NYMEX Light Sweet Crude Oil Future November 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 77.61 76.98 -0.63 -0.8% 80.86
High 80.04 78.31 -1.73 -2.2% 82.01
Low 76.90 76.11 -0.79 -1.0% 77.19
Close 77.61 77.05 -0.56 -0.7% 80.38
Range 3.14 2.20 -0.94 -29.9% 4.82
ATR 2.09 2.10 0.01 0.4% 0.00
Volume 8,435 14,559 6,124 72.6% 58,937
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.76 82.60 78.26
R3 81.56 80.40 77.66
R2 79.36 79.36 77.45
R1 78.20 78.20 77.25 78.78
PP 77.16 77.16 77.16 77.45
S1 76.00 76.00 76.85 76.58
S2 74.96 74.96 76.65
S3 72.76 73.80 76.45
S4 70.56 71.60 75.84
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 76.11 4.74 6.2% 2.14 2.8% 20% False True 13,307
10 82.01 76.11 5.90 7.7% 1.90 2.5% 16% False True 12,411
20 82.01 74.23 7.78 10.1% 2.01 2.6% 36% False False 12,755
40 89.33 70.96 18.37 23.8% 2.29 3.0% 33% False False 13,249
60 93.14 70.96 22.18 28.8% 1.96 2.5% 27% False False 12,409
80 93.14 70.96 22.18 28.8% 1.75 2.3% 27% False False 10,451
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.66
2.618 84.07
1.618 81.87
1.000 80.51
0.618 79.67
HIGH 78.31
0.618 77.47
0.500 77.21
0.382 76.95
LOW 76.11
0.618 74.75
1.000 73.91
1.618 72.55
2.618 70.35
4.250 66.76
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 77.21 78.48
PP 77.16 78.00
S1 77.10 77.53

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

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