NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 78.50 78.79 0.29 0.4% 81.42
High 78.80 81.08 2.28 2.9% 82.77
Low 77.60 78.03 0.43 0.6% 77.60
Close 78.68 80.84 2.16 2.7% 80.84
Range 1.20 3.05 1.85 154.2% 5.17
ATR 2.18 2.24 0.06 2.9% 0.00
Volume 54,510 37,225 -17,285 -31.7% 182,310
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.13 88.04 82.52
R3 86.08 84.99 81.68
R2 83.03 83.03 81.40
R1 81.94 81.94 81.12 82.49
PP 79.98 79.98 79.98 80.26
S1 78.89 78.89 80.56 79.44
S2 76.93 76.93 80.28
S3 73.88 75.84 80.00
S4 70.83 72.79 79.16
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.91 93.55 83.68
R3 90.74 88.38 82.26
R2 85.57 85.57 81.79
R1 83.21 83.21 81.31 81.81
PP 80.40 80.40 80.40 79.70
S1 78.04 78.04 80.37 76.64
S2 75.23 75.23 79.89
S3 70.06 72.87 79.42
S4 64.89 67.70 78.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.77 77.60 5.17 6.4% 2.10 2.6% 63% False False 36,462
10 82.77 77.60 5.17 6.4% 1.92 2.4% 63% False False 39,477
20 82.77 74.48 8.29 10.3% 2.25 2.8% 77% False False 45,373
40 93.55 71.50 22.05 27.3% 2.53 3.1% 42% False False 52,683
60 93.55 71.50 22.05 27.3% 2.20 2.7% 42% False False 53,151
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 0.54
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 94.04
2.618 89.06
1.618 86.01
1.000 84.13
0.618 82.96
HIGH 81.08
0.618 79.91
0.500 79.56
0.382 79.20
LOW 78.03
0.618 76.15
1.000 74.98
1.618 73.10
2.618 70.05
4.250 65.07
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 80.41 80.34
PP 79.98 79.84
S1 79.56 79.34

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

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