NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 79.58 80.93 1.35 1.7% 76.93
High 80.60 81.00 0.40 0.5% 80.30
Low 79.17 79.93 0.76 1.0% 75.29
Close 79.58 80.93 1.35 1.7% 79.09
Range 1.43 1.07 -0.36 -25.2% 5.01
ATR 2.04 2.00 -0.04 -2.2% 0.00
Volume 4,449 3,116 -1,333 -30.0% 29,096
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.83 83.45 81.52
R3 82.76 82.38 81.22
R2 81.69 81.69 81.13
R1 81.31 81.31 81.03 81.47
PP 80.62 80.62 80.62 80.70
S1 80.24 80.24 80.83 80.40
S2 79.55 79.55 80.73
S3 78.48 79.17 80.64
S4 77.41 78.10 80.34
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 93.26 91.18 81.85
R3 88.25 86.17 80.47
R2 83.24 83.24 80.01
R1 81.16 81.16 79.55 82.20
PP 78.23 78.23 78.23 78.75
S1 76.15 76.15 78.63 77.19
S2 73.22 73.22 78.17
S3 68.21 71.14 77.71
S4 63.20 66.13 76.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.00 76.51 4.49 5.5% 1.52 1.9% 98% True False 4,935
10 81.00 75.29 5.71 7.1% 1.75 2.2% 99% True False 5,183
20 81.00 72.06 8.94 11.0% 1.89 2.3% 99% True False 5,319
40 93.29 72.06 21.23 26.2% 1.75 2.2% 42% False False 5,051
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.55
2.618 83.80
1.618 82.73
1.000 82.07
0.618 81.66
HIGH 81.00
0.618 80.59
0.500 80.47
0.382 80.34
LOW 79.93
0.618 79.27
1.000 78.86
1.618 78.20
2.618 77.13
4.250 75.38
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 80.78 80.53
PP 80.62 80.14
S1 80.47 79.74

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

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