NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 77.87 79.48 1.61 2.1% 80.21
High 80.22 80.40 0.18 0.2% 81.51
Low 77.04 78.91 1.87 2.4% 76.57
Close 79.90 79.48 -0.42 -0.5% 79.90
Range 3.18 1.49 -1.69 -53.1% 4.94
ATR 2.20 2.15 -0.05 -2.3% 0.00
Volume 20,747 22,662 1,915 9.2% 112,947
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.07 83.26 80.30
R3 82.58 81.77 79.89
R2 81.09 81.09 79.75
R1 80.28 80.28 79.62 80.23
PP 79.60 79.60 79.60 79.57
S1 78.79 78.79 79.34 78.74
S2 78.11 78.11 79.21
S3 76.62 77.30 79.07
S4 75.13 75.81 78.66
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 80.40 76.57 3.83 4.8% 1.97 2.5% 76% True False 24,012
10 81.51 76.57 4.94 6.2% 1.88 2.4% 59% False False 22,416
20 81.51 73.05 8.46 10.6% 2.17 2.7% 76% False False 22,298
40 92.75 70.35 22.40 28.2% 2.45 3.1% 41% False False 20,551
60 92.75 70.35 22.40 28.2% 2.09 2.6% 41% False False 18,786
80 92.75 70.35 22.40 28.2% 1.87 2.4% 41% False False 15,296
100 92.75 70.35 22.40 28.2% 1.81 2.3% 41% False False 13,077
120 92.75 70.35 22.40 28.2% 1.69 2.1% 41% False False 11,364
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.73
2.618 84.30
1.618 82.81
1.000 81.89
0.618 81.32
HIGH 80.40
0.618 79.83
0.500 79.66
0.382 79.48
LOW 78.91
0.618 77.99
1.000 77.42
1.618 76.50
2.618 75.01
4.250 72.58
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 79.66 79.15
PP 79.60 78.82
S1 79.54 78.49

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

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