NYMEX Light Sweet Crude Oil Future November 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 76.98 76.47 -0.51 -0.7% 80.86
High 78.31 76.53 -1.78 -2.3% 82.01
Low 76.11 73.70 -2.41 -3.2% 77.19
Close 77.05 74.45 -2.60 -3.4% 80.38
Range 2.20 2.83 0.63 28.6% 4.82
ATR 2.10 2.19 0.09 4.2% 0.00
Volume 14,559 12,696 -1,863 -12.8% 58,937
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.38 81.75 76.01
R3 80.55 78.92 75.23
R2 77.72 77.72 74.97
R1 76.09 76.09 74.71 75.49
PP 74.89 74.89 74.89 74.60
S1 73.26 73.26 74.19 72.66
S2 72.06 72.06 73.93
S3 69.23 70.43 73.67
S4 66.40 67.60 72.89
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 73.70 7.15 9.6% 2.50 3.4% 10% False True 12,303
10 82.01 73.70 8.31 11.2% 2.07 2.8% 9% False True 12,366
20 82.01 73.70 8.31 11.2% 2.07 2.8% 9% False True 12,796
40 86.90 70.96 15.94 21.4% 2.28 3.1% 22% False False 13,192
60 93.14 70.96 22.18 29.8% 1.99 2.7% 16% False False 12,518
80 93.14 70.96 22.18 29.8% 1.78 2.4% 16% False False 10,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.56
2.618 83.94
1.618 81.11
1.000 79.36
0.618 78.28
HIGH 76.53
0.618 75.45
0.500 75.12
0.382 74.78
LOW 73.70
0.618 71.95
1.000 70.87
1.618 69.12
2.618 66.29
4.250 61.67
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 75.12 76.87
PP 74.89 76.06
S1 74.67 75.26

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

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