NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 76.47 73.93 -2.54 -3.3% 80.21
High 77.82 76.37 -1.45 -1.9% 81.51
Low 75.50 73.14 -2.36 -3.1% 76.57
Close 76.60 73.93 -2.67 -3.5% 79.90
Range 2.32 3.23 0.91 39.2% 4.94
ATR 2.23 2.32 0.09 4.0% 0.00
Volume 29,255 29,806 551 1.9% 112,947
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.17 82.28 75.71
R3 80.94 79.05 74.82
R2 77.71 77.71 74.52
R1 75.82 75.82 74.23 75.55
PP 74.48 74.48 74.48 74.34
S1 72.59 72.59 73.63 72.32
S2 71.25 71.25 73.34
S3 68.02 69.36 73.04
S4 64.79 66.13 72.15
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 80.40 73.14 7.26 9.8% 2.67 3.6% 11% False True 25,916
10 81.51 73.14 8.37 11.3% 2.23 3.0% 9% False True 25,121
20 81.51 73.05 8.46 11.4% 2.20 3.0% 10% False False 23,905
40 86.37 70.35 16.02 21.7% 2.44 3.3% 22% False False 21,439
60 92.75 70.35 22.40 30.3% 2.18 2.9% 16% False False 19,691
80 92.75 70.35 22.40 30.3% 1.94 2.6% 16% False False 16,200
100 92.75 70.35 22.40 30.3% 1.86 2.5% 16% False False 13,766
120 92.75 70.35 22.40 30.3% 1.74 2.3% 16% False False 12,012
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 19 trading days
Fibonacci Retracements and Extensions
4.250 90.10
2.618 84.83
1.618 81.60
1.000 79.60
0.618 78.37
HIGH 76.37
0.618 75.14
0.500 74.76
0.382 74.37
LOW 73.14
0.618 71.14
1.000 69.91
1.618 67.91
2.618 64.68
4.250 59.41
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 74.76 76.33
PP 74.48 75.53
S1 74.21 74.73

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

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