NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 80.93 78.46 -2.47 -3.1% 81.82
High 80.93 80.76 -0.17 -0.2% 83.00
Low 80.54 78.03 -2.51 -3.1% 78.25
Close 80.93 78.46 -2.47 -3.1% 81.21
Range 0.39 2.73 2.34 600.0% 4.75
ATR 1.71 1.79 0.09 5.0% 0.00
Volume 6,692 4,400 -2,292 -34.2% 17,079
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.27 85.60 79.96
R3 84.54 82.87 79.21
R2 81.81 81.81 78.96
R1 80.14 80.14 78.71 79.83
PP 79.08 79.08 79.08 78.93
S1 77.41 77.41 78.21 77.10
S2 76.35 76.35 77.96
S3 73.62 74.68 77.71
S4 70.89 71.95 76.96
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 81.30 78.03 3.27 4.2% 1.70 2.2% 13% False True 4,427
10 83.00 78.03 4.97 6.3% 1.48 1.9% 9% False True 4,507
20 83.00 75.29 7.71 9.8% 1.61 2.1% 41% False False 4,845
40 92.30 72.06 20.24 25.8% 1.92 2.4% 32% False False 5,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 92.36
2.618 87.91
1.618 85.18
1.000 83.49
0.618 82.45
HIGH 80.76
0.618 79.72
0.500 79.40
0.382 79.07
LOW 78.03
0.618 76.34
1.000 75.30
1.618 73.61
2.618 70.88
4.250 66.43
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 79.40 79.67
PP 79.08 79.26
S1 78.77 78.86

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

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