NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 73.33 74.90 1.57 2.1% 75.16
High 75.85 77.35 1.50 2.0% 76.81
Low 72.97 74.79 1.82 2.5% 72.15
Close 75.44 76.68 1.24 1.6% 72.80
Range 2.88 2.56 -0.32 -11.1% 4.66
ATR 2.73 2.72 -0.01 -0.4% 0.00
Volume 177,977 194,904 16,927 9.5% 479,701
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.95 82.88 78.09
R3 81.39 80.32 77.38
R2 78.83 78.83 77.15
R1 77.76 77.76 76.91 78.30
PP 76.27 76.27 76.27 76.54
S1 75.20 75.20 76.45 75.74
S2 73.71 73.71 76.21
S3 71.15 72.64 75.98
S4 68.59 70.08 75.27
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 77.35 70.93 6.42 8.4% 2.86 3.7% 90% True False 166,124
10 77.35 70.93 6.42 8.4% 2.93 3.8% 90% True False 138,409
20 83.26 68.59 14.67 19.1% 2.84 3.7% 55% False False 122,357
40 91.38 68.59 22.79 29.7% 2.56 3.3% 35% False False 92,667
60 91.38 68.59 22.79 29.7% 2.20 2.9% 35% False False 69,631
80 91.38 68.59 22.79 29.7% 2.07 2.7% 35% False False 54,313
100 91.38 68.59 22.79 29.7% 2.03 2.7% 35% False False 44,605
120 91.38 68.59 22.79 29.7% 1.85 2.4% 35% False False 37,497
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.23
2.618 84.05
1.618 81.49
1.000 79.91
0.618 78.93
HIGH 77.35
0.618 76.37
0.500 76.07
0.382 75.77
LOW 74.79
0.618 73.21
1.000 72.23
1.618 70.65
2.618 68.09
4.250 63.91
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 76.48 76.01
PP 76.27 75.34
S1 76.07 74.67

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

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