NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 80.80 78.28 -2.52 -3.1% 78.20
High 80.95 80.03 -0.92 -1.1% 81.50
Low 79.66 77.61 -2.05 -2.6% 77.78
Close 80.00 78.28 -1.72 -2.2% 80.58
Range 1.29 2.42 1.13 87.6% 3.72
ATR 2.04 2.06 0.03 1.3% 0.00
Volume 8,229 11,743 3,514 42.7% 67,495
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 85.90 84.51 79.61
R3 83.48 82.09 78.95
R2 81.06 81.06 78.72
R1 79.67 79.67 78.50 79.49
PP 78.64 78.64 78.64 78.55
S1 77.25 77.25 78.06 77.07
S2 76.22 76.22 77.84
S3 73.80 74.83 77.61
S4 71.38 72.41 76.95
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.11 89.57 82.63
R3 87.39 85.85 81.60
R2 83.67 83.67 81.26
R1 82.13 82.13 80.92 82.90
PP 79.95 79.95 79.95 80.34
S1 78.41 78.41 80.24 79.18
S2 76.23 76.23 79.90
S3 72.51 74.69 79.56
S4 68.79 70.97 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.01 77.61 4.40 5.6% 1.67 2.1% 15% False True 11,515
10 82.01 77.20 4.81 6.1% 1.80 2.3% 22% False False 12,252
20 82.01 72.61 9.40 12.0% 2.15 2.7% 60% False False 12,397
40 93.14 70.96 22.18 28.3% 2.23 2.8% 33% False False 13,000
60 93.14 70.96 22.18 28.3% 1.85 2.4% 33% False False 11,851
80 93.14 70.96 22.18 28.3% 1.68 2.1% 33% False False 9,928
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 0.47
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 90.32
2.618 86.37
1.618 83.95
1.000 82.45
0.618 81.53
HIGH 80.03
0.618 79.11
0.500 78.82
0.382 78.53
LOW 77.61
0.618 76.11
1.000 75.19
1.618 73.69
2.618 71.27
4.250 67.33
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 78.82 79.81
PP 78.64 79.30
S1 78.46 78.79

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

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