NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 81.50 81.11 -0.39 -0.5% 78.76
High 82.12 81.67 -0.45 -0.5% 82.12
Low 80.86 80.16 -0.70 -0.9% 78.33
Close 81.25 81.15 -0.10 -0.1% 81.15
Range 1.26 1.51 0.25 19.8% 3.79
ATR 2.35 2.29 -0.06 -2.6% 0.00
Volume 49,249 57,605 8,356 17.0% 212,466
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.52 84.85 81.98
R3 84.01 83.34 81.57
R2 82.50 82.50 81.43
R1 81.83 81.83 81.29 82.17
PP 80.99 80.99 80.99 81.16
S1 80.32 80.32 81.01 80.66
S2 79.48 79.48 80.87
S3 77.97 78.81 80.73
S4 76.46 77.30 80.32
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.90 90.32 83.23
R3 88.11 86.53 82.19
R2 84.32 84.32 81.84
R1 82.74 82.74 81.50 83.53
PP 80.53 80.53 80.53 80.93
S1 78.95 78.95 80.80 79.74
S2 76.74 76.74 80.46
S3 72.95 75.16 80.11
S4 69.16 71.37 79.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.12 78.33 3.79 4.7% 1.73 2.1% 74% False False 42,493
10 82.12 74.48 7.64 9.4% 1.94 2.4% 87% False False 46,844
20 82.12 71.50 10.62 13.1% 2.37 2.9% 91% False False 51,262
40 93.55 71.50 22.05 27.2% 2.47 3.0% 44% False False 54,450
60 93.55 71.50 22.05 27.2% 2.15 2.6% 44% False False 52,740
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 True
3BNR True
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 88.09
2.618 85.62
1.618 84.11
1.000 83.18
0.618 82.60
HIGH 81.67
0.618 81.09
0.500 80.92
0.382 80.74
LOW 80.16
0.618 79.23
1.000 78.65
1.618 77.72
2.618 76.21
4.250 73.74
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 81.07 81.12
PP 80.99 81.09
S1 80.92 81.06

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

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