NYMEX Light Sweet Crude Oil Future August 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 72.45 73.33 0.88 1.2% 75.16
High 73.49 75.85 2.36 3.2% 76.81
Low 71.99 72.97 0.98 1.4% 72.15
Close 73.06 75.44 2.38 3.3% 72.80
Range 1.50 2.88 1.38 92.0% 4.66
ATR 2.72 2.73 0.01 0.4% 0.00
Volume 157,835 177,977 20,142 12.8% 479,701
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.39 82.30 77.02
R3 80.51 79.42 76.23
R2 77.63 77.63 75.97
R1 76.54 76.54 75.70 77.09
PP 74.75 74.75 74.75 75.03
S1 73.66 73.66 75.18 74.21
S2 71.87 71.87 74.91
S3 68.99 70.78 74.65
S4 66.11 67.90 73.86
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 87.90 85.01 75.36
R3 83.24 80.35 74.08
R2 78.58 78.58 73.65
R1 75.69 75.69 73.23 74.81
PP 73.92 73.92 73.92 73.48
S1 71.03 71.03 72.37 70.15
S2 69.26 69.26 71.95
S3 64.60 66.37 71.52
S4 59.94 61.71 70.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.81 70.93 5.88 7.8% 2.79 3.7% 77% False False 151,870
10 76.81 70.42 6.39 8.5% 2.91 3.9% 79% False False 128,764
20 83.26 68.59 14.67 19.4% 2.79 3.7% 47% False False 116,480
40 91.38 68.59 22.79 30.2% 2.53 3.4% 30% False False 89,609
60 91.38 68.59 22.79 30.2% 2.19 2.9% 30% False False 66,476
80 91.38 68.59 22.79 30.2% 2.07 2.7% 30% False False 51,945
100 91.38 68.59 22.79 30.2% 2.02 2.7% 30% False False 42,685
120 91.38 68.59 22.79 30.2% 1.84 2.4% 30% False False 35,891
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 0.69
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.09
2.618 83.39
1.618 80.51
1.000 78.73
0.618 77.63
HIGH 75.85
0.618 74.75
0.500 74.41
0.382 74.07
LOW 72.97
0.618 71.19
1.000 70.09
1.618 68.31
2.618 65.43
4.250 60.73
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 75.10 74.76
PP 74.75 74.07
S1 74.41 73.39

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

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