NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 81.76 81.63 -0.13 -0.2% 76.93
High 82.05 82.50 0.45 0.5% 80.30
Low 80.60 81.33 0.73 0.9% 75.29
Close 81.76 81.63 -0.13 -0.2% 79.09
Range 1.45 1.17 -0.28 -19.3% 5.01
ATR 1.96 1.90 -0.06 -2.9% 0.00
Volume 2,279 5,052 2,773 121.7% 29,096
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.33 84.65 82.27
R3 84.16 83.48 81.95
R2 82.99 82.99 81.84
R1 82.31 82.31 81.74 82.22
PP 81.82 81.82 81.82 81.77
S1 81.14 81.14 81.52 81.05
S2 80.65 80.65 81.42
S3 79.48 79.97 81.31
S4 78.31 78.80 80.99
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 82.50 78.48 4.02 4.9% 1.37 1.7% 78% True False 4,037
10 82.50 75.29 7.21 8.8% 1.73 2.1% 88% True False 5,144
20 82.50 72.06 10.44 12.8% 1.83 2.2% 92% True False 5,142
40 93.29 72.06 21.23 26.0% 1.77 2.2% 45% False False 5,118
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.47
2.618 85.56
1.618 84.39
1.000 83.67
0.618 83.22
HIGH 82.50
0.618 82.05
0.500 81.92
0.382 81.78
LOW 81.33
0.618 80.61
1.000 80.16
1.618 79.44
2.618 78.27
4.250 76.36
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 81.92 81.49
PP 81.82 81.35
S1 81.73 81.22

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

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