NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 81.53 81.82 0.29 0.4% 79.58
High 82.02 83.00 0.98 1.2% 82.50
Low 80.90 81.47 0.57 0.7% 79.17
Close 81.53 81.82 0.29 0.4% 81.53
Range 1.12 1.53 0.41 36.6% 3.33
ATR 1.84 1.82 -0.02 -1.2% 0.00
Volume 9,575 2,770 -6,805 -71.1% 24,471
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.69 85.78 82.66
R3 85.16 84.25 82.24
R2 83.63 83.63 82.10
R1 82.72 82.72 81.96 82.59
PP 82.10 82.10 82.10 82.03
S1 81.19 81.19 81.68 81.06
S2 80.57 80.57 81.54
S3 79.04 79.66 81.40
S4 77.51 78.13 80.98
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.06 89.62 83.36
R3 87.73 86.29 82.45
R2 84.40 84.40 82.14
R1 82.96 82.96 81.84 83.68
PP 81.07 81.07 81.07 81.43
S1 79.63 79.63 81.22 80.35
S2 77.74 77.74 80.92
S3 74.41 76.30 80.61
S4 71.08 72.97 79.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.00 79.93 3.07 3.8% 1.27 1.5% 62% True False 4,558
10 83.00 76.07 6.93 8.5% 1.40 1.7% 83% True False 5,116
20 83.00 72.06 10.94 13.4% 1.70 2.1% 89% True False 5,109
40 93.29 72.06 21.23 25.9% 1.82 2.2% 46% False False 5,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.50
2.618 87.01
1.618 85.48
1.000 84.53
0.618 83.95
HIGH 83.00
0.618 82.42
0.500 82.24
0.382 82.05
LOW 81.47
0.618 80.52
1.000 79.94
1.618 78.99
2.618 77.46
4.250 74.97
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 82.24 81.95
PP 82.10 81.91
S1 81.96 81.86

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

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