NYMEX Light Sweet Crude Oil Future November 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 80.04 77.61 -2.43 -3.0% 80.86
High 80.85 80.04 -0.81 -1.0% 82.01
Low 79.57 76.90 -2.67 -3.4% 77.19
Close 80.04 77.61 -2.43 -3.0% 80.38
Range 1.28 3.14 1.86 145.3% 4.82
ATR 2.01 2.09 0.08 4.0% 0.00
Volume 13,123 8,435 -4,688 -35.7% 58,937
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.60 85.75 79.34
R3 84.46 82.61 78.47
R2 81.32 81.32 78.19
R1 79.47 79.47 77.90 79.18
PP 78.18 78.18 78.18 78.04
S1 76.33 76.33 77.32 76.04
S2 75.04 75.04 77.03
S3 71.90 73.19 76.75
S4 68.76 70.05 75.88
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.32 92.17 83.03
R3 89.50 87.35 81.71
R2 84.68 84.68 81.26
R1 82.53 82.53 80.82 81.20
PP 79.86 79.86 79.86 79.19
S1 77.71 77.71 79.94 76.38
S2 75.04 75.04 79.50
S3 70.22 72.89 79.05
S4 65.40 68.07 77.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.85 76.90 3.95 5.1% 2.18 2.8% 18% False True 12,744
10 82.01 76.90 5.11 6.6% 1.85 2.4% 14% False True 12,044
20 82.01 74.23 7.78 10.0% 2.02 2.6% 43% False False 12,528
40 92.17 70.96 21.21 27.3% 2.31 3.0% 31% False False 13,138
60 93.14 70.96 22.18 28.6% 1.93 2.5% 30% False False 12,285
80 93.14 70.96 22.18 28.6% 1.74 2.2% 30% False False 10,319
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 0.50
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 93.39
2.618 88.26
1.618 85.12
1.000 83.18
0.618 81.98
HIGH 80.04
0.618 78.84
0.500 78.47
0.382 78.10
LOW 76.90
0.618 74.96
1.000 73.76
1.618 71.82
2.618 68.68
4.250 63.56
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 78.47 78.88
PP 78.18 78.45
S1 77.90 78.03

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

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