NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 78.79 80.55 1.76 2.2% 81.42
High 81.08 81.28 0.20 0.2% 82.77
Low 78.03 79.94 1.91 2.4% 77.60
Close 80.84 80.55 -0.29 -0.4% 80.84
Range 3.05 1.34 -1.71 -56.1% 5.17
ATR 2.24 2.18 -0.06 -2.9% 0.00
Volume 37,225 39,799 2,574 6.9% 182,310
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.61 83.92 81.29
R3 83.27 82.58 80.92
R2 81.93 81.93 80.80
R1 81.24 81.24 80.67 81.22
PP 80.59 80.59 80.59 80.58
S1 79.90 79.90 80.43 79.88
S2 79.25 79.25 80.30
S3 77.91 78.56 80.18
S4 76.57 77.22 79.81
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 81.68 77.60 4.08 5.1% 1.91 2.4% 72% False False 39,051
10 82.77 77.60 5.17 6.4% 1.86 2.3% 57% False False 39,583
20 82.77 74.48 8.29 10.3% 2.19 2.7% 73% False False 44,811
40 93.55 71.50 22.05 27.4% 2.53 3.1% 41% False False 51,934
60 93.55 71.50 22.05 27.4% 2.19 2.7% 41% False False 52,998
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.98
2.618 84.79
1.618 83.45
1.000 82.62
0.618 82.11
HIGH 81.28
0.618 80.77
0.500 80.61
0.382 80.45
LOW 79.94
0.618 79.11
1.000 78.60
1.618 77.77
2.618 76.43
4.250 74.25
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 80.61 80.18
PP 80.59 79.81
S1 80.57 79.44

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

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