NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 77.48 77.66 0.18 0.2% 74.76
High 78.79 79.67 0.88 1.1% 78.90
Low 77.18 77.11 -0.07 -0.1% 74.24
Close 77.48 79.61 2.13 2.7% 78.65
Range 1.61 2.56 0.95 59.0% 4.66
ATR 1.83 1.88 0.05 2.8% 0.00
Volume 5,605 5,176 -429 -7.7% 23,465
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.48 85.60 81.02
R3 83.92 83.04 80.31
R2 81.36 81.36 80.08
R1 80.48 80.48 79.84 80.92
PP 78.80 78.80 78.80 79.02
S1 77.92 77.92 79.38 78.36
S2 76.24 76.24 79.14
S3 73.68 75.36 78.91
S4 71.12 72.80 78.20
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 91.24 89.61 81.21
R3 86.58 84.95 79.93
R2 81.92 81.92 79.50
R1 80.29 80.29 79.08 81.11
PP 77.26 77.26 77.26 77.67
S1 75.63 75.63 78.22 76.45
S2 72.60 72.60 77.80
S3 67.94 70.97 77.37
S4 63.28 66.31 76.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.67 74.60 5.07 6.4% 1.83 2.3% 99% True False 5,843
10 80.76 74.02 6.74 8.5% 1.99 2.5% 83% False False 5,514
20 83.00 74.02 8.98 11.3% 1.65 2.1% 62% False False 4,946
40 83.00 72.06 10.94 13.7% 1.81 2.3% 69% False False 5,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.55
2.618 86.37
1.618 83.81
1.000 82.23
0.618 81.25
HIGH 79.67
0.618 78.69
0.500 78.39
0.382 78.09
LOW 77.11
0.618 75.53
1.000 74.55
1.618 72.97
2.618 70.41
4.250 66.23
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 79.20 79.20
PP 78.80 78.80
S1 78.39 78.39

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

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