NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 80.21 79.87 -0.34 -0.4% 77.93
High 81.51 80.35 -1.16 -1.4% 80.86
Low 79.29 79.00 -0.29 -0.4% 77.09
Close 80.21 79.36 -0.85 -1.1% 79.92
Range 2.22 1.35 -0.87 -39.2% 3.77
ATR 2.23 2.16 -0.06 -2.8% 0.00
Volume 15,545 19,807 4,262 27.4% 112,179
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.62 82.84 80.10
R3 82.27 81.49 79.73
R2 80.92 80.92 79.61
R1 80.14 80.14 79.48 79.86
PP 79.57 79.57 79.57 79.43
S1 78.79 78.79 79.24 78.51
S2 78.22 78.22 79.11
S3 76.87 77.44 78.99
S4 75.52 76.09 78.62
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 78.86 2.65 3.3% 1.62 2.0% 19% False False 21,358
10 81.51 74.76 6.75 8.5% 1.88 2.4% 68% False False 22,173
20 81.51 70.35 11.16 14.1% 2.28 2.9% 81% False False 20,700
40 92.75 70.35 22.40 28.2% 2.39 3.0% 40% False False 19,515
60 92.75 70.35 22.40 28.2% 2.05 2.6% 40% False False 17,521
80 92.75 70.35 22.40 28.2% 1.83 2.3% 40% False False 14,306
100 92.75 70.35 22.40 28.2% 1.77 2.2% 40% False False 12,228
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 False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.09
2.618 83.88
1.618 82.53
1.000 81.70
0.618 81.18
HIGH 80.35
0.618 79.83
0.500 79.68
0.382 79.52
LOW 79.00
0.618 78.17
1.000 77.65
1.618 76.82
2.618 75.47
4.250 73.26
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 79.68 80.19
PP 79.57 79.91
S1 79.47 79.64

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

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