NYMEX Light Sweet Crude Oil Future March 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 78.46 76.03 -2.43 -3.1% 82.55
High 79.04 77.71 -1.33 -1.7% 83.72
Low 77.64 75.21 -2.43 -3.1% 79.03
Close 78.46 76.03 -2.43 -3.1% 81.85
Range 1.40 2.50 1.10 78.6% 4.69
ATR
Volume 2,724 2,384 -340 -12.5% 10,883
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 83.82 82.42 77.41
R3 81.32 79.92 76.72
R2 78.82 78.82 76.49
R1 77.42 77.42 76.26 77.28
PP 76.32 76.32 76.32 76.25
S1 74.92 74.92 75.80 74.78
S2 73.82 73.82 75.57
S3 71.32 72.42 75.34
S4 68.82 69.92 74.66
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.60 93.42 84.43
R3 90.91 88.73 83.14
R2 86.22 86.22 82.71
R1 84.04 84.04 82.28 82.79
PP 81.53 81.53 81.53 80.91
S1 79.35 79.35 81.42 78.10
S2 76.84 76.84 80.99
S3 72.15 74.66 80.56
S4 67.46 69.97 79.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.90 75.21 6.69 8.8% 1.72 2.3% 12% False True 2,383
10 83.72 75.21 8.51 11.2% 1.45 1.9% 10% False True 2,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 88.34
2.618 84.26
1.618 81.76
1.000 80.21
0.618 79.26
HIGH 77.71
0.618 76.76
0.500 76.46
0.382 76.17
LOW 75.21
0.618 73.67
1.000 72.71
1.618 71.17
2.618 68.67
4.250 64.59
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 76.46 77.76
PP 76.32 77.18
S1 76.17 76.61

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

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