NYMEX Light Sweet Crude Oil Future October 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 77.03 78.32 1.29 1.7% 77.23
High 77.25 78.85 1.60 2.1% 78.54
Low 74.76 76.59 1.83 2.4% 74.07
Close 77.03 78.32 1.29 1.7% 74.64
Range 2.49 2.26 -0.23 -9.2% 4.47
ATR 2.53 2.51 -0.02 -0.8% 0.00
Volume 30,411 24,703 -5,708 -18.8% 81,103
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 84.70 83.77 79.56
R3 82.44 81.51 78.94
R2 80.18 80.18 78.73
R1 79.25 79.25 78.53 79.45
PP 77.92 77.92 77.92 78.02
S1 76.99 76.99 78.11 77.19
S2 75.66 75.66 77.91
S3 73.40 74.73 77.70
S4 71.14 72.47 77.08
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 78.85 73.05 5.80 7.4% 2.57 3.3% 91% True False 25,010
10 78.85 73.05 5.80 7.4% 2.71 3.5% 91% True False 21,716
20 85.35 70.35 15.00 19.2% 2.64 3.4% 53% False False 20,254
40 92.75 70.35 22.40 28.6% 2.33 3.0% 36% False False 18,342
60 92.75 70.35 22.40 28.6% 1.94 2.5% 36% False False 15,354
80 92.75 70.35 22.40 28.6% 1.81 2.3% 36% False False 12,583
100 92.75 70.35 22.40 28.6% 1.70 2.2% 36% False False 10,776
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.46
2.618 84.77
1.618 82.51
1.000 81.11
0.618 80.25
HIGH 78.85
0.618 77.99
0.500 77.72
0.382 77.45
LOW 76.59
0.618 75.19
1.000 74.33
1.618 72.93
2.618 70.67
4.250 66.99
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 78.12 77.68
PP 77.92 77.03
S1 77.72 76.39

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

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