NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 73.93 73.06 -0.87 -1.2% 79.48
High 76.37 74.37 -2.00 -2.6% 80.40
Low 73.14 72.57 -0.57 -0.8% 72.57
Close 73.93 73.06 -0.87 -1.2% 73.06
Range 3.23 1.80 -1.43 -44.3% 7.83
ATR 2.32 2.28 -0.04 -1.6% 0.00
Volume 29,806 48,875 19,069 64.0% 157,712
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 78.73 77.70 74.05
R3 76.93 75.90 73.56
R2 75.13 75.13 73.39
R1 74.10 74.10 73.23 73.96
PP 73.33 73.33 73.33 73.27
S1 72.30 72.30 72.90 72.16
S2 71.53 71.53 72.73
S3 69.73 70.50 72.57
S4 67.93 68.70 72.07
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 98.83 93.78 77.37
R3 91.00 85.95 75.21
R2 83.17 83.17 74.50
R1 78.12 78.12 73.78 76.73
PP 75.34 75.34 75.34 74.65
S1 70.29 70.29 72.34 68.90
S2 67.51 67.51 71.62
S3 59.68 62.46 70.91
S4 51.85 54.63 68.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.40 72.57 7.83 10.7% 2.40 3.3% 6% False True 31,542
10 81.51 72.57 8.94 12.2% 2.26 3.1% 5% False True 27,065
20 81.51 72.57 8.94 12.2% 2.07 2.8% 5% False True 24,995
40 85.35 70.35 15.00 20.5% 2.36 3.2% 18% False False 22,136
60 92.75 70.35 22.40 30.7% 2.19 3.0% 12% False False 20,277
80 92.75 70.35 22.40 30.7% 1.94 2.7% 12% False False 16,719
100 92.75 70.35 22.40 30.7% 1.86 2.5% 12% False False 14,199
120 92.75 70.35 22.40 30.7% 1.74 2.4% 12% False False 12,402
Crabel Price Patterns
NR True
NR4 True
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 0.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.02
2.618 79.08
1.618 77.28
1.000 76.17
0.618 75.48
HIGH 74.37
0.618 73.68
0.500 73.47
0.382 73.26
LOW 72.57
0.618 71.46
1.000 70.77
1.618 69.66
2.618 67.86
4.250 64.92
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 73.47 75.20
PP 73.33 74.48
S1 73.20 73.77

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

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