NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 66.72 68.88 2.16 3.2% 71.03
High 69.27 70.14 0.87 1.3% 71.10
Low 66.69 68.44 1.75 2.6% 66.43
Close 69.04 70.12 1.08 1.6% 67.19
Range 2.58 1.70 -0.88 -34.1% 4.67
ATR
Volume 4,732 5,802 1,070 22.6% 29,199
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.67 74.09 71.06
R3 72.97 72.39 70.59
R2 71.27 71.27 70.43
R1 70.69 70.69 70.28 70.98
PP 69.57 69.57 69.57 69.71
S1 68.99 68.99 69.96 69.28
S2 67.87 67.87 69.81
S3 66.17 67.29 69.65
S4 64.47 65.59 69.19
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 82.25 79.39 69.76
R3 77.58 74.72 68.47
R2 72.91 72.91 68.05
R1 70.05 70.05 67.62 69.15
PP 68.24 68.24 68.24 67.79
S1 65.38 65.38 66.76 64.48
S2 63.57 63.57 66.33
S3 58.90 60.71 65.91
S4 54.23 56.04 64.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.14 65.66 4.48 6.4% 1.69 2.4% 100% True False 5,866
10 73.44 65.66 7.78 11.1% 1.48 2.1% 57% False False 5,793
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.37
2.618 74.59
1.618 72.89
1.000 71.84
0.618 71.19
HIGH 70.14
0.618 69.49
0.500 69.29
0.382 69.09
LOW 68.44
0.618 67.39
1.000 66.74
1.618 65.69
2.618 63.99
4.250 61.22
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 69.84 69.50
PP 69.57 68.87
S1 69.29 68.25

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

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