NYMEX Light Sweet Crude Oil Future September 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 78.86 79.75 0.89 1.1% 76.72
High 79.56 80.82 1.26 1.6% 80.11
Low 77.97 78.59 0.62 0.8% 76.32
Close 79.18 79.48 0.30 0.4% 79.18
Range 1.59 2.23 0.64 40.3% 3.79
ATR 2.34 2.33 -0.01 -0.3% 0.00
Volume 89,090 47,735 -41,355 -46.4% 355,258
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.32 85.13 80.71
R3 84.09 82.90 80.09
R2 81.86 81.86 79.89
R1 80.67 80.67 79.68 80.15
PP 79.63 79.63 79.63 79.37
S1 78.44 78.44 79.28 77.92
S2 77.40 77.40 79.07
S3 75.17 76.21 78.87
S4 72.94 73.98 78.25
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 80.82 76.60 4.22 5.3% 1.88 2.4% 68% True False 64,818
10 80.82 73.00 7.82 9.8% 1.98 2.5% 83% True False 70,111
20 80.82 69.62 11.20 14.1% 2.41 3.0% 88% True False 60,536
40 92.21 69.62 22.59 28.4% 2.50 3.1% 44% False False 52,381
60 92.21 69.62 22.59 28.4% 2.16 2.7% 44% False False 43,861
80 92.21 69.62 22.59 28.4% 2.02 2.5% 44% False False 34,981
100 92.21 69.62 22.59 28.4% 2.00 2.5% 44% False False 29,228
120 92.21 69.62 22.59 28.4% 1.84 2.3% 44% False False 24,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.30
2.618 86.66
1.618 84.43
1.000 83.05
0.618 82.20
HIGH 80.82
0.618 79.97
0.500 79.71
0.382 79.44
LOW 78.59
0.618 77.21
1.000 76.36
1.618 74.98
2.618 72.75
4.250 69.11
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 79.71 79.45
PP 79.63 79.42
S1 79.56 79.40

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

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