NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 78.56 77.89 -0.67 -0.9% 75.59
High 79.07 78.55 -0.52 -0.7% 79.17
Low 77.56 76.86 -0.70 -0.9% 75.40
Close 78.04 78.26 0.22 0.3% 78.26
Range 1.51 1.69 0.18 11.9% 3.77
ATR 2.49 2.43 -0.06 -2.3% 0.00
Volume 178,723 228,189 49,466 27.7% 913,981
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.96 82.30 79.19
R3 81.27 80.61 78.72
R2 79.58 79.58 78.57
R1 78.92 78.92 78.41 79.25
PP 77.89 77.89 77.89 78.06
S1 77.23 77.23 78.11 77.56
S2 76.20 76.20 77.95
S3 74.51 75.54 77.80
S4 72.82 73.85 77.33
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.92 87.36 80.33
R3 85.15 83.59 79.30
R2 81.38 81.38 78.95
R1 79.82 79.82 78.61 80.60
PP 77.61 77.61 77.61 78.00
S1 76.05 76.05 77.91 76.83
S2 73.84 73.84 77.57
S3 70.07 72.28 77.22
S4 66.30 68.51 76.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.17 75.40 3.77 4.8% 1.90 2.4% 76% False False 182,796
10 79.17 70.93 8.24 10.5% 2.13 2.7% 89% False False 177,342
20 79.17 68.59 10.58 13.5% 2.49 3.2% 91% False False 145,275
40 91.38 68.59 22.79 29.1% 2.59 3.3% 42% False False 112,874
60 91.38 68.59 22.79 29.1% 2.24 2.9% 42% False False 86,745
80 91.38 68.59 22.79 29.1% 2.11 2.7% 42% False False 67,538
100 91.38 68.59 22.79 29.1% 2.07 2.6% 42% False False 55,320
120 91.38 68.59 22.79 29.1% 1.90 2.4% 42% False False 46,571
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.73
2.618 82.97
1.618 81.28
1.000 80.24
0.618 79.59
HIGH 78.55
0.618 77.90
0.500 77.71
0.382 77.51
LOW 76.86
0.618 75.82
1.000 75.17
1.618 74.13
2.618 72.44
4.250 69.68
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 78.08 78.18
PP 77.89 78.10
S1 77.71 78.02

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

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