NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	74.76	76.85	2.09	2.8%	80.93
High	76.16	77.16	1.00	1.3%	80.93
Low	74.24	74.60	0.36	0.5%	74.02
Close	74.70	76.85	2.15	2.9%	74.48
Range	1.92	2.56	0.64	33.3%	6.91
ATR	1.87	1.92	0.05	2.6%	0.00
Volume	5,027	4,860	-167	-3.3%	27,591

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.88	82.93	78.26
R3	81.32	80.37	77.55
R2	78.76	78.76	77.32
R1	77.81	77.81	77.08	78.13
PP	76.20	76.20	76.20	76.37
S1	75.25	75.25	76.62	75.57
S2	73.64	73.64	76.38
S3	71.08	72.69	76.15
S4	68.52	70.13	75.44

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.21	92.75	78.28
R3	90.30	85.84	76.38
R2	83.39	83.39	75.75
R1	78.93	78.93	75.11	77.71
PP	76.48	76.48	76.48	75.86
S1	72.02	72.02	73.85	70.80
S2	69.57	69.57	73.21
S3	62.66	65.11	72.58
S4	55.75	58.20	70.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.55	74.02	4.53	5.9%	2.12	2.8%	62%	False	False	5,277
10	81.30	74.02	7.28	9.5%	1.91	2.5%	39%	False	False	4,852
20	83.00	74.02	8.98	11.7%	1.65	2.1%	32%	False	False	4,806
40	86.81	72.06	14.75	19.2%	1.83	2.4%	32%	False	False	5,119

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	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.04
2.618	83.86
1.618	81.30
1.000	79.72
0.618	78.74
HIGH	77.16
0.618	76.18
0.500	75.88
0.382	75.58
LOW	74.60
0.618	73.02
1.000	72.04
1.618	70.46
2.618	67.90
4.250	63.72

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	76.53	76.43
PP	76.20	76.01
S1	75.88	75.59

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols