NYMEX Light Sweet Crude Oil Future December 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 80.30 78.50 -1.80 -2.2% 78.76
High 80.60 78.80 -1.80 -2.2% 82.12
Low 78.06 77.60 -0.46 -0.6% 78.33
Close 78.82 78.68 -0.14 -0.2% 81.15
Range 2.54 1.20 -1.34 -52.8% 3.79
ATR 2.25 2.18 -0.07 -3.3% 0.00
Volume 33,559 54,510 20,951 62.4% 212,466
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.96 81.52 79.34
R3 80.76 80.32 79.01
R2 79.56 79.56 78.90
R1 79.12 79.12 78.79 79.34
PP 78.36 78.36 78.36 78.47
S1 77.92 77.92 78.57 78.14
S2 77.16 77.16 78.46
S3 75.96 76.72 78.35
S4 74.76 75.52 78.02
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 77.60 5.17 6.6% 1.79 2.3% 21% False True 40,538
10 82.77 77.60 5.17 6.6% 1.81 2.3% 21% False True 40,044
20 82.77 74.48 8.29 10.5% 2.30 2.9% 51% False False 46,111
40 93.55 71.50 22.05 28.0% 2.50 3.2% 33% False False 53,171
60 93.55 71.50 22.05 28.0% 2.18 2.8% 33% False False 52,874
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 0.49
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 83.90
2.618 81.94
1.618 80.74
1.000 80.00
0.618 79.54
HIGH 78.80
0.618 78.34
0.500 78.20
0.382 78.06
LOW 77.60
0.618 76.86
1.000 76.40
1.618 75.66
2.618 74.46
4.250 72.50
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 78.52 79.64
PP 78.36 79.32
S1 78.20 79.00

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

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