NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 74.75 74.32 -0.43 -0.6% 80.55
High 75.44 75.89 0.45 0.6% 81.28
Low 73.47 73.15 -0.32 -0.4% 73.47
Close 74.08 74.23 0.15 0.2% 74.08
Range 1.97 2.74 0.77 39.1% 7.81
ATR 2.31 2.34 0.03 1.3% 0.00
Volume 56,026 32,362 -23,664 -42.2% 217,948
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.64 81.18 75.74
R3 79.90 78.44 74.98
R2 77.16 77.16 74.73
R1 75.70 75.70 74.48 75.06
PP 74.42 74.42 74.42 74.11
S1 72.96 72.96 73.98 72.32
S2 71.68 71.68 73.73
S3 68.94 70.22 73.48
S4 66.20 67.48 72.72
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 80.55 73.15 7.40 10.0% 2.66 3.6% 15% False True 42,102
10 81.68 73.15 8.53 11.5% 2.29 3.1% 13% False True 40,576
20 82.77 73.15 9.62 13.0% 2.10 2.8% 11% False True 41,927
40 86.52 71.50 15.02 20.2% 2.42 3.3% 18% False False 49,245
60 93.55 71.50 22.05 29.7% 2.30 3.1% 12% False False 52,697
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.54
2.618 83.06
1.618 80.32
1.000 78.63
0.618 77.58
HIGH 75.89
0.618 74.84
0.500 74.52
0.382 74.20
LOW 73.15
0.618 71.46
1.000 70.41
1.618 68.72
2.618 65.98
4.250 61.51
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 74.52 75.17
PP 74.42 74.86
S1 74.33 74.54

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

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