NYMEX Light Sweet Crude Oil Future September 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 79.75 78.89 -0.86 -1.1% 76.72
High 80.82 79.69 -1.13 -1.4% 80.11
Low 78.59 78.20 -0.39 -0.5% 76.32
Close 79.48 78.66 -0.82 -1.0% 79.18
Range 2.23 1.49 -0.74 -33.2% 3.79
ATR 2.33 2.27 -0.06 -2.6% 0.00
Volume 47,735 60,352 12,617 26.4% 355,258
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.32 82.48 79.48
R3 81.83 80.99 79.07
R2 80.34 80.34 78.93
R1 79.50 79.50 78.80 79.18
PP 78.85 78.85 78.85 78.69
S1 78.01 78.01 78.52 77.69
S2 77.36 77.36 78.39
S3 75.87 76.52 78.25
S4 74.38 75.03 77.84
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 77.97 2.85 3.6% 1.72 2.2% 24% False False 65,160
10 80.82 73.88 6.94 8.8% 1.99 2.5% 69% False False 68,760
20 80.82 69.62 11.20 14.2% 2.41 3.1% 81% False False 60,947
40 92.21 69.62 22.59 28.7% 2.51 3.2% 40% False False 53,127
60 92.21 69.62 22.59 28.7% 2.16 2.7% 40% False False 44,711
80 92.21 69.62 22.59 28.7% 2.02 2.6% 40% False False 35,668
100 92.21 69.62 22.59 28.7% 2.01 2.6% 40% False False 29,797
120 92.21 69.62 22.59 28.7% 1.85 2.4% 40% False False 25,406
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.02
2.618 83.59
1.618 82.10
1.000 81.18
0.618 80.61
HIGH 79.69
0.618 79.12
0.500 78.95
0.382 78.77
LOW 78.20
0.618 77.28
1.000 76.71
1.618 75.79
2.618 74.30
4.250 71.87
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 78.95 79.40
PP 78.85 79.15
S1 78.76 78.91

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

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