NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	77.89	80.38	2.49	3.2%	80.86
High	78.20	80.65	2.45	3.1%	82.01
Low	77.19	77.60	0.41	0.5%	77.19
Close	78.19	80.38	2.19	2.8%	80.38
Range	1.01	3.05	2.04	202.0%	4.82
ATR	2.00	2.07	0.08	3.8%	0.00
Volume	17,715	12,706	-5,009	-28.3%	58,937

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.69	87.59	82.06
R3	85.64	84.54	81.22
R2	82.59	82.59	80.94
R1	81.49	81.49	80.66	81.91
PP	79.54	79.54	79.54	79.75
S1	78.44	78.44	80.10	78.86
S2	76.49	76.49	79.82
S3	73.44	75.39	79.54
S4	70.39	72.34	78.70

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.32	92.17	83.03
R3	89.50	87.35	81.71
R2	84.68	84.68	81.26
R1	82.53	82.53	80.82	81.20
PP	79.86	79.86	79.86	79.19
S1	77.71	77.71	79.94	76.38
S2	75.04	75.04	79.50
S3	70.22	72.89	79.05
S4	65.40	68.07	77.73

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	6.0%	1.96	2.4%	66%	False	False	11,787
10	82.01	77.19	4.82	6.0%	1.81	2.2%	66%	False	False	12,643
20	82.01	74.23	7.78	9.7%	2.05	2.5%	79%	False	False	12,560
40	93.14	70.96	22.18	27.6%	2.27	2.8%	42%	False	False	13,199
60	93.14	70.96	22.18	27.6%	1.89	2.4%	42%	False	False	12,179
80	93.14	70.96	22.18	27.6%	1.70	2.1%	42%	False	False	10,212

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	0.44
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	93.61
2.618	88.63
1.618	85.58
1.000	83.70
0.618	82.53
HIGH	80.65
0.618	79.48
0.500	79.13
0.382	78.77
LOW	77.60
0.618	75.72
1.000	74.55
1.618	72.67
2.618	69.62
4.250	64.64

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	79.96	79.89
PP	79.54	79.41
S1	79.13	78.92

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