NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	80.38	80.04	-0.34	-0.4%	80.86
High	80.65	80.85	0.20	0.2%	82.01
Low	77.60	79.57	1.97	2.5%	77.19
Close	80.38	80.04	-0.34	-0.4%	80.38
Range	3.05	1.28	-1.77	-58.0%	4.82
ATR	2.07	2.01	-0.06	-2.7%	0.00
Volume	12,706	13,123	417	3.3%	58,937

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.99	83.30	80.74
R3	82.71	82.02	80.39
R2	81.43	81.43	80.27
R1	80.74	80.74	80.16	80.68
PP	80.15	80.15	80.15	80.13
S1	79.46	79.46	79.92	79.40
S2	78.87	78.87	79.81
S3	77.59	78.18	79.69
S4	76.31	76.90	79.34

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	80.95	77.19	3.76	4.7%	1.81	2.3%	76%	False	False	12,703
10	82.01	77.19	4.82	6.0%	1.74	2.2%	59%	False	False	12,436
20	82.01	74.23	7.78	9.7%	2.02	2.5%	75%	False	False	12,674
40	93.14	70.96	22.18	27.7%	2.27	2.8%	41%	False	False	13,184
60	93.14	70.96	22.18	27.7%	1.90	2.4%	41%	False	False	12,301
80	93.14	70.96	22.18	27.7%	1.71	2.1%	41%	False	False	10,271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.29
2.618	84.20
1.618	82.92
1.000	82.13
0.618	81.64
HIGH	80.85
0.618	80.36
0.500	80.21
0.382	80.06
LOW	79.57
0.618	78.78
1.000	78.29
1.618	77.50
2.618	76.22
4.250	74.13

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	80.21	79.70
PP	80.15	79.36
S1	80.10	79.02

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