NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 80.39 77.45 -2.94 -3.7% 81.42
High 80.55 78.73 -1.82 -2.3% 82.77
Low 77.35 76.39 -0.96 -1.2% 77.60
Close 78.08 77.49 -0.59 -0.8% 80.84
Range 3.20 2.34 -0.86 -26.9% 5.17
ATR 2.25 2.26 0.01 0.3% 0.00
Volume 32,425 44,813 12,388 38.2% 182,310
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.56 83.36 78.78
R3 82.22 81.02 78.13
R2 79.88 79.88 77.92
R1 78.68 78.68 77.70 79.28
PP 77.54 77.54 77.54 77.84
S1 76.34 76.34 77.28 76.94
S2 75.20 75.20 77.06
S3 72.86 74.00 76.85
S4 70.52 71.66 76.20
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.91 93.55 83.68
R3 90.74 88.38 82.26
R2 85.57 85.57 81.79
R1 83.21 83.21 81.31 81.81
PP 80.40 80.40 80.40 79.70
S1 78.04 78.04 80.37 76.64
S2 75.23 75.23 79.89
S3 70.06 72.87 79.42
S4 64.89 67.70 78.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.28 76.39 4.89 6.3% 2.23 2.9% 22% False True 41,754
10 82.77 76.39 6.38 8.2% 2.02 2.6% 17% False True 40,620
20 82.77 74.48 8.29 10.7% 2.15 2.8% 36% False False 44,442
40 89.83 71.50 18.33 23.7% 2.52 3.3% 33% False False 51,462
60 93.55 71.50 22.05 28.5% 2.23 2.9% 27% False False 53,121
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.68
2.618 84.86
1.618 82.52
1.000 81.07
0.618 80.18
HIGH 78.73
0.618 77.84
0.500 77.56
0.382 77.28
LOW 76.39
0.618 74.94
1.000 74.05
1.618 72.60
2.618 70.26
4.250 66.45
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 77.56 78.84
PP 77.54 78.39
S1 77.51 77.94

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

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