NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 81.23 79.85 -1.38 -1.7% 79.13
High 81.43 81.79 0.36 0.4% 81.25
Low 80.35 79.45 -0.90 -1.1% 78.44
Close 81.23 79.85 -1.38 -1.7% 81.11
Range 1.08 2.34 1.26 116.7% 2.81
ATR 1.49 1.55 0.06 4.1% 0.00
Volume 2,771 3,341 570 20.6% 20,476
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.38 85.96 81.14
R3 85.04 83.62 80.49
R2 82.70 82.70 80.28
R1 81.28 81.28 80.06 81.02
PP 80.36 80.36 80.36 80.24
S1 78.94 78.94 79.64 78.68
S2 78.02 78.02 79.42
S3 75.68 76.60 79.21
S4 73.34 74.26 78.56
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.70 87.71 82.66
R3 85.89 84.90 81.88
R2 83.08 83.08 81.63
R1 82.09 82.09 81.37 82.59
PP 80.27 80.27 80.27 80.51
S1 79.28 79.28 80.85 79.78
S2 77.46 77.46 80.59
S3 74.65 76.47 80.34
S4 71.84 73.66 79.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.79 78.96 2.83 3.5% 1.33 1.7% 31% True False 4,552
10 81.79 78.00 3.79 4.7% 1.28 1.6% 49% True False 3,213
20 81.79 74.37 7.42 9.3% 1.26 1.6% 74% True False 2,759
40 83.37 74.37 9.00 11.3% 1.11 1.4% 61% False False 2,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 91.74
2.618 87.92
1.618 85.58
1.000 84.13
0.618 83.24
HIGH 81.79
0.618 80.90
0.500 80.62
0.382 80.34
LOW 79.45
0.618 78.00
1.000 77.11
1.618 75.66
2.618 73.32
4.250 69.51
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 80.62 80.62
PP 80.36 80.36
S1 80.11 80.11

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

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