NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 81.08 80.30 -0.78 -1.0% 78.76
High 81.68 80.60 -1.08 -1.3% 82.12
Low 80.24 78.06 -2.18 -2.7% 78.33
Close 80.55 78.82 -1.73 -2.1% 81.15
Range 1.44 2.54 1.10 76.4% 3.79
ATR 2.23 2.25 0.02 1.0% 0.00
Volume 30,164 33,559 3,395 11.3% 212,466
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.78 85.34 80.22
R3 84.24 82.80 79.52
R2 81.70 81.70 79.29
R1 80.26 80.26 79.05 79.71
PP 79.16 79.16 79.16 78.89
S1 77.72 77.72 78.59 77.17
S2 76.62 76.62 78.35
S3 74.08 75.18 78.12
S4 71.54 72.64 77.42
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.90 90.32 83.23
R3 88.11 86.53 82.19
R2 84.32 84.32 81.84
R1 82.74 82.74 81.50 83.53
PP 80.53 80.53 80.53 80.93
S1 78.95 78.95 80.80 79.74
S2 76.74 76.74 80.46
S3 72.95 75.16 80.11
S4 69.16 71.37 79.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.77 78.06 4.71 6.0% 1.80 2.3% 16% False True 39,485
10 82.77 77.73 5.04 6.4% 1.92 2.4% 22% False False 39,781
20 82.77 73.17 9.60 12.2% 2.35 3.0% 59% False False 46,714
40 93.55 71.50 22.05 28.0% 2.51 3.2% 33% False False 53,238
60 93.55 71.50 22.05 28.0% 2.17 2.7% 33% False False 52,661
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 0.47
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 91.40
2.618 87.25
1.618 84.71
1.000 83.14
0.618 82.17
HIGH 80.60
0.618 79.63
0.500 79.33
0.382 79.03
LOW 78.06
0.618 76.49
1.000 75.52
1.618 73.95
2.618 71.41
4.250 67.27
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 79.33 80.42
PP 79.16 79.88
S1 78.99 79.35

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

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