NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 75.59 75.87 0.28 0.4% 71.83
High 77.33 78.07 0.74 1.0% 77.35
Low 75.40 75.71 0.31 0.4% 70.93
Close 76.28 77.91 1.63 2.1% 75.34
Range 1.93 2.36 0.43 22.3% 6.42
ATR 2.63 2.61 -0.02 -0.7% 0.00
Volume 212,352 145,483 -66,869 -31.5% 859,441
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.31 83.47 79.21
R3 81.95 81.11 78.56
R2 79.59 79.59 78.34
R1 78.75 78.75 78.13 79.17
PP 77.23 77.23 77.23 77.44
S1 76.39 76.39 77.69 76.81
S2 74.87 74.87 77.48
S3 72.51 74.03 77.26
S4 70.15 71.67 76.61
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 78.07 72.97 5.10 6.5% 2.38 3.1% 97% True False 183,138
10 78.07 70.93 7.14 9.2% 2.54 3.3% 98% True False 160,783
20 78.07 68.59 9.48 12.2% 2.69 3.4% 98% True False 133,831
40 91.38 68.59 22.79 29.3% 2.58 3.3% 41% False False 102,701
60 91.38 68.59 22.79 29.3% 2.24 2.9% 41% False False 77,987
80 91.38 68.59 22.79 29.3% 2.09 2.7% 41% False False 60,954
100 91.38 68.59 22.79 29.3% 2.06 2.6% 41% False False 49,902
120 91.38 68.59 22.79 29.3% 1.89 2.4% 41% False False 41,969
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.10
2.618 84.25
1.618 81.89
1.000 80.43
0.618 79.53
HIGH 78.07
0.618 77.17
0.500 76.89
0.382 76.61
LOW 75.71
0.618 74.25
1.000 73.35
1.618 71.89
2.618 69.53
4.250 65.68
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 77.57 77.41
PP 77.23 76.91
S1 76.89 76.41

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

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