NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 80.44 81.75 1.31 1.6% 81.23
High 81.53 83.91 2.38 2.9% 81.79
Low 80.20 81.75 1.55 1.9% 78.81
Close 81.55 83.74 2.19 2.7% 81.55
Range 1.33 2.16 0.83 62.4% 2.98
ATR 1.55 1.60 0.06 3.8% 0.00
Volume 4,392 3,015 -1,377 -31.4% 23,706
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 89.61 88.84 84.93
R3 87.45 86.68 84.33
R2 85.29 85.29 84.14
R1 84.52 84.52 83.94 84.91
PP 83.13 83.13 83.13 83.33
S1 82.36 82.36 83.54 82.75
S2 80.97 80.97 83.34
S3 78.81 80.20 83.15
S4 76.65 78.04 82.55
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 83.91 78.81 5.10 6.1% 1.81 2.2% 97% True False 4,790
10 83.91 78.44 5.47 6.5% 1.47 1.8% 97% True False 4,536
20 83.91 75.04 8.87 10.6% 1.33 1.6% 98% True False 3,355
40 83.91 74.37 9.54 11.4% 1.21 1.4% 98% True False 2,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.09
2.618 89.56
1.618 87.40
1.000 86.07
0.618 85.24
HIGH 83.91
0.618 83.08
0.500 82.83
0.382 82.58
LOW 81.75
0.618 80.42
1.000 79.59
1.618 78.26
2.618 76.10
4.250 72.57
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 83.44 83.01
PP 83.13 82.28
S1 82.83 81.55

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

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