NYMEX Light Sweet Crude Oil Future March 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 79.98 81.70 1.72 2.2% 78.27
High 80.69 81.61 0.92 1.1% 81.10
Low 79.25 79.39 0.14 0.2% 78.01
Close 79.35 81.70 2.35 3.0% 79.15
Range 1.44 2.22 0.78 54.2% 3.09
ATR 1.60 1.65 0.05 2.9% 0.00
Volume 3,820 2,912 -908 -23.8% 13,495
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.56 86.85 82.92
R3 85.34 84.63 82.31
R2 83.12 83.12 82.11
R1 82.41 82.41 81.90 82.81
PP 80.90 80.90 80.90 81.10
S1 80.19 80.19 81.50 80.59
S2 78.68 78.68 81.29
S3 76.46 77.97 81.09
S4 74.24 75.75 80.48
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.69 87.01 80.85
R3 85.60 83.92 80.00
R2 82.51 82.51 79.72
R1 80.83 80.83 79.43 81.67
PP 79.42 79.42 79.42 79.84
S1 77.74 77.74 78.87 78.58
S2 76.33 76.33 78.58
S3 73.24 74.65 78.30
S4 70.15 71.56 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.61 78.40 3.21 3.9% 1.70 2.1% 103% True False 2,397
10 81.61 78.01 3.60 4.4% 1.41 1.7% 103% True False 2,535
20 81.90 74.92 6.98 8.5% 1.48 1.8% 97% False False 2,594
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 91.05
2.618 87.42
1.618 85.20
1.000 83.83
0.618 82.98
HIGH 81.61
0.618 80.76
0.500 80.50
0.382 80.24
LOW 79.39
0.618 78.02
1.000 77.17
1.618 75.80
2.618 73.58
4.250 69.96
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 81.30 81.19
PP 80.90 80.68
S1 80.50 80.18

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

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