NYMEX Light Sweet Crude Oil Future February 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 81.26 78.79 -2.47 -3.0% 82.19
High 80.90 78.70 -2.20 -2.7% 83.37
Low 80.79 78.20 -2.59 -3.2% 78.91
Close 81.26 78.79 -2.47 -3.0% 81.53
Range 0.11 0.50 0.39 354.5% 4.46
ATR 1.46 1.57 0.11 7.8% 0.00
Volume 2,758 1,951 -807 -29.3% 7,105
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.06 79.93 79.07
R3 79.56 79.43 78.93
R2 79.06 79.06 78.88
R1 78.93 78.93 78.84 79.04
PP 78.56 78.56 78.56 78.62
S1 78.43 78.43 78.74 78.54
S2 78.06 78.06 78.70
S3 77.56 77.93 78.65
S4 77.06 77.43 78.52
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 94.65 92.55 83.98
R3 90.19 88.09 82.76
R2 85.73 85.73 82.35
R1 83.63 83.63 81.94 82.45
PP 81.27 81.27 81.27 80.68
S1 79.17 79.17 81.12 77.99
S2 76.81 76.81 80.71
S3 72.35 74.71 80.30
S4 67.89 70.25 79.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.54 78.20 3.34 4.2% 0.76 1.0% 18% False True 1,835
10 83.37 78.20 5.17 6.6% 0.74 0.9% 11% False True 2,042
20 83.37 75.87 7.50 9.5% 0.98 1.2% 39% False False 2,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.83
2.618 80.01
1.618 79.51
1.000 79.20
0.618 79.01
HIGH 78.70
0.618 78.51
0.500 78.45
0.382 78.39
LOW 78.20
0.618 77.89
1.000 77.70
1.618 77.39
2.618 76.89
4.250 76.08
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 78.68 79.87
PP 78.56 79.51
S1 78.45 79.15

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

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