NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 77.07 74.75 -2.32 -3.0% 80.55
High 77.19 75.44 -1.75 -2.3% 81.28
Low 74.13 73.47 -0.66 -0.9% 73.47
Close 74.95 74.08 -0.87 -1.2% 74.08
Range 3.06 1.97 -1.09 -35.6% 7.81
ATR 2.33 2.31 -0.03 -1.1% 0.00
Volume 44,885 56,026 11,141 24.8% 217,948
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 80.24 79.13 75.16
R3 78.27 77.16 74.62
R2 76.30 76.30 74.44
R1 75.19 75.19 74.26 74.76
PP 74.33 74.33 74.33 74.12
S1 73.22 73.22 73.90 72.79
S2 72.36 72.36 73.72
S3 70.39 71.25 73.54
S4 68.42 69.28 73.00
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 99.71 94.70 78.38
R3 91.90 86.89 76.23
R2 84.09 84.09 75.51
R1 79.08 79.08 74.80 77.68
PP 76.28 76.28 76.28 75.58
S1 71.27 71.27 73.36 69.87
S2 68.47 68.47 72.65
S3 60.66 63.46 71.93
S4 52.85 55.65 69.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.28 73.47 7.81 10.5% 2.38 3.2% 8% False True 43,589
10 82.77 73.47 9.30 12.6% 2.24 3.0% 7% False True 40,025
20 82.77 73.47 9.30 12.6% 2.09 2.8% 7% False True 43,435
40 86.52 71.50 15.02 20.3% 2.43 3.3% 17% False False 50,522
60 93.55 71.50 22.05 29.8% 2.28 3.1% 12% False False 53,060
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 83.81
2.618 80.60
1.618 78.63
1.000 77.41
0.618 76.66
HIGH 75.44
0.618 74.69
0.500 74.46
0.382 74.22
LOW 73.47
0.618 72.25
1.000 71.50
1.618 70.28
2.618 68.31
4.250 65.10
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 74.46 76.10
PP 74.33 75.43
S1 74.21 74.75

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

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