NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 02-Aug-2010

Day Change Summary
	Previous	Current
	30-Jul-2010	02-Aug-2010	Change	Change %	Previous Week
Open	80.22	81.19	0.97	1.2%	80.81
High	81.06	83.56	2.50	3.1%	81.45
Low	79.12	81.19	2.07	2.6%	78.16
Close	81.06	83.30	2.24	2.8%	81.06
Range	1.94	2.37	0.43	22.2%	3.29
ATR	1.79	1.84	0.05	2.8%	0.00
Volume	8,039	6,270	-1,769	-22.0%	40,951

Daily Pivots for day following 02-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.79	88.92	84.60
R3	87.42	86.55	83.95
R2	85.05	85.05	83.73
R1	84.18	84.18	83.52	84.62
PP	82.68	82.68	82.68	82.90
S1	81.81	81.81	83.08	82.25
S2	80.31	80.31	82.87
S3	77.94	79.44	82.65
S4	75.57	77.07	82.00

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.09	88.87	82.87
R3	86.80	85.58	81.96
R2	83.51	83.51	81.66
R1	82.29	82.29	81.36	82.90
PP	80.22	80.22	80.22	80.53
S1	79.00	79.00	80.76	79.61
S2	76.93	76.93	80.46
S3	73.64	75.71	80.16
S4	70.35	72.42	79.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.56	78.16	5.40	6.5%	2.11	2.5%	95%	True	False	7,827
10	83.56	77.92	5.64	6.8%	1.81	2.2%	95%	True	False	7,804
20	83.56	74.24	9.32	11.2%	1.78	2.1%	97%	True	False	6,585
40	83.56	74.02	9.54	11.5%	1.68	2.0%	97%	True	False	5,748
60	86.81	72.06	14.75	17.7%	1.82	2.2%	76%	False	False	5,665

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.63
2.618	89.76
1.618	87.39
1.000	85.93
0.618	85.02
HIGH	83.56
0.618	82.65
0.500	82.38
0.382	82.10
LOW	81.19
0.618	79.73
1.000	78.82
1.618	77.36
2.618	74.99
4.250	71.12

Fisher Pivots for day following 02-Aug-2010
Pivot	1 day	3 day
R1	82.99	82.56
PP	82.68	81.82
S1	82.38	81.08

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