NYMEX Light Sweet Crude Oil Future September 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 76.72 76.78 0.06 0.1% 73.32
High 78.30 78.86 0.56 0.7% 78.17
Low 76.32 76.60 0.28 0.4% 71.92
Close 77.16 78.71 1.55 2.0% 76.51
Range 1.98 2.26 0.28 14.1% 6.25
ATR 2.54 2.52 -0.02 -0.8% 0.00
Volume 78,902 58,642 -20,260 -25.7% 361,772
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.84 84.03 79.95
R3 82.58 81.77 79.33
R2 80.32 80.32 79.12
R1 79.51 79.51 78.92 79.92
PP 78.06 78.06 78.06 78.26
S1 77.25 77.25 78.50 77.66
S2 75.80 75.80 78.30
S3 73.54 74.99 78.09
S4 71.28 72.73 77.47
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.28 91.65 79.95
R3 88.03 85.40 78.23
R2 81.78 81.78 77.66
R1 79.15 79.15 77.08 80.47
PP 75.53 75.53 75.53 76.19
S1 72.90 72.90 75.94 74.22
S2 69.28 69.28 75.36
S3 63.03 66.65 74.79
S4 56.78 60.40 73.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.86 73.88 4.98 6.3% 2.25 2.9% 97% True False 72,360
10 78.86 71.92 6.94 8.8% 2.44 3.1% 98% True False 68,025
20 78.86 69.62 9.24 11.7% 2.60 3.3% 98% True False 58,403
40 92.21 69.62 22.59 28.7% 2.48 3.2% 40% False False 48,983
60 92.21 69.62 22.59 28.7% 2.14 2.7% 40% False False 39,920
80 92.21 69.62 22.59 28.7% 2.01 2.6% 40% False False 32,085
100 92.21 69.62 22.59 28.7% 1.98 2.5% 40% False False 26,766
120 92.21 69.62 22.59 28.7% 1.83 2.3% 40% False False 22,749
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.47
2.618 84.78
1.618 82.52
1.000 81.12
0.618 80.26
HIGH 78.86
0.618 78.00
0.500 77.73
0.382 77.46
LOW 76.60
0.618 75.20
1.000 74.34
1.618 72.94
2.618 70.68
4.250 67.00
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 78.38 78.26
PP 78.06 77.80
S1 77.73 77.35

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

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