NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 79.61 78.71 -0.90 -1.1% 79.75
High 79.97 78.95 -1.02 -1.3% 80.82
Low 78.38 75.84 -2.54 -3.2% 76.00
Close 78.90 76.57 -2.33 -3.0% 79.43
Range 1.59 3.11 1.52 95.6% 4.82
ATR 2.25 2.31 0.06 2.7% 0.00
Volume 69,179 58,070 -11,109 -16.1% 340,150
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.45 84.62 78.28
R3 83.34 81.51 77.43
R2 80.23 80.23 77.14
R1 78.40 78.40 76.86 77.76
PP 77.12 77.12 77.12 76.80
S1 75.29 75.29 76.28 74.65
S2 74.01 74.01 76.00
S3 70.90 72.18 75.71
S4 67.79 69.07 74.86
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.21 91.14 82.08
R3 88.39 86.32 80.76
R2 83.57 83.57 80.31
R1 81.50 81.50 79.87 80.13
PP 78.75 78.75 78.75 78.06
S1 76.68 76.68 78.99 75.31
S2 73.93 73.93 78.55
S3 69.11 71.86 78.10
S4 64.29 67.04 76.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.97 75.84 4.13 5.4% 2.38 3.1% 18% False True 71,862
10 80.82 75.84 4.98 6.5% 2.05 2.7% 15% False True 68,511
20 80.82 71.92 8.90 11.6% 2.24 2.9% 52% False False 68,268
40 91.73 69.62 22.11 28.9% 2.59 3.4% 31% False False 56,902
60 92.21 69.62 22.59 29.5% 2.23 2.9% 31% False False 49,736
80 92.21 69.62 22.59 29.5% 2.06 2.7% 31% False False 39,654
100 92.21 69.62 22.59 29.5% 2.03 2.7% 31% False False 33,158
120 92.21 69.62 22.59 29.5% 1.92 2.5% 31% False False 28,318
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 0.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.17
2.618 87.09
1.618 83.98
1.000 82.06
0.618 80.87
HIGH 78.95
0.618 77.76
0.500 77.40
0.382 77.03
LOW 75.84
0.618 73.92
1.000 72.73
1.618 70.81
2.618 67.70
4.250 62.62
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 77.40 77.91
PP 77.12 77.46
S1 76.85 77.02

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

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