NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 77.45 76.55 -0.90 -1.2% 74.06
High 77.79 77.45 -0.34 -0.4% 78.13
Low 76.17 75.56 -0.61 -0.8% 74.04
Close 76.79 77.18 0.39 0.5% 77.18
Range 1.62 1.89 0.27 16.7% 4.09
ATR 2.60 2.55 -0.05 -2.0% 0.00
Volume 323,357 303,284 -20,073 -6.2% 1,678,345
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.40 81.68 78.22
R3 80.51 79.79 77.70
R2 78.62 78.62 77.53
R1 77.90 77.90 77.35 78.26
PP 76.73 76.73 76.73 76.91
S1 76.01 76.01 77.01 76.37
S2 74.84 74.84 76.83
S3 72.95 74.12 76.66
S4 71.06 72.23 76.14
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.72 87.04 79.43
R3 84.63 82.95 78.30
R2 80.54 80.54 77.93
R1 78.86 78.86 77.55 79.70
PP 76.45 76.45 76.45 76.87
S1 74.77 74.77 76.81 75.61
S2 72.36 72.36 76.43
S3 68.27 70.68 76.06
S4 64.18 66.59 74.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.13 74.04 4.09 5.3% 2.01 2.6% 77% False False 335,669
10 78.13 69.51 8.62 11.2% 2.28 3.0% 89% False False 383,313
20 78.13 67.15 10.98 14.2% 2.59 3.4% 91% False False 400,429
40 89.77 67.15 22.62 29.3% 2.67 3.5% 44% False False 313,991
60 89.77 67.15 22.62 29.3% 2.33 3.0% 44% False False 236,828
80 89.77 67.15 22.62 29.3% 2.21 2.9% 44% False False 182,772
100 89.77 67.15 22.62 29.3% 2.21 2.9% 44% False False 148,330
120 89.77 67.15 22.62 29.3% 2.09 2.7% 44% False False 124,520
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.48
2.618 82.40
1.618 80.51
1.000 79.34
0.618 78.62
HIGH 77.45
0.618 76.73
0.500 76.51
0.382 76.28
LOW 75.56
0.618 74.39
1.000 73.67
1.618 72.50
2.618 70.61
4.250 67.53
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 76.96 77.07
PP 76.73 76.96
S1 76.51 76.85

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

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