NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 80.86 80.80 -0.06 -0.1% 78.20
High 82.01 80.95 -1.06 -1.3% 81.50
Low 80.00 79.66 -0.34 -0.4% 77.78
Close 80.86 80.00 -0.86 -1.1% 80.58
Range 2.01 1.29 -0.72 -35.8% 3.72
ATR 2.09 2.04 -0.06 -2.7% 0.00
Volume 8,544 8,229 -315 -3.7% 67,495
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.07 83.33 80.71
R3 82.78 82.04 80.35
R2 81.49 81.49 80.24
R1 80.75 80.75 80.12 80.48
PP 80.20 80.20 80.20 80.07
S1 79.46 79.46 79.88 79.19
S2 78.91 78.91 79.76
S3 77.62 78.17 79.65
S4 76.33 76.88 79.29
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.11 89.57 82.63
R3 87.39 85.85 81.60
R2 83.67 83.67 81.26
R1 82.13 82.13 80.92 82.90
PP 79.95 79.95 79.95 80.34
S1 78.41 78.41 80.24 79.18
S2 76.23 76.23 79.90
S3 72.51 74.69 79.56
S4 68.79 70.97 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.01 79.51 2.50 3.1% 1.52 1.9% 20% False False 11,344
10 82.01 75.44 6.57 8.2% 1.80 2.3% 69% False False 12,657
20 82.01 70.96 11.05 13.8% 2.16 2.7% 82% False False 12,259
40 93.14 70.96 22.18 27.7% 2.20 2.7% 41% False False 12,847
60 93.14 70.96 22.18 27.7% 1.84 2.3% 41% False False 11,722
80 93.14 70.96 22.18 27.7% 1.67 2.1% 41% False False 9,843
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.43
2.618 84.33
1.618 83.04
1.000 82.24
0.618 81.75
HIGH 80.95
0.618 80.46
0.500 80.31
0.382 80.15
LOW 79.66
0.618 78.86
1.000 78.37
1.618 77.57
2.618 76.28
4.250 74.18
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 80.31 80.80
PP 80.20 80.53
S1 80.10 80.27

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

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