NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 76.00 76.56 0.56 0.7% 78.69
High 76.57 79.19 2.62 3.4% 79.94
Low 75.32 75.90 0.58 0.8% 75.17
Close 76.51 78.86 2.35 3.1% 78.86
Range 1.25 3.29 2.04 163.2% 4.77
ATR 2.30 2.37 0.07 3.1% 0.00
Volume 365,038 260,401 -104,637 -28.7% 1,368,420
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.85 86.65 80.67
R3 84.56 83.36 79.76
R2 81.27 81.27 79.46
R1 80.07 80.07 79.16 80.67
PP 77.98 77.98 77.98 78.29
S1 76.78 76.78 78.56 77.38
S2 74.69 74.69 78.26
S3 71.40 73.49 77.96
S4 68.11 70.20 77.05
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 92.30 90.35 81.48
R3 87.53 85.58 80.17
R2 82.76 82.76 79.73
R1 80.81 80.81 79.30 81.79
PP 77.99 77.99 77.99 78.48
S1 76.04 76.04 78.42 77.02
S2 73.22 73.22 77.99
S3 68.45 71.27 77.55
S4 63.68 66.50 76.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.94 75.17 4.77 6.0% 2.20 2.8% 77% False False 273,684
10 79.94 75.17 4.77 6.0% 2.05 2.6% 77% False False 228,240
20 79.94 70.93 9.01 11.4% 2.39 3.0% 88% False False 186,956
40 91.38 68.59 22.79 28.9% 2.64 3.3% 45% False False 138,763
60 91.38 68.59 22.79 28.9% 2.30 2.9% 45% False False 108,488
80 91.38 68.59 22.79 28.9% 2.11 2.7% 45% False False 84,209
100 91.38 68.59 22.79 28.9% 2.10 2.7% 45% False False 68,746
120 91.38 68.59 22.79 28.9% 1.97 2.5% 45% False False 57,942
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 0.55
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 87.80
1.618 84.51
1.000 82.48
0.618 81.22
HIGH 79.19
0.618 77.93
0.500 77.55
0.382 77.16
LOW 75.90
0.618 73.87
1.000 72.61
1.618 70.58
2.618 67.29
4.250 61.92
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 78.42 78.30
PP 77.98 77.74
S1 77.55 77.18

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

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