NYMEX Light Sweet Crude Oil Future September 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 78.85 79.52 0.67 0.8% 73.32
High 80.00 80.11 0.11 0.1% 78.17
Low 78.09 78.71 0.62 0.8% 71.92
Close 79.60 79.12 -0.48 -0.6% 76.51
Range 1.91 1.40 -0.51 -26.7% 6.25
ATR 2.47 2.40 -0.08 -3.1% 0.00
Volume 57,667 70,957 13,290 23.0% 361,772
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.51 82.72 79.89
R3 82.11 81.32 79.51
R2 80.71 80.71 79.38
R1 79.92 79.92 79.25 79.62
PP 79.31 79.31 79.31 79.16
S1 78.52 78.52 78.99 78.22
S2 77.91 77.91 78.86
S3 76.51 77.12 78.74
S4 75.11 75.72 78.35
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 80.11 75.84 4.27 5.4% 1.91 2.4% 77% True False 67,076
10 80.11 71.92 8.19 10.4% 2.33 2.9% 88% True False 70,438
20 80.11 69.62 10.49 13.3% 2.53 3.2% 91% True False 60,276
40 92.21 69.62 22.59 28.6% 2.50 3.2% 42% False False 50,995
60 92.21 69.62 22.59 28.6% 2.13 2.7% 42% False False 41,815
80 92.21 69.62 22.59 28.6% 2.02 2.6% 42% False False 33,463
100 92.21 69.62 22.59 28.6% 1.98 2.5% 42% False False 27,953
120 92.21 69.62 22.59 28.6% 1.83 2.3% 42% False False 23,788
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 86.06
2.618 83.78
1.618 82.38
1.000 81.51
0.618 80.98
HIGH 80.11
0.618 79.58
0.500 79.41
0.382 79.24
LOW 78.71
0.618 77.84
1.000 77.31
1.618 76.44
2.618 75.04
4.250 72.76
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 79.41 78.87
PP 79.31 78.61
S1 79.22 78.36

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

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