NYMEX Light Sweet Crude Oil Future March 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 81.61 80.27 -1.34 -1.6% 79.85
High 81.80 81.74 -0.06 -0.1% 81.95
Low 80.72 79.88 -0.84 -1.0% 78.69
Close 81.61 80.27 -1.34 -1.6% 81.47
Range 1.08 1.86 0.78 72.2% 3.26
ATR 1.56 1.58 0.02 1.4% 0.00
Volume 3,188 3,150 -38 -1.2% 14,308
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.21 85.10 81.29
R3 84.35 83.24 80.78
R2 82.49 82.49 80.61
R1 81.38 81.38 80.44 81.20
PP 80.63 80.63 80.63 80.54
S1 79.52 79.52 80.10 79.34
S2 78.77 78.77 79.93
S3 76.91 77.66 79.76
S4 75.05 75.80 79.25
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 90.48 89.24 83.26
R3 87.22 85.98 82.37
R2 83.96 83.96 82.07
R1 82.72 82.72 81.77 83.34
PP 80.70 80.70 80.70 81.02
S1 79.46 79.46 81.17 80.08
S2 77.44 77.44 80.87
S3 74.18 76.20 80.57
S4 70.92 72.94 79.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.95 79.25 2.70 3.4% 1.51 1.9% 38% False False 3,441
10 81.95 78.40 3.55 4.4% 1.52 1.9% 53% False False 2,652
20 81.95 74.92 7.03 8.8% 1.49 1.9% 76% False False 2,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.65
2.618 86.61
1.618 84.75
1.000 83.60
0.618 82.89
HIGH 81.74
0.618 81.03
0.500 80.81
0.382 80.59
LOW 79.88
0.618 78.73
1.000 78.02
1.618 76.87
2.618 75.01
4.250 71.98
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 80.81 80.92
PP 80.63 80.70
S1 80.45 80.49

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

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