NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 78.16 75.69 -2.47 -3.2% 82.19
High 78.95 76.97 -1.98 -2.5% 83.37
Low 77.80 74.86 -2.94 -3.8% 78.91
Close 78.16 75.69 -2.47 -3.2% 81.53
Range 1.15 2.11 0.96 83.5% 4.46
ATR 1.54 1.67 0.13 8.1% 0.00
Volume 1,832 2,049 217 11.8% 7,105
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.17 81.04 76.85
R3 80.06 78.93 76.27
R2 77.95 77.95 76.08
R1 76.82 76.82 75.88 76.75
PP 75.84 75.84 75.84 75.80
S1 74.71 74.71 75.50 74.64
S2 73.73 73.73 75.30
S3 71.62 72.60 75.11
S4 69.51 70.49 74.53
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 74.86 6.68 8.8% 0.98 1.3% 12% False True 2,098
10 83.37 74.86 8.51 11.2% 0.98 1.3% 10% False True 1,965
20 83.37 74.86 8.51 11.2% 1.11 1.5% 10% False True 2,566
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 85.94
2.618 82.49
1.618 80.38
1.000 79.08
0.618 78.27
HIGH 76.97
0.618 76.16
0.500 75.92
0.382 75.67
LOW 74.86
0.618 73.56
1.000 72.75
1.618 71.45
2.618 69.34
4.250 65.89
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 75.92 76.91
PP 75.84 76.50
S1 75.77 76.10

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

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