NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 76.56 79.00 2.44 3.2% 78.69
High 79.19 79.38 0.19 0.2% 79.94
Low 75.90 77.72 1.82 2.4% 75.17
Close 78.86 78.25 -0.61 -0.8% 78.86
Range 3.29 1.66 -1.63 -49.5% 4.77
ATR 2.37 2.32 -0.05 -2.1% 0.00
Volume 260,401 316,456 56,055 21.5% 1,368,420
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.43 82.50 79.16
R3 81.77 80.84 78.71
R2 80.11 80.11 78.55
R1 79.18 79.18 78.40 78.82
PP 78.45 78.45 78.45 78.27
S1 77.52 77.52 78.10 77.16
S2 76.79 76.79 77.95
S3 75.13 75.86 77.79
S4 73.47 74.20 77.34
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 79.38 75.17 4.21 5.4% 2.09 2.7% 73% True False 302,622
10 79.94 75.17 4.77 6.1% 2.02 2.6% 65% False False 238,650
20 79.94 70.93 9.01 11.5% 2.35 3.0% 81% False False 196,899
40 91.38 68.59 22.79 29.1% 2.64 3.4% 42% False False 144,529
60 91.38 68.59 22.79 29.1% 2.29 2.9% 42% False False 113,500
80 91.38 68.59 22.79 29.1% 2.12 2.7% 42% False False 88,003
100 91.38 68.59 22.79 29.1% 2.10 2.7% 42% False False 71,844
120 91.38 68.59 22.79 29.1% 1.98 2.5% 42% False False 60,562
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.44
2.618 83.73
1.618 82.07
1.000 81.04
0.618 80.41
HIGH 79.38
0.618 78.75
0.500 78.55
0.382 78.35
LOW 77.72
0.618 76.69
1.000 76.06
1.618 75.03
2.618 73.37
4.250 70.67
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 78.55 77.95
PP 78.45 77.65
S1 78.35 77.35

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

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