NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 79.65 80.26 0.61 0.8% 74.78
High 80.68 80.86 0.18 0.2% 78.85
Low 78.89 79.62 0.73 0.9% 73.05
Close 80.30 79.99 -0.31 -0.4% 77.36
Range 1.79 1.24 -0.55 -30.7% 5.80
ATR 2.36 2.28 -0.08 -3.4% 0.00
Volume 16,535 25,475 8,940 54.1% 117,081
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.88 83.17 80.67
R3 82.64 81.93 80.33
R2 81.40 81.40 80.22
R1 80.69 80.69 80.10 80.43
PP 80.16 80.16 80.16 80.02
S1 79.45 79.45 79.88 79.19
S2 78.92 78.92 79.76
S3 77.68 78.21 79.65
S4 76.44 76.97 79.31
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 80.86 76.70 4.16 5.2% 1.80 2.2% 79% True False 20,368
10 80.86 73.05 7.81 9.8% 2.18 2.7% 89% True False 22,689
20 80.86 70.35 10.51 13.1% 2.40 3.0% 92% True False 20,634
40 92.75 70.35 22.40 28.0% 2.38 3.0% 43% False False 19,131
60 92.75 70.35 22.40 28.0% 2.00 2.5% 43% False False 16,607
80 92.75 70.35 22.40 28.0% 1.84 2.3% 43% False False 13,611
100 92.75 70.35 22.40 28.0% 1.75 2.2% 43% False False 11,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 86.13
2.618 84.11
1.618 82.87
1.000 82.10
0.618 81.63
HIGH 80.86
0.618 80.39
0.500 80.24
0.382 80.09
LOW 79.62
0.618 78.85
1.000 78.38
1.618 77.61
2.618 76.37
4.250 74.35
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 80.24 79.69
PP 80.16 79.39
S1 80.07 79.09

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

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