NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 78.79 78.16 -0.63 -0.8% 82.19
High 78.70 78.95 0.25 0.3% 83.37
Low 78.20 77.80 -0.40 -0.5% 78.91
Close 78.79 78.16 -0.63 -0.8% 81.53
Range 0.50 1.15 0.65 130.0% 4.46
ATR 1.57 1.54 -0.03 -1.9% 0.00
Volume 1,951 1,832 -119 -6.1% 7,105
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.75 81.11 78.79
R3 80.60 79.96 78.48
R2 79.45 79.45 78.37
R1 78.81 78.81 78.27 78.74
PP 78.30 78.30 78.30 78.27
S1 77.66 77.66 78.05 77.59
S2 77.15 77.15 77.95
S3 76.00 76.51 77.84
S4 74.85 75.36 77.53
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.65 92.55 83.98
R3 90.19 88.09 82.76
R2 85.73 85.73 82.35
R1 83.63 83.63 81.94 82.45
PP 81.27 81.27 81.27 80.68
S1 79.17 79.17 81.12 77.99
S2 76.81 76.81 80.71
S3 72.35 74.71 80.30
S4 67.89 70.25 79.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.54 77.80 3.74 4.8% 0.65 0.8% 10% False True 2,060
10 83.37 77.80 5.57 7.1% 0.77 1.0% 6% False True 1,993
20 83.37 75.87 7.50 9.6% 1.03 1.3% 31% False False 2,598
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.84
2.618 81.96
1.618 80.81
1.000 80.10
0.618 79.66
HIGH 78.95
0.618 78.51
0.500 78.38
0.382 78.24
LOW 77.80
0.618 77.09
1.000 76.65
1.618 75.94
2.618 74.79
4.250 72.91
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 78.38 79.35
PP 78.30 78.95
S1 78.23 78.56

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

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