NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 76.71 75.59 -1.12 -1.5% 71.83
High 76.91 77.33 0.42 0.5% 77.35
Low 74.74 75.40 0.66 0.9% 70.93
Close 75.34 76.28 0.94 1.2% 75.34
Range 2.17 1.93 -0.24 -11.1% 6.42
ATR 2.68 2.63 -0.05 -1.8% 0.00
Volume 184,974 212,352 27,378 14.8% 859,441
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.13 81.13 77.34
R3 80.20 79.20 76.81
R2 78.27 78.27 76.63
R1 77.27 77.27 76.46 77.77
PP 76.34 76.34 76.34 76.59
S1 75.34 75.34 76.10 75.84
S2 74.41 74.41 75.93
S3 72.48 73.41 75.75
S4 70.55 71.48 75.22
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.80 90.99 78.87
R3 87.38 84.57 77.11
R2 80.96 80.96 76.52
R1 78.15 78.15 75.93 79.56
PP 74.54 74.54 74.54 75.24
S1 71.73 71.73 74.75 73.14
S2 68.12 68.12 74.16
S3 61.70 65.31 73.57
S4 55.28 58.89 71.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.35 71.99 5.36 7.0% 2.21 2.9% 80% False False 185,608
10 77.35 70.93 6.42 8.4% 2.68 3.5% 83% False False 155,149
20 78.03 68.59 9.44 12.4% 2.73 3.6% 81% False False 131,152
40 91.38 68.59 22.79 29.9% 2.57 3.4% 34% False False 100,162
60 91.38 68.59 22.79 29.9% 2.24 2.9% 34% False False 75,893
80 91.38 68.59 22.79 29.9% 2.08 2.7% 34% False False 59,200
100 91.38 68.59 22.79 29.9% 2.06 2.7% 34% False False 48,503
120 91.38 68.59 22.79 29.9% 1.88 2.5% 34% False False 40,777
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.53
2.618 82.38
1.618 80.45
1.000 79.26
0.618 78.52
HIGH 77.33
0.618 76.59
0.500 76.37
0.382 76.14
LOW 75.40
0.618 74.21
1.000 73.47
1.618 72.28
2.618 70.35
4.250 67.20
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 76.37 76.20
PP 76.34 76.12
S1 76.31 76.05

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

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