NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 74.61 70.35 -4.26 -5.7% 73.97
High 75.42 72.49 -2.93 -3.9% 75.42
Low 70.73 69.51 -1.22 -1.7% 70.73
Close 71.51 71.44 -0.07 -0.1% 71.51
Range 4.69 2.98 -1.71 -36.5% 4.69
ATR 2.88 2.89 0.01 0.2% 0.00
Volume 439,431 448,494 9,063 2.1% 1,689,727
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 80.09 78.74 73.08
R3 77.11 75.76 72.26
R2 74.13 74.13 71.99
R1 72.78 72.78 71.71 73.46
PP 71.15 71.15 71.15 71.48
S1 69.80 69.80 71.17 70.48
S2 68.17 68.17 70.89
S3 65.19 66.82 70.62
S4 62.21 63.84 69.80
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 86.62 83.76 74.09
R3 81.93 79.07 72.80
R2 77.24 77.24 72.37
R1 74.38 74.38 71.94 73.47
PP 72.55 72.55 72.55 72.10
S1 69.69 69.69 71.08 68.78
S2 67.86 67.86 70.65
S3 63.17 65.00 70.22
S4 58.48 60.31 68.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.42 69.51 5.91 8.3% 3.25 4.5% 33% False True 427,644
10 75.72 67.15 8.57 12.0% 2.97 4.2% 50% False False 407,019
20 82.08 67.15 14.93 20.9% 2.87 4.0% 29% False False 366,294
40 89.77 67.15 22.62 31.7% 2.57 3.6% 19% False False 259,274
60 89.77 67.15 22.62 31.7% 2.28 3.2% 19% False False 183,967
80 89.77 67.15 22.62 31.7% 2.19 3.1% 19% False False 141,586
100 89.77 67.15 22.62 31.7% 2.16 3.0% 19% False False 115,125
120 89.77 67.15 22.62 31.7% 2.04 2.9% 19% False False 96,563
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.16
2.618 80.29
1.618 77.31
1.000 75.47
0.618 74.33
HIGH 72.49
0.618 71.35
0.500 71.00
0.382 70.65
LOW 69.51
0.618 67.67
1.000 66.53
1.618 64.69
2.618 61.71
4.250 56.85
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 71.29 72.47
PP 71.15 72.12
S1 71.00 71.78

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

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