NYMEX Light Sweet Crude Oil Future October 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 74.25 77.03 2.78 3.7% 77.23
High 75.22 77.25 2.03 2.7% 78.54
Low 73.93 74.76 0.83 1.1% 74.07
Close 74.78 77.03 2.25 3.0% 74.64
Range 1.29 2.49 1.20 93.0% 4.47
ATR 2.53 2.53 0.00 -0.1% 0.00
Volume 20,520 30,411 9,891 48.2% 81,103
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 83.82 82.91 78.40
R3 81.33 80.42 77.71
R2 78.84 78.84 77.49
R1 77.93 77.93 77.26 78.28
PP 76.35 76.35 76.35 76.52
S1 75.44 75.44 76.80 75.79
S2 73.86 73.86 76.57
S3 71.37 72.95 76.35
S4 68.88 70.46 75.66
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 89.16 86.37 77.10
R3 84.69 81.90 75.87
R2 80.22 80.22 75.46
R1 77.43 77.43 75.05 76.59
PP 75.75 75.75 75.75 75.33
S1 72.96 72.96 74.23 72.12
S2 71.28 71.28 73.82
S3 66.81 68.49 73.41
S4 62.34 64.02 72.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 73.05 5.49 7.1% 2.47 3.2% 72% False False 24,247
10 78.54 71.97 6.57 8.5% 2.71 3.5% 77% False False 21,063
20 85.35 70.35 15.00 19.5% 2.60 3.4% 45% False False 19,912
40 92.75 70.35 22.40 29.1% 2.30 3.0% 30% False False 18,359
60 92.75 70.35 22.40 29.1% 1.92 2.5% 30% False False 14,975
80 92.75 70.35 22.40 29.1% 1.80 2.3% 30% False False 12,310
100 92.75 70.35 22.40 29.1% 1.70 2.2% 30% False False 10,539
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.83
2.618 83.77
1.618 81.28
1.000 79.74
0.618 78.79
HIGH 77.25
0.618 76.30
0.500 76.01
0.382 75.71
LOW 74.76
0.618 73.22
1.000 72.27
1.618 70.73
2.618 68.24
4.250 64.18
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 76.69 76.40
PP 76.35 75.78
S1 76.01 75.15

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

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