NYMEX Light Sweet Crude Oil Future October 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 80.26 79.73 -0.53 -0.7% 77.93
High 80.86 80.35 -0.51 -0.6% 80.86
Low 79.62 78.86 -0.76 -1.0% 77.09
Close 79.99 79.92 -0.07 -0.1% 79.92
Range 1.24 1.49 0.25 20.2% 3.77
ATR 2.28 2.23 -0.06 -2.5% 0.00
Volume 25,475 29,429 3,954 15.5% 112,179
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.18 83.54 80.74
R3 82.69 82.05 80.33
R2 81.20 81.20 80.19
R1 80.56 80.56 80.06 80.88
PP 79.71 79.71 79.71 79.87
S1 79.07 79.07 79.78 79.39
S2 78.22 78.22 79.65
S3 76.73 77.58 79.51
S4 75.24 76.09 79.10
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 90.60 89.03 81.99
R3 86.83 85.26 80.96
R2 83.06 83.06 80.61
R1 81.49 81.49 80.27 82.28
PP 79.29 79.29 79.29 79.68
S1 77.72 77.72 79.57 78.51
S2 75.52 75.52 79.23
S3 71.75 73.95 78.88
S4 67.98 70.18 77.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.86 77.09 3.77 4.7% 1.73 2.2% 75% False False 22,435
10 80.86 73.05 7.81 9.8% 1.88 2.4% 88% False False 22,926
20 80.86 70.35 10.51 13.2% 2.28 2.9% 91% False False 21,137
40 92.75 70.35 22.40 28.0% 2.37 3.0% 43% False False 19,479
60 92.75 70.35 22.40 28.0% 2.01 2.5% 43% False False 17,055
80 92.75 70.35 22.40 28.0% 1.84 2.3% 43% False False 13,942
100 92.75 70.35 22.40 28.0% 1.74 2.2% 43% False False 11,929
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.68
2.618 84.25
1.618 82.76
1.000 81.84
0.618 81.27
HIGH 80.35
0.618 79.78
0.500 79.61
0.382 79.43
LOW 78.86
0.618 77.94
1.000 77.37
1.618 76.45
2.618 74.96
4.250 72.53
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 79.82 79.90
PP 79.71 79.88
S1 79.61 79.86

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

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