NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 78.71 76.04 -2.67 -3.4% 79.75
High 78.95 77.37 -1.58 -2.0% 80.82
Low 75.84 74.97 -0.87 -1.1% 76.00
Close 76.57 76.16 -0.41 -0.5% 79.43
Range 3.11 2.40 -0.71 -22.8% 4.82
ATR 2.31 2.32 0.01 0.3% 0.00
Volume 58,070 72,534 14,464 24.9% 340,150
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.37 82.16 77.48
R3 80.97 79.76 76.82
R2 78.57 78.57 76.60
R1 77.36 77.36 76.38 77.97
PP 76.17 76.17 76.17 76.47
S1 74.96 74.96 75.94 75.57
S2 73.77 73.77 75.72
S3 71.37 72.56 75.50
S4 68.97 70.16 74.84
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 74.97 5.00 6.6% 2.32 3.0% 24% False True 72,488
10 80.82 74.97 5.85 7.7% 2.10 2.8% 20% False True 69,998
20 80.82 71.92 8.90 11.7% 2.24 2.9% 48% False False 69,674
40 88.37 69.62 18.75 24.6% 2.55 3.4% 35% False False 57,925
60 92.21 69.62 22.59 29.7% 2.25 3.0% 29% False False 50,752
80 92.21 69.62 22.59 29.7% 2.08 2.7% 29% False False 40,442
100 92.21 69.62 22.59 29.7% 2.02 2.6% 29% False False 33,815
120 92.21 69.62 22.59 29.7% 1.93 2.5% 29% False False 28,890
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.57
2.618 83.65
1.618 81.25
1.000 79.77
0.618 78.85
HIGH 77.37
0.618 76.45
0.500 76.17
0.382 75.89
LOW 74.97
0.618 73.49
1.000 72.57
1.618 71.09
2.618 68.69
4.250 64.77
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 76.17 77.47
PP 76.17 77.03
S1 76.16 76.60

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

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