NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 79.73 80.21 0.48 0.6% 77.93
High 80.35 81.51 1.16 1.4% 80.86
Low 78.86 79.29 0.43 0.5% 77.09
Close 79.92 80.21 0.29 0.4% 79.92
Range 1.49 2.22 0.73 49.0% 3.77
ATR 2.23 2.23 0.00 0.0% 0.00
Volume 29,429 15,545 -13,884 -47.2% 112,179
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.00 85.82 81.43
R3 84.78 83.60 80.82
R2 82.56 82.56 80.62
R1 81.38 81.38 80.41 81.32
PP 80.34 80.34 80.34 80.31
S1 79.16 79.16 80.01 79.10
S2 78.12 78.12 79.80
S3 75.90 76.94 79.60
S4 73.68 74.72 78.99
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 81.51 77.31 4.20 5.2% 1.79 2.2% 69% True False 20,819
10 81.51 73.93 7.58 9.5% 1.87 2.3% 83% True False 22,245
20 81.51 70.35 11.16 13.9% 2.28 2.8% 88% True False 20,731
40 92.75 70.35 22.40 27.9% 2.38 3.0% 44% False False 19,472
60 92.75 70.35 22.40 27.9% 2.03 2.5% 44% False False 17,255
80 92.75 70.35 22.40 27.9% 1.84 2.3% 44% False False 14,106
100 92.75 70.35 22.40 27.9% 1.76 2.2% 44% False False 12,066
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 0.58
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.95
2.618 87.32
1.618 85.10
1.000 83.73
0.618 82.88
HIGH 81.51
0.618 80.66
0.500 80.40
0.382 80.14
LOW 79.29
0.618 77.92
1.000 77.07
1.618 75.70
2.618 73.48
4.250 69.86
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 80.40 80.20
PP 80.34 80.19
S1 80.27 80.19

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

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