NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 78.28 77.89 -0.39 -0.5% 78.20
High 80.03 78.20 -1.83 -2.3% 81.50
Low 77.61 77.19 -0.42 -0.5% 77.78
Close 78.28 78.19 -0.09 -0.1% 80.58
Range 2.42 1.01 -1.41 -58.3% 3.72
ATR 2.06 2.00 -0.07 -3.4% 0.00
Volume 11,743 17,715 5,972 50.9% 67,495
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.89 80.55 78.75
R3 79.88 79.54 78.47
R2 78.87 78.87 78.38
R1 78.53 78.53 78.28 78.70
PP 77.86 77.86 77.86 77.95
S1 77.52 77.52 78.10 77.69
S2 76.85 76.85 78.00
S3 75.84 76.51 77.91
S4 74.83 75.50 77.63
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 77.19 4.82 6.2% 1.65 2.1% 21% False True 12,428
10 82.01 77.19 4.82 6.2% 1.68 2.1% 21% False True 12,420
20 82.01 73.94 8.07 10.3% 2.09 2.7% 53% False False 12,570
40 93.14 70.96 22.18 28.4% 2.21 2.8% 33% False False 13,154
60 93.14 70.96 22.18 28.4% 1.86 2.4% 33% False False 12,023
80 93.14 70.96 22.18 28.4% 1.67 2.1% 33% False False 10,114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.47
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 82.49
2.618 80.84
1.618 79.83
1.000 79.21
0.618 78.82
HIGH 78.20
0.618 77.81
0.500 77.70
0.382 77.58
LOW 77.19
0.618 76.57
1.000 76.18
1.618 75.56
2.618 74.55
4.250 72.90
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 78.03 79.07
PP 77.86 78.78
S1 77.70 78.48

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

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