NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 81.21 80.93 -0.28 -0.3% 81.82
High 81.30 80.93 -0.37 -0.5% 83.00
Low 79.19 80.54 1.35 1.7% 78.25
Close 81.21 80.93 -0.28 -0.3% 81.21
Range 2.11 0.39 -1.72 -81.5% 4.75
ATR 1.79 1.71 -0.08 -4.5% 0.00
Volume 3,722 6,692 2,970 79.8% 17,079
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 81.97 81.84 81.14
R3 81.58 81.45 81.04
R2 81.19 81.19 81.00
R1 81.06 81.06 80.97 81.13
PP 80.80 80.80 80.80 80.83
S1 80.67 80.67 80.89 80.74
S2 80.41 80.41 80.86
S3 80.02 80.28 80.82
S4 79.63 79.89 80.72
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.07 92.89 83.82
R3 90.32 88.14 82.52
R2 85.57 85.57 82.08
R1 83.39 83.39 81.65 82.11
PP 80.82 80.82 80.82 80.18
S1 78.64 78.64 80.77 77.36
S2 76.07 76.07 80.34
S3 71.32 73.89 79.90
S4 66.57 69.14 78.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.77 78.25 3.52 4.3% 1.35 1.7% 76% False False 4,200
10 83.00 78.25 4.75 5.9% 1.31 1.6% 56% False False 4,379
20 83.00 75.29 7.71 9.5% 1.63 2.0% 73% False False 4,799
40 93.29 72.06 21.23 26.2% 1.88 2.3% 42% False False 5,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 82.59
2.618 81.95
1.618 81.56
1.000 81.32
0.618 81.17
HIGH 80.93
0.618 80.78
0.500 80.74
0.382 80.69
LOW 80.54
0.618 80.30
1.000 80.15
1.618 79.91
2.618 79.52
4.250 78.88
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 80.87 80.55
PP 80.80 80.16
S1 80.74 79.78

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

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