NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 78.92 78.37 -0.55 -0.7% 77.48
High 79.95 78.92 -1.03 -1.3% 80.31
Low 77.85 77.70 -0.15 -0.2% 77.11
Close 78.92 78.37 -0.55 -0.7% 78.37
Range 2.10 1.22 -0.88 -41.9% 3.20
ATR 1.87 1.82 -0.05 -2.5% 0.00
Volume 5,498 3,272 -2,226 -40.5% 25,851
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 81.99 81.40 79.04
R3 80.77 80.18 78.71
R2 79.55 79.55 78.59
R1 78.96 78.96 78.48 78.98
PP 78.33 78.33 78.33 78.34
S1 77.74 77.74 78.26 77.76
S2 77.11 77.11 78.15
S3 75.89 76.52 78.03
S4 74.67 75.30 77.70
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 88.20 86.48 80.13
R3 85.00 83.28 79.25
R2 81.80 81.80 78.96
R1 80.08 80.08 78.66 80.94
PP 78.60 78.60 78.60 79.03
S1 76.88 76.88 78.08 77.74
S2 75.40 75.40 77.78
S3 72.20 73.68 77.49
S4 69.00 70.48 76.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.31 77.11 3.20 4.1% 1.78 2.3% 39% False False 5,170
10 80.31 74.02 6.29 8.0% 1.75 2.2% 69% False False 5,662
20 83.00 74.02 8.98 11.5% 1.70 2.2% 48% False False 5,178
40 83.00 72.06 10.94 14.0% 1.77 2.3% 58% False False 5,160
60 93.29 72.06 21.23 27.1% 1.75 2.2% 30% False False 5,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.11
2.618 82.11
1.618 80.89
1.000 80.14
0.618 79.67
HIGH 78.92
0.618 78.45
0.500 78.31
0.382 78.17
LOW 77.70
0.618 76.95
1.000 76.48
1.618 75.73
2.618 74.51
4.250 72.52
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 78.35 79.01
PP 78.33 78.79
S1 78.31 78.58

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

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