NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 79.87 77.65 -2.22 -2.8% 77.93
High 80.35 79.43 -0.92 -1.1% 80.86
Low 79.00 76.75 -2.25 -2.8% 77.09
Close 79.36 77.65 -1.71 -2.2% 79.92
Range 1.35 2.68 1.33 98.5% 3.77
ATR 2.16 2.20 0.04 1.7% 0.00
Volume 19,807 19,774 -33 -0.2% 112,179
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.98 84.50 79.12
R3 83.30 81.82 78.39
R2 80.62 80.62 78.14
R1 79.14 79.14 77.90 78.99
PP 77.94 77.94 77.94 77.87
S1 76.46 76.46 77.40 76.31
S2 75.26 75.26 77.16
S3 72.58 73.78 76.91
S4 69.90 71.10 76.18
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 76.75 4.76 6.1% 1.80 2.3% 19% False True 22,006
10 81.51 76.59 4.92 6.3% 1.90 2.4% 22% False False 21,110
20 81.51 71.97 9.54 12.3% 2.30 3.0% 60% False False 21,086
40 92.75 70.35 22.40 28.8% 2.41 3.1% 33% False False 19,819
60 92.75 70.35 22.40 28.8% 2.06 2.6% 33% False False 17,782
80 92.75 70.35 22.40 28.8% 1.84 2.4% 33% False False 14,467
100 92.75 70.35 22.40 28.8% 1.79 2.3% 33% False False 12,395
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 0.66
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 90.82
2.618 86.45
1.618 83.77
1.000 82.11
0.618 81.09
HIGH 79.43
0.618 78.41
0.500 78.09
0.382 77.77
LOW 76.75
0.618 75.09
1.000 74.07
1.618 72.41
2.618 69.73
4.250 65.36
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 78.09 79.13
PP 77.94 78.64
S1 77.80 78.14

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

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