NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 76.55 77.50 0.95 1.2% 74.06
High 77.45 78.92 1.47 1.9% 78.13
Low 75.56 76.88 1.32 1.7% 74.04
Close 77.18 77.82 0.64 0.8% 77.18
Range 1.89 2.04 0.15 7.9% 4.09
ATR 2.55 2.51 -0.04 -1.4% 0.00
Volume 303,284 157,434 -145,850 -48.1% 1,678,345
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.99 82.95 78.94
R3 81.95 80.91 78.38
R2 79.91 79.91 78.19
R1 78.87 78.87 78.01 79.39
PP 77.87 77.87 77.87 78.14
S1 76.83 76.83 77.63 77.35
S2 75.83 75.83 77.45
S3 73.79 74.79 77.26
S4 71.75 72.75 76.70
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 78.92 74.62 4.30 5.5% 2.03 2.6% 74% True False 282,808
10 78.92 70.75 8.17 10.5% 2.19 2.8% 87% True False 354,207
20 78.92 67.15 11.77 15.1% 2.58 3.3% 91% True False 380,613
40 89.77 67.15 22.62 29.1% 2.67 3.4% 47% False False 314,335
60 89.77 67.15 22.62 29.1% 2.35 3.0% 47% False False 239,003
80 89.77 67.15 22.62 29.1% 2.19 2.8% 47% False False 184,555
100 89.77 67.15 22.62 29.1% 2.21 2.8% 47% False False 149,801
120 89.77 67.15 22.62 29.1% 2.09 2.7% 47% False False 125,813
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.59
2.618 84.26
1.618 82.22
1.000 80.96
0.618 80.18
HIGH 78.92
0.618 78.14
0.500 77.90
0.382 77.66
LOW 76.88
0.618 75.62
1.000 74.84
1.618 73.58
2.618 71.54
4.250 68.21
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 77.90 77.63
PP 77.87 77.43
S1 77.85 77.24

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

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