NYMEX Light Sweet Crude Oil Future January 2011


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 79.22 79.06 -0.16 -0.2% 79.58
High 80.90 79.13 -1.77 -2.2% 82.50
Low 78.53 78.25 -0.28 -0.4% 79.17
Close 79.22 79.06 -0.16 -0.2% 81.53
Range 2.37 0.88 -1.49 -62.9% 3.33
ATR 1.82 1.75 -0.06 -3.3% 0.00
Volume 3,402 3,919 517 15.2% 24,471
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.45 81.14 79.54
R3 80.57 80.26 79.30
R2 79.69 79.69 79.22
R1 79.38 79.38 79.14 79.50
PP 78.81 78.81 78.81 78.88
S1 78.50 78.50 78.98 78.62
S2 77.93 77.93 78.90
S3 77.05 77.62 78.82
S4 76.17 76.74 78.58
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 78.25 4.75 6.0% 1.38 1.8% 17% False True 4,586
10 83.00 78.25 4.75 6.0% 1.38 1.7% 17% False True 4,311
20 83.00 75.29 7.71 9.8% 1.70 2.1% 49% False False 4,715
40 93.29 72.06 21.23 26.9% 1.85 2.3% 33% False False 5,107
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 0.34
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 82.87
2.618 81.43
1.618 80.55
1.000 80.01
0.618 79.67
HIGH 79.13
0.618 78.79
0.500 78.69
0.382 78.59
LOW 78.25
0.618 77.71
1.000 77.37
1.618 76.83
2.618 75.95
4.250 74.51
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 78.94 80.01
PP 78.81 79.69
S1 78.69 79.38

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

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