NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 78.20 79.23 1.03 1.3% 77.48
High 79.75 79.36 -0.39 -0.5% 80.31
Low 78.13 77.92 -0.21 -0.3% 77.11
Close 78.75 79.23 0.48 0.6% 78.37
Range 1.62 1.44 -0.18 -11.1% 3.20
ATR 1.81 1.78 -0.03 -1.4% 0.00
Volume 4,353 3,022 -1,331 -30.6% 25,851
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.16 82.63 80.02
R3 81.72 81.19 79.63
R2 80.28 80.28 79.49
R1 79.75 79.75 79.36 79.95
PP 78.84 78.84 78.84 78.94
S1 78.31 78.31 79.10 78.51
S2 77.40 77.40 78.97
S3 75.96 76.87 78.83
S4 74.52 75.43 78.44
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 77.70 2.61 3.3% 1.56 2.0% 59% False False 4,489
10 80.31 74.60 5.71 7.2% 1.70 2.1% 81% False False 5,166
20 81.77 74.02 7.75 9.8% 1.72 2.2% 67% False False 4,929
40 83.00 72.06 10.94 13.8% 1.71 2.2% 66% False False 5,019
60 93.29 72.06 21.23 26.8% 1.79 2.3% 34% False False 5,070
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.48
2.618 83.13
1.618 81.69
1.000 80.80
0.618 80.25
HIGH 79.36
0.618 78.81
0.500 78.64
0.382 78.47
LOW 77.92
0.618 77.03
1.000 76.48
1.618 75.59
2.618 74.15
4.250 71.80
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 79.03 79.06
PP 78.84 78.89
S1 78.64 78.73

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

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