NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 71.16 72.51 1.35 1.9% 73.97
High 72.60 74.96 2.36 3.3% 75.42
Low 70.75 72.03 1.28 1.8% 70.73
Close 71.99 74.38 2.39 3.3% 71.51
Range 1.85 2.93 1.08 58.4% 4.69
ATR 2.82 2.83 0.01 0.4% 0.00
Volume 417,308 421,966 4,658 1.1% 1,689,727
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.58 81.41 75.99
R3 79.65 78.48 75.19
R2 76.72 76.72 74.92
R1 75.55 75.55 74.65 76.14
PP 73.79 73.79 73.79 74.08
S1 72.62 72.62 74.11 73.21
S2 70.86 70.86 73.84
S3 67.93 69.69 73.57
S4 65.00 66.76 72.77
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 7.9% 3.02 4.1% 82% False False 423,646
10 75.72 69.21 6.51 8.8% 3.02 4.1% 79% False False 418,022
20 80.97 67.15 13.82 18.6% 2.86 3.8% 52% False False 387,675
40 89.77 67.15 22.62 30.4% 2.62 3.5% 32% False False 273,863
60 89.77 67.15 22.62 30.4% 2.29 3.1% 32% False False 197,314
80 89.77 67.15 22.62 30.4% 2.19 2.9% 32% False False 151,830
100 89.77 67.15 22.62 30.4% 2.18 2.9% 32% False False 123,370
120 89.77 67.15 22.62 30.4% 2.06 2.8% 32% False False 103,513
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.41
2.618 82.63
1.618 79.70
1.000 77.89
0.618 76.77
HIGH 74.96
0.618 73.84
0.500 73.50
0.382 73.15
LOW 72.03
0.618 70.22
1.000 69.10
1.618 67.29
2.618 64.36
4.250 59.58
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 74.09 73.67
PP 73.79 72.95
S1 73.50 72.24

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

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