NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 79.34 76.47 -2.87 -3.6% 80.21
High 79.52 77.82 -1.70 -2.1% 81.51
Low 76.38 75.50 -0.88 -1.2% 76.57
Close 77.10 76.60 -0.50 -0.6% 79.90
Range 3.14 2.32 -0.82 -26.1% 4.94
ATR 2.22 2.23 0.01 0.3% 0.00
Volume 27,114 29,255 2,141 7.9% 112,947
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.60 82.42 77.88
R3 81.28 80.10 77.24
R2 78.96 78.96 77.03
R1 77.78 77.78 76.81 78.37
PP 76.64 76.64 76.64 76.94
S1 75.46 75.46 76.39 76.05
S2 74.32 74.32 76.17
S3 72.00 73.14 75.96
S4 69.68 70.82 75.32
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 75.50 4.90 6.4% 2.26 2.9% 22% False True 27,370
10 81.51 75.50 6.01 7.8% 2.03 2.6% 18% False True 24,688
20 81.51 73.05 8.46 11.0% 2.13 2.8% 42% False False 23,459
40 88.80 70.35 18.45 24.1% 2.44 3.2% 34% False False 21,244
60 92.75 70.35 22.40 29.2% 2.14 2.8% 28% False False 19,376
80 92.75 70.35 22.40 29.2% 1.91 2.5% 28% False False 15,882
100 92.75 70.35 22.40 29.2% 1.84 2.4% 28% False False 13,483
120 92.75 70.35 22.40 29.2% 1.72 2.2% 28% False False 11,783
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.68
2.618 83.89
1.618 81.57
1.000 80.14
0.618 79.25
HIGH 77.82
0.618 76.93
0.500 76.66
0.382 76.39
LOW 75.50
0.618 74.07
1.000 73.18
1.618 71.75
2.618 69.43
4.250 65.64
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 76.66 77.95
PP 76.64 77.50
S1 76.62 77.05

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

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