NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 78.97 81.35 2.38 3.0% 77.89
High 80.37 81.24 0.87 1.1% 80.65
Low 78.96 80.09 1.13 1.4% 77.66
Close 78.97 81.35 2.38 3.0% 78.77
Range 1.41 1.15 -0.26 -18.4% 2.99
ATR 1.53 1.58 0.05 3.4% 0.00
Volume 4,326 7,169 2,843 65.7% 10,243
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.34 84.00 81.98
R3 83.19 82.85 81.67
R2 82.04 82.04 81.56
R1 81.70 81.70 81.46 81.93
PP 80.89 80.89 80.89 81.01
S1 80.55 80.55 81.24 80.78
S2 79.74 79.74 81.14
S3 78.59 79.40 81.03
S4 77.44 78.25 80.72
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.00 86.37 80.41
R3 85.01 83.38 79.59
R2 82.02 82.02 79.32
R1 80.39 80.39 79.04 81.21
PP 79.03 79.03 79.03 79.43
S1 77.40 77.40 78.50 78.22
S2 76.04 76.04 78.22
S3 73.05 74.41 77.95
S4 70.06 71.42 77.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.24 78.00 3.24 4.0% 1.23 1.5% 103% True False 3,406
10 81.24 77.66 3.58 4.4% 1.17 1.4% 103% True False 2,790
20 81.54 74.37 7.17 8.8% 1.14 1.4% 97% False False 2,521
40 83.37 74.37 9.00 11.1% 1.12 1.4% 78% False False 2,623
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.13
2.618 84.25
1.618 83.10
1.000 82.39
0.618 81.95
HIGH 81.24
0.618 80.80
0.500 80.67
0.382 80.53
LOW 80.09
0.618 79.38
1.000 78.94
1.618 78.23
2.618 77.08
4.250 75.20
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 81.12 80.85
PP 80.89 80.34
S1 80.67 79.84

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

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