NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 79.77 80.44 0.67 0.8% 81.23
High 81.27 81.53 0.26 0.3% 81.79
Low 79.18 80.20 1.02 1.3% 78.81
Close 81.04 81.55 0.51 0.6% 81.55
Range 2.09 1.33 -0.76 -36.4% 2.98
ATR 1.56 1.55 -0.02 -1.1% 0.00
Volume 8,361 4,392 -3,969 -47.5% 23,706
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 85.08 84.65 82.28
R3 83.75 83.32 81.92
R2 82.42 82.42 81.79
R1 81.99 81.99 81.67 82.21
PP 81.09 81.09 81.09 81.20
S1 80.66 80.66 81.43 80.88
S2 79.76 79.76 81.31
S3 78.43 79.33 81.18
S4 77.10 78.00 80.82
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.66 88.58 83.19
R3 86.68 85.60 82.37
R2 83.70 83.70 82.10
R1 82.62 82.62 81.82 83.16
PP 80.72 80.72 80.72 80.99
S1 79.64 79.64 81.28 80.18
S2 77.74 77.74 81.00
S3 74.76 76.66 80.73
S4 71.78 73.68 79.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.79 78.81 2.98 3.7% 1.59 1.9% 92% False False 4,741
10 81.79 78.44 3.35 4.1% 1.35 1.7% 93% False False 4,418
20 81.79 74.37 7.42 9.1% 1.30 1.6% 97% False False 3,347
40 83.37 74.37 9.00 11.0% 1.20 1.5% 80% False False 2,957
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 True
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.18
2.618 85.01
1.618 83.68
1.000 82.86
0.618 82.35
HIGH 81.53
0.618 81.02
0.500 80.87
0.382 80.71
LOW 80.20
0.618 79.38
1.000 78.87
1.618 78.05
2.618 76.72
4.250 74.55
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 81.32 81.09
PP 81.09 80.63
S1 80.87 80.17

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

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