NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 77.27 78.69 1.42 1.8% 81.26
High 77.24 78.92 1.68 2.2% 80.90
Low 75.21 78.10 2.89 3.8% 74.37
Close 77.27 78.69 1.42 1.8% 74.83
Range 2.03 0.82 -1.21 -59.6% 6.53
ATR 1.68 1.68 0.00 -0.1% 0.00
Volume 1,771 3,155 1,384 78.1% 11,439
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.03 80.68 79.14
R3 80.21 79.86 78.92
R2 79.39 79.39 78.84
R1 79.04 79.04 78.77 79.10
PP 78.57 78.57 78.57 78.60
S1 78.22 78.22 78.61 78.28
S2 77.75 77.75 78.54
S3 76.93 77.40 78.46
S4 76.11 76.58 78.24
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 78.92 74.37 4.55 5.8% 1.55 2.0% 95% True False 2,445
10 81.54 74.37 7.17 9.1% 1.10 1.4% 60% False False 2,252
20 83.37 74.37 9.00 11.4% 1.08 1.4% 48% False False 2,458
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.41
2.618 81.07
1.618 80.25
1.000 79.74
0.618 79.43
HIGH 78.92
0.618 78.61
0.500 78.51
0.382 78.41
LOW 78.10
0.618 77.59
1.000 77.28
1.618 76.77
2.618 75.95
4.250 74.62
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 78.63 78.12
PP 78.57 77.55
S1 78.51 76.98

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

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