NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 74.06 74.77 0.71 1.0% 70.35
High 75.99 77.16 1.17 1.5% 76.30
Low 74.04 74.62 0.58 0.8% 69.51
Close 75.12 76.94 1.82 2.4% 73.78
Range 1.95 2.54 0.59 30.3% 6.79
ATR 2.74 2.72 -0.01 -0.5% 0.00
Volume 421,739 321,671 -100,068 -23.7% 2,154,791
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.86 82.94 78.34
R3 81.32 80.40 77.64
R2 78.78 78.78 77.41
R1 77.86 77.86 77.17 78.32
PP 76.24 76.24 76.24 76.47
S1 75.32 75.32 76.71 75.78
S2 73.70 73.70 76.47
S3 71.16 72.78 76.24
S4 68.62 70.24 75.54
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.57 90.46 77.51
R3 86.78 83.67 75.65
R2 79.99 79.99 75.02
R1 76.88 76.88 74.40 78.44
PP 73.20 73.20 73.20 73.97
S1 70.09 70.09 73.16 71.65
S2 66.41 66.41 72.54
S3 59.62 63.30 71.91
S4 52.83 56.51 70.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.16 72.03 5.13 6.7% 2.48 3.2% 96% True False 406,479
10 77.16 69.51 7.65 9.9% 2.68 3.5% 97% True False 416,725
20 77.16 67.15 10.01 13.0% 2.79 3.6% 98% True False 413,354
40 89.77 67.15 22.62 29.4% 2.66 3.5% 43% False False 300,366
60 89.77 67.15 22.62 29.4% 2.33 3.0% 43% False False 222,463
80 89.77 67.15 22.62 29.4% 2.20 2.9% 43% False False 171,524
100 89.77 67.15 22.62 29.4% 2.20 2.9% 43% False False 139,200
120 89.77 67.15 22.62 29.4% 2.08 2.7% 43% False False 116,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.96
2.618 83.81
1.618 81.27
1.000 79.70
0.618 78.73
HIGH 77.16
0.618 76.19
0.500 75.89
0.382 75.59
LOW 74.62
0.618 73.05
1.000 72.08
1.618 70.51
2.618 67.97
4.250 63.83
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 76.59 76.36
PP 76.24 75.79
S1 75.89 75.21

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

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