NYMEX Light Sweet Crude Oil Future September 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 79.52 78.86 -0.66 -0.8% 76.72
High 80.11 79.56 -0.55 -0.7% 80.11
Low 78.71 77.97 -0.74 -0.9% 76.32
Close 79.12 79.18 0.06 0.1% 79.18
Range 1.40 1.59 0.19 13.6% 3.79
ATR 2.40 2.34 -0.06 -2.4% 0.00
Volume 70,957 89,090 18,133 25.6% 355,258
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.67 83.02 80.05
R3 82.08 81.43 79.62
R2 80.49 80.49 79.47
R1 79.84 79.84 79.33 80.17
PP 78.90 78.90 78.90 79.07
S1 78.25 78.25 79.03 78.58
S2 77.31 77.31 78.89
S3 75.72 76.66 78.74
S4 74.13 75.07 78.31
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.91 88.33 81.26
R3 86.12 84.54 80.22
R2 82.33 82.33 79.87
R1 80.75 80.75 79.53 81.54
PP 78.54 78.54 78.54 78.93
S1 76.96 76.96 78.83 77.75
S2 74.75 74.75 78.49
S3 70.96 73.17 78.14
S4 67.17 69.38 77.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.11 76.32 3.79 4.8% 1.83 2.3% 75% False False 71,051
10 80.11 71.92 8.19 10.3% 2.02 2.6% 89% False False 71,703
20 80.11 69.62 10.49 13.2% 2.41 3.0% 91% False False 61,620
40 92.21 69.62 22.59 28.5% 2.49 3.1% 42% False False 52,136
60 92.21 69.62 22.59 28.5% 2.14 2.7% 42% False False 43,180
80 92.21 69.62 22.59 28.5% 2.02 2.6% 42% False False 34,471
100 92.21 69.62 22.59 28.5% 2.00 2.5% 42% False False 28,803
120 92.21 69.62 22.59 28.5% 1.83 2.3% 42% False False 24,519
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.32
2.618 83.72
1.618 82.13
1.000 81.15
0.618 80.54
HIGH 79.56
0.618 78.95
0.500 78.77
0.382 78.58
LOW 77.97
0.618 76.99
1.000 76.38
1.618 75.40
2.618 73.81
4.250 71.21
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 79.04 79.13
PP 78.90 79.09
S1 78.77 79.04

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

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