NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 81.19 83.28 2.09 2.6% 80.81
High 83.56 84.52 0.96 1.1% 81.45
Low 81.19 83.20 2.01 2.5% 78.16
Close 83.30 84.52 1.22 1.5% 81.06
Range 2.37 1.32 -1.05 -44.3% 3.29
ATR 1.84 1.81 -0.04 -2.0% 0.00
Volume 6,270 8,911 2,641 42.1% 40,951
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.04 87.60 85.25
R3 86.72 86.28 84.88
R2 85.40 85.40 84.76
R1 84.96 84.96 84.64 85.18
PP 84.08 84.08 84.08 84.19
S1 83.64 83.64 84.40 83.86
S2 82.76 82.76 84.28
S3 81.44 82.32 84.16
S4 80.12 81.00 83.79
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 84.52 78.16 6.36 7.5% 1.85 2.2% 100% True False 8,633
10 84.52 78.16 6.36 7.5% 1.79 2.1% 100% True False 8,393
20 84.52 74.60 9.92 11.7% 1.75 2.1% 100% True False 6,780
40 84.52 74.02 10.50 12.4% 1.66 2.0% 100% True False 5,842
60 86.81 72.06 14.75 17.5% 1.80 2.1% 84% False False 5,678
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 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 90.13
2.618 87.98
1.618 86.66
1.000 85.84
0.618 85.34
HIGH 84.52
0.618 84.02
0.500 83.86
0.382 83.70
LOW 83.20
0.618 82.38
1.000 81.88
1.618 81.06
2.618 79.74
4.250 77.59
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 84.30 83.62
PP 84.08 82.72
S1 83.86 81.82

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

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