NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 79.48 79.34 -0.14 -0.2% 80.21
High 80.40 79.52 -0.88 -1.1% 81.51
Low 78.91 76.38 -2.53 -3.2% 76.57
Close 79.48 77.10 -2.38 -3.0% 79.90
Range 1.49 3.14 1.65 110.7% 4.94
ATR 2.15 2.22 0.07 3.3% 0.00
Volume 22,662 27,114 4,452 19.6% 112,947
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.09 85.23 78.83
R3 83.95 82.09 77.96
R2 80.81 80.81 77.68
R1 78.95 78.95 77.39 78.31
PP 77.67 77.67 77.67 77.35
S1 75.81 75.81 76.81 75.17
S2 74.53 74.53 76.52
S3 71.39 72.67 76.24
S4 68.25 69.53 75.37
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 76.38 4.02 5.2% 2.33 3.0% 18% False True 25,474
10 81.51 76.38 5.13 6.7% 1.97 2.6% 14% False True 23,416
20 81.51 73.05 8.46 11.0% 2.14 2.8% 48% False False 22,903
40 92.33 70.35 21.98 28.5% 2.48 3.2% 31% False False 20,828
60 92.75 70.35 22.40 29.1% 2.11 2.7% 30% False False 19,023
80 92.75 70.35 22.40 29.1% 1.89 2.5% 30% False False 15,574
100 92.75 70.35 22.40 29.1% 1.83 2.4% 30% False False 13,315
120 92.75 70.35 22.40 29.1% 1.70 2.2% 30% False False 11,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.87
2.618 87.74
1.618 84.60
1.000 82.66
0.618 81.46
HIGH 79.52
0.618 78.32
0.500 77.95
0.382 77.58
LOW 76.38
0.618 74.44
1.000 73.24
1.618 71.30
2.618 68.16
4.250 63.04
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 77.95 78.39
PP 77.67 77.96
S1 77.38 77.53

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

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