.89
1.618 78.55
1.000 77.72
0.618 77.21
HIGH 76.38
0.618 75.87
0.500 75.71
0.382 75.55
LOW 75.04
0.618 74.21
1.000 73.70
1.618 72.87
2.618 71.53
4.250 69.35
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 75.71 75.67
PP 75.51 75.48
S1 75.31 75.30

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

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