NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 80.93 81.76 0.83 1.0% 76.93
High 81.00 82.05 1.05 1.3% 80.30
Low 79.93 80.60 0.67 0.8% 75.29
Close 80.93 81.76 0.83 1.0% 79.09
Range 1.07 1.45 0.38 35.5% 5.01
ATR 2.00 1.96 -0.04 -2.0% 0.00
Volume 3,116 2,279 -837 -26.9% 29,096
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.82 85.24 82.56
R3 84.37 83.79 82.16
R2 82.92 82.92 82.03
R1 82.34 82.34 81.89 82.49
PP 81.47 81.47 81.47 81.54
S1 80.89 80.89 81.63 81.04
S2 80.02 80.02 81.49
S3 78.57 79.44 81.36
S4 77.12 77.99 80.96
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 82.05 78.48 3.57 4.4% 1.35 1.7% 92% True False 4,495
10 82.05 75.29 6.76 8.3% 1.73 2.1% 96% True False 5,046
20 82.05 72.06 9.99 12.2% 1.86 2.3% 97% True False 5,195
40 93.29 72.06 21.23 26.0% 1.77 2.2% 46% False False 5,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.21
2.618 85.85
1.618 84.40
1.000 83.50
0.618 82.95
HIGH 82.05
0.618 81.50
0.500 81.33
0.382 81.15
LOW 80.60
0.618 79.70
1.000 79.15
1.618 78.25
2.618 76.80
4.250 74.44
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 81.62 81.38
PP 81.47 80.99
S1 81.33 80.61

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

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