NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 77.50 77.35 -0.15 -0.2% 74.06
High 78.92 78.10 -0.82 -1.0% 78.13
Low 76.88 76.53 -0.35 -0.5% 74.04
Close 77.82 77.21 -0.61 -0.8% 77.18
Range 2.04 1.57 -0.47 -23.0% 4.09
ATR 2.51 2.45 -0.07 -2.7% 0.00
Volume 157,434 124,289 -33,145 -21.1% 1,678,345
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.99 81.17 78.07
R3 80.42 79.60 77.64
R2 78.85 78.85 77.50
R1 78.03 78.03 77.35 77.66
PP 77.28 77.28 77.28 77.09
S1 76.46 76.46 77.07 76.09
S2 75.71 75.71 76.92
S3 74.14 74.89 76.78
S4 72.57 73.32 76.35
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 75.56 3.36 4.4% 1.84 2.4% 49% False False 243,331
10 78.92 72.03 6.89 8.9% 2.16 2.8% 75% False False 324,905
20 78.92 67.15 11.77 15.2% 2.59 3.3% 85% False False 364,356
40 89.77 67.15 22.62 29.3% 2.67 3.5% 44% False False 314,997
60 89.77 67.15 22.62 29.3% 2.34 3.0% 44% False False 240,542
80 89.77 67.15 22.62 29.3% 2.19 2.8% 44% False False 185,979
100 89.77 67.15 22.62 29.3% 2.21 2.9% 44% False False 150,948
120 89.77 67.15 22.62 29.3% 2.10 2.7% 44% False False 126,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.45
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 84.77
2.618 82.21
1.618 80.64
1.000 79.67
0.618 79.07
HIGH 78.10
0.618 77.50
0.500 77.32
0.382 77.13
LOW 76.53
0.618 75.56
1.000 74.96
1.618 73.99
2.618 72.42
4.250 69.86
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 77.32 77.24
PP 77.28 77.23
S1 77.25 77.22

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

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