NYMEX Light Sweet Crude Oil Future December 2010


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 77.45 77.07 -0.38 -0.5% 81.42
High 78.73 77.19 -1.54 -2.0% 82.77
Low 76.39 74.13 -2.26 -3.0% 77.60
Close 77.49 74.95 -2.54 -3.3% 80.84
Range 2.34 3.06 0.72 30.8% 5.17
ATR 2.26 2.33 0.08 3.5% 0.00
Volume 44,813 44,885 72 0.2% 182,310
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 84.60 82.84 76.63
R3 81.54 79.78 75.79
R2 78.48 78.48 75.51
R1 76.72 76.72 75.23 76.07
PP 75.42 75.42 75.42 75.10
S1 73.66 73.66 74.67 73.01
S2 72.36 72.36 74.39
S3 69.30 70.60 74.11
S4 66.24 67.54 73.27
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.91 93.55 83.68
R3 90.74 88.38 82.26
R2 85.57 85.57 81.79
R1 83.21 83.21 81.31 81.81
PP 80.40 80.40 80.40 79.70
S1 78.04 78.04 80.37 76.64
S2 75.23 75.23 79.89
S3 70.06 72.87 79.42
S4 64.89 67.70 78.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.28 74.13 7.15 9.5% 2.60 3.5% 11% False True 39,829
10 82.77 74.13 8.64 11.5% 2.20 2.9% 9% False True 40,183
20 82.77 74.13 8.64 11.5% 2.22 3.0% 9% False True 43,919
40 87.40 71.50 15.90 21.2% 2.51 3.4% 22% False False 51,126
60 93.55 71.50 22.05 29.4% 2.27 3.0% 16% False False 53,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.20
2.618 85.20
1.618 82.14
1.000 80.25
0.618 79.08
HIGH 77.19
0.618 76.02
0.500 75.66
0.382 75.30
LOW 74.13
0.618 72.24
1.000 71.07
1.618 69.18
2.618 66.12
4.250 61.13
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 75.66 77.34
PP 75.42 76.54
S1 75.19 75.75

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

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