NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 77.19 77.87 0.68 0.9% 80.21
High 77.73 80.22 2.49 3.2% 81.51
Low 76.57 77.04 0.47 0.6% 76.57
Close 77.66 79.90 2.24 2.9% 79.90
Range 1.16 3.18 2.02 174.1% 4.94
ATR 2.13 2.20 0.08 3.5% 0.00
Volume 37,074 20,747 -16,327 -44.0% 112,947
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.59 87.43 81.65
R3 85.41 84.25 80.77
R2 82.23 82.23 80.48
R1 81.07 81.07 80.19 81.65
PP 79.05 79.05 79.05 79.35
S1 77.89 77.89 79.61 78.47
S2 75.87 75.87 79.32
S3 72.69 74.71 79.03
S4 69.51 71.53 78.15
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.15 91.96 82.62
R3 89.21 87.02 81.26
R2 84.27 84.27 80.81
R1 82.08 82.08 80.35 80.71
PP 79.33 79.33 79.33 78.64
S1 77.14 77.14 79.45 75.77
S2 74.39 74.39 78.99
S3 69.45 72.20 78.54
S4 64.51 67.26 77.18
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 6.2% 2.12 2.7% 67% False False 22,589
10 81.51 76.57 4.94 6.2% 1.93 2.4% 67% False False 22,512
20 81.51 73.05 8.46 10.6% 2.22 2.8% 81% False False 22,019
40 92.75 70.35 22.40 28.0% 2.44 3.1% 43% False False 20,468
60 92.75 70.35 22.40 28.0% 2.10 2.6% 43% False False 18,522
80 92.75 70.35 22.40 28.0% 1.86 2.3% 43% False False 15,091
100 92.75 70.35 22.40 28.0% 1.81 2.3% 43% False False 12,888
120 92.75 70.35 22.40 28.0% 1.69 2.1% 43% False False 11,193
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 0.68
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.74
2.618 88.55
1.618 85.37
1.000 83.40
0.618 82.19
HIGH 80.22
0.618 79.01
0.500 78.63
0.382 78.25
LOW 77.04
0.618 75.07
1.000 73.86
1.618 71.89
2.618 68.71
4.250 63.53
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 79.48 79.40
PP 79.05 78.90
S1 78.63 78.40

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

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