NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 81.82 80.85 -0.97 -1.2% 79.58
High 83.00 81.77 -1.23 -1.5% 82.50
Low 81.47 80.75 -0.72 -0.9% 79.17
Close 81.82 80.96 -0.86 -1.1% 81.53
Range 1.53 1.02 -0.51 -33.3% 3.33
ATR 1.82 1.77 -0.05 -2.9% 0.00
Volume 2,770 3,266 496 17.9% 24,471
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.22 83.61 81.52
R3 83.20 82.59 81.24
R2 82.18 82.18 81.15
R1 81.57 81.57 81.05 81.88
PP 81.16 81.16 81.16 81.31
S1 80.55 80.55 80.87 80.86
S2 80.14 80.14 80.77
S3 79.12 79.53 80.68
S4 78.10 78.51 80.40
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 80.60 2.40 3.0% 1.26 1.6% 15% False False 4,588
10 83.00 76.51 6.49 8.0% 1.39 1.7% 69% False False 4,761
20 83.00 72.06 10.94 13.5% 1.71 2.1% 81% False False 4,853
40 93.29 72.06 21.23 26.2% 1.83 2.3% 42% False False 5,148
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 86.11
2.618 84.44
1.618 83.42
1.000 82.79
0.618 82.40
HIGH 81.77
0.618 81.38
0.500 81.26
0.382 81.14
LOW 80.75
0.618 80.12
1.000 79.73
1.618 79.10
2.618 78.08
4.250 76.42
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 81.26 81.88
PP 81.16 81.57
S1 81.06 81.27

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

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