NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 77.06 77.45 0.39 0.5% 70.35
High 78.13 77.79 -0.34 -0.4% 76.30
Low 76.06 76.17 0.11 0.1% 69.51
Close 77.67 76.79 -0.88 -1.1% 73.78
Range 2.07 1.62 -0.45 -21.7% 6.79
ATR 2.68 2.60 -0.08 -2.8% 0.00
Volume 308,294 323,357 15,063 4.9% 2,154,791
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.78 80.90 77.68
R3 80.16 79.28 77.24
R2 78.54 78.54 77.09
R1 77.66 77.66 76.94 77.29
PP 76.92 76.92 76.92 76.73
S1 76.04 76.04 76.64 75.67
S2 75.30 75.30 76.49
S3 73.68 74.42 76.34
S4 72.06 72.80 75.90
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 78.13 73.26 4.87 6.3% 2.11 2.8% 72% False False 361,020
10 78.13 69.51 8.62 11.2% 2.56 3.3% 84% False False 396,928
20 78.13 67.15 10.98 14.3% 2.71 3.5% 88% False False 410,974
40 89.77 67.15 22.62 29.5% 2.68 3.5% 43% False False 310,828
60 89.77 67.15 22.62 29.5% 2.33 3.0% 43% False False 232,178
80 89.77 67.15 22.62 29.5% 2.21 2.9% 43% False False 179,139
100 89.77 67.15 22.62 29.5% 2.20 2.9% 43% False False 145,371
120 89.77 67.15 22.62 29.5% 2.08 2.7% 43% False False 122,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 84.68
2.618 82.03
1.618 80.41
1.000 79.41
0.618 78.79
HIGH 77.79
0.618 77.17
0.500 76.98
0.382 76.79
LOW 76.17
0.618 75.17
1.000 74.55
1.618 73.55
2.618 71.93
4.250 69.29
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 76.98 76.65
PP 76.92 76.51
S1 76.85 76.38

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

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