NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	77.45	76.55	-0.90	-1.2%	74.06
High	77.79	77.45	-0.34	-0.4%	78.13
Low	76.17	75.56	-0.61	-0.8%	74.04
Close	76.79	77.18	0.39	0.5%	77.18
Range	1.62	1.89	0.27	16.7%	4.09
ATR	2.60	2.55	-0.05	-2.0%	0.00
Volume	323,357	303,284	-20,073	-6.2%	1,678,345

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.40	81.68	78.22
R3	80.51	79.79	77.70
R2	78.62	78.62	77.53
R1	77.90	77.90	77.35	78.26
PP	76.73	76.73	76.73	76.91
S1	76.01	76.01	77.01	76.37
S2	74.84	74.84	76.83
S3	72.95	74.12	76.66
S4	71.06	72.23	76.14

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.72	87.04	79.43
R3	84.63	82.95	78.30
R2	80.54	80.54	77.93
R1	78.86	78.86	77.55	79.70
PP	76.45	76.45	76.45	76.87
S1	74.77	74.77	76.81	75.61
S2	72.36	72.36	76.43
S3	68.27	70.68	76.06
S4	64.18	66.59	74.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.13	74.04	4.09	5.3%	2.01	2.6%	77%	False	False	335,669
10	78.13	69.51	8.62	11.2%	2.28	3.0%	89%	False	False	383,313
20	78.13	67.15	10.98	14.2%	2.59	3.4%	91%	False	False	400,429
40	89.77	67.15	22.62	29.3%	2.67	3.5%	44%	False	False	313,991
60	89.77	67.15	22.62	29.3%	2.33	3.0%	44%	False	False	236,828
80	89.77	67.15	22.62	29.3%	2.21	2.9%	44%	False	False	182,772
100	89.77	67.15	22.62	29.3%	2.21	2.9%	44%	False	False	148,330
120	89.77	67.15	22.62	29.3%	2.09	2.7%	44%	False	False	124,520

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.48
2.618	82.40
1.618	80.51
1.000	79.34
0.618	78.62
HIGH	77.45
0.618	76.73
0.500	76.51
0.382	76.28
LOW	75.56
0.618	74.39
1.000	73.67
1.618	72.50
2.618	70.61
4.250	67.53

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	76.96	77.07
PP	76.73	76.96
S1	76.51	76.85

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols