NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	79.73	80.21	0.48	0.6%	77.93
High	80.35	81.51	1.16	1.4%	80.86
Low	78.86	79.29	0.43	0.5%	77.09
Close	79.92	80.21	0.29	0.4%	79.92
Range	1.49	2.22	0.73	49.0%	3.77
ATR	2.23	2.23	0.00	0.0%	0.00
Volume	29,429	15,545	-13,884	-47.2%	112,179

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.00	85.82	81.43
R3	84.78	83.60	80.82
R2	82.56	82.56	80.62
R1	81.38	81.38	80.41	81.32
PP	80.34	80.34	80.34	80.31
S1	79.16	79.16	80.01	79.10
S2	78.12	78.12	79.80
S3	75.90	76.94	79.60
S4	73.68	74.72	78.99

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.60	89.03	81.99
R3	86.83	85.26	80.96
R2	83.06	83.06	80.61
R1	81.49	81.49	80.27	82.28
PP	79.29	79.29	79.29	79.68
S1	77.72	77.72	79.57	78.51
S2	75.52	75.52	79.23
S3	71.75	73.95	78.88
S4	67.98	70.18	77.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.51	77.31	4.20	5.2%	1.79	2.2%	69%	True	False	20,819
10	81.51	73.93	7.58	9.5%	1.87	2.3%	83%	True	False	22,245
20	81.51	70.35	11.16	13.9%	2.28	2.8%	88%	True	False	20,731
40	92.75	70.35	22.40	27.9%	2.38	3.0%	44%	False	False	19,472
60	92.75	70.35	22.40	27.9%	2.03	2.5%	44%	False	False	17,255
80	92.75	70.35	22.40	27.9%	1.84	2.3%	44%	False	False	14,106
100	92.75	70.35	22.40	27.9%	1.76	2.2%	44%	False	False	12,066

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	0.58
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	90.95
2.618	87.32
1.618	85.10
1.000	83.73
0.618	82.88
HIGH	81.51
0.618	80.66
0.500	80.40
0.382	80.14
LOW	79.29
0.618	77.92
1.000	77.07
1.618	75.70
2.618	73.48
4.250	69.86

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	80.40	80.20
PP	80.34	80.19
S1	80.27	80.19

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