NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 77.65 77.19 -0.46 -0.6% 77.93
High 79.43 77.73 -1.70 -2.1% 80.86
Low 76.75 76.57 -0.18 -0.2% 77.09
Close 77.65 77.66 0.01 0.0% 79.92
Range 2.68 1.16 -1.52 -56.7% 3.77
ATR 2.20 2.13 -0.07 -3.4% 0.00
Volume 19,774 37,074 17,300 87.5% 112,179
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.80 80.39 78.30
R3 79.64 79.23 77.98
R2 78.48 78.48 77.87
R1 78.07 78.07 77.77 78.28
PP 77.32 77.32 77.32 77.42
S1 76.91 76.91 77.55 77.12
S2 76.16 76.16 77.45
S3 75.00 75.75 77.34
S4 73.84 74.59 77.02
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 76.57 4.94 6.4% 1.78 2.3% 22% False True 24,325
10 81.51 76.57 4.94 6.4% 1.79 2.3% 22% False True 22,347
20 81.51 73.05 8.46 10.9% 2.25 2.9% 54% False False 22,031
40 92.75 70.35 22.40 28.8% 2.40 3.1% 33% False False 20,341
60 92.75 70.35 22.40 28.8% 2.07 2.7% 33% False False 18,248
80 92.75 70.35 22.40 28.8% 1.83 2.4% 33% False False 14,884
100 92.75 70.35 22.40 28.8% 1.79 2.3% 33% False False 12,718
120 92.75 70.35 22.40 28.8% 1.67 2.1% 33% False False 11,047
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 82.66
2.618 80.77
1.618 79.61
1.000 78.89
0.618 78.45
HIGH 77.73
0.618 77.29
0.500 77.15
0.382 77.01
LOW 76.57
0.618 75.85
1.000 75.41
1.618 74.69
2.618 73.53
4.250 71.64
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 77.49 78.46
PP 77.32 78.19
S1 77.15 77.93

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

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