NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 76.04 75.80 -0.24 -0.3% 79.75
High 77.37 75.95 -1.42 -1.8% 80.82
Low 74.97 72.61 -2.36 -3.1% 76.00
Close 76.16 73.46 -2.70 -3.5% 79.43
Range 2.40 3.34 0.94 39.2% 4.82
ATR 2.32 2.40 0.09 3.8% 0.00
Volume 72,534 99,506 26,972 37.2% 340,150
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.03 82.08 75.30
R3 80.69 78.74 74.38
R2 77.35 77.35 74.07
R1 75.40 75.40 73.77 74.71
PP 74.01 74.01 74.01 73.66
S1 72.06 72.06 73.15 71.37
S2 70.67 70.67 72.85
S3 67.33 68.72 72.54
S4 63.99 65.38 71.62
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 72.61 7.36 10.0% 2.74 3.7% 12% False True 71,552
10 80.82 72.61 8.21 11.2% 2.29 3.1% 10% False True 72,852
20 80.82 71.92 8.90 12.1% 2.31 3.1% 17% False False 71,645
40 85.75 69.62 16.13 22.0% 2.55 3.5% 24% False False 59,307
60 92.21 69.62 22.59 30.8% 2.29 3.1% 17% False False 52,057
80 92.21 69.62 22.59 30.8% 2.10 2.9% 17% False False 41,572
100 92.21 69.62 22.59 30.8% 2.04 2.8% 17% False False 34,629
120 92.21 69.62 22.59 30.8% 1.95 2.7% 17% False False 29,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 90.15
2.618 84.69
1.618 81.35
1.000 79.29
0.618 78.01
HIGH 75.95
0.618 74.67
0.500 74.28
0.382 73.89
LOW 72.61
0.618 70.55
1.000 69.27
1.618 67.21
2.618 63.87
4.250 58.42
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 74.28 75.78
PP 74.01 75.01
S1 73.73 74.23

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

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