NYMEX Light Sweet Crude Oil Future October 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 77.93 77.62 -0.31 -0.4% 74.78
High 79.03 79.51 0.48 0.6% 78.85
Low 77.09 77.31 0.22 0.3% 73.05
Close 77.93 79.42 1.49 1.9% 77.36
Range 1.94 2.20 0.26 13.4% 5.80
ATR 2.42 2.41 -0.02 -0.7% 0.00
Volume 23,625 17,115 -6,510 -27.6% 117,081
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.35 84.58 80.63
R3 83.15 82.38 80.03
R2 80.95 80.95 79.82
R1 80.18 80.18 79.62 80.57
PP 78.75 78.75 78.75 78.94
S1 77.98 77.98 79.22 78.37
S2 76.55 76.55 79.02
S3 74.35 75.78 78.82
S4 72.15 73.58 78.21
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.82 91.39 80.55
R3 88.02 85.59 78.96
R2 82.22 82.22 78.42
R1 79.79 79.79 77.89 81.01
PP 76.42 76.42 76.42 77.03
S1 73.99 73.99 76.83 75.21
S2 70.62 70.62 76.30
S3 64.82 68.19 75.77
S4 59.02 62.39 74.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.51 74.76 4.75 6.0% 2.14 2.7% 98% True False 22,989
10 79.51 73.05 6.46 8.1% 2.31 2.9% 99% True False 22,390
20 79.51 70.35 9.16 11.5% 2.47 3.1% 99% True False 20,276
40 92.75 70.35 22.40 28.2% 2.36 3.0% 40% False False 18,610
60 92.75 70.35 22.40 28.2% 2.01 2.5% 40% False False 16,065
80 92.75 70.35 22.40 28.2% 1.83 2.3% 40% False False 13,218
100 92.75 70.35 22.40 28.2% 1.73 2.2% 40% False False 11,302
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 88.86
2.618 85.27
1.618 83.07
1.000 81.71
0.618 80.87
HIGH 79.51
0.618 78.67
0.500 78.41
0.382 78.15
LOW 77.31
0.618 75.95
1.000 75.11
1.618 73.75
2.618 71.55
4.250 67.96
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 79.08 78.98
PP 78.75 78.54
S1 78.41 78.11

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

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